CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8979 |
0.8976 |
-0.0004 |
0.0% |
0.8995 |
| High |
0.8984 |
0.9054 |
0.0070 |
0.8% |
0.9044 |
| Low |
0.8954 |
0.8971 |
0.0017 |
0.2% |
0.8953 |
| Close |
0.8974 |
0.9027 |
0.0053 |
0.6% |
0.9017 |
| Range |
0.0030 |
0.0083 |
0.0053 |
179.7% |
0.0091 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
4.4% |
0.0000 |
| Volume |
111,797 |
128,650 |
16,853 |
15.1% |
446,715 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9228 |
0.9072 |
|
| R3 |
0.9182 |
0.9146 |
0.9049 |
|
| R2 |
0.9100 |
0.9100 |
0.9042 |
|
| R1 |
0.9063 |
0.9063 |
0.9034 |
0.9081 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9026 |
| S1 |
0.8981 |
0.8981 |
0.9019 |
0.8999 |
| S2 |
0.8935 |
0.8935 |
0.9011 |
|
| S3 |
0.8852 |
0.8898 |
0.9004 |
|
| S4 |
0.8770 |
0.8816 |
0.8981 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9238 |
0.9067 |
|
| R3 |
0.9186 |
0.9147 |
0.9042 |
|
| R2 |
0.9095 |
0.9095 |
0.9034 |
|
| R1 |
0.9056 |
0.9056 |
0.9025 |
0.9076 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.9014 |
| S1 |
0.8965 |
0.8965 |
0.9009 |
0.8985 |
| S2 |
0.8913 |
0.8913 |
0.9000 |
|
| S3 |
0.8822 |
0.8874 |
0.8992 |
|
| S4 |
0.8731 |
0.8783 |
0.8967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9054 |
0.8954 |
0.0100 |
1.1% |
0.0054 |
0.6% |
73% |
True |
False |
119,340 |
| 10 |
0.9062 |
0.8953 |
0.0110 |
1.2% |
0.0049 |
0.5% |
68% |
False |
False |
102,558 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0054 |
0.6% |
43% |
False |
False |
112,925 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0054 |
0.6% |
61% |
False |
False |
118,855 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0054 |
0.6% |
48% |
False |
False |
120,722 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
35% |
False |
False |
92,303 |
| 100 |
0.9452 |
0.8868 |
0.0584 |
6.5% |
0.0052 |
0.6% |
27% |
False |
False |
73,873 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
20% |
False |
False |
61,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9404 |
|
2.618 |
0.9269 |
|
1.618 |
0.9187 |
|
1.000 |
0.9136 |
|
0.618 |
0.9104 |
|
HIGH |
0.9054 |
|
0.618 |
0.9022 |
|
0.500 |
0.9012 |
|
0.382 |
0.9003 |
|
LOW |
0.8971 |
|
0.618 |
0.8920 |
|
1.000 |
0.8889 |
|
1.618 |
0.8838 |
|
2.618 |
0.8755 |
|
4.250 |
0.8620 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9022 |
0.9019 |
| PP |
0.9017 |
0.9011 |
| S1 |
0.9012 |
0.9004 |
|