CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9039 |
0.9009 |
-0.0031 |
-0.3% |
0.9010 |
| High |
0.9065 |
0.9025 |
-0.0040 |
-0.4% |
0.9065 |
| Low |
0.8994 |
0.8993 |
-0.0001 |
0.0% |
0.8954 |
| Close |
0.9008 |
0.8996 |
-0.0012 |
-0.1% |
0.9008 |
| Range |
0.0071 |
0.0033 |
-0.0039 |
-54.2% |
0.0111 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
155,406 |
85,721 |
-69,685 |
-44.8% |
541,909 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9102 |
0.9081 |
0.9013 |
|
| R3 |
0.9069 |
0.9049 |
0.9004 |
|
| R2 |
0.9037 |
0.9037 |
0.9001 |
|
| R1 |
0.9016 |
0.9016 |
0.8998 |
0.9010 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.9001 |
| S1 |
0.8984 |
0.8984 |
0.8993 |
0.8978 |
| S2 |
0.8972 |
0.8972 |
0.8990 |
|
| S3 |
0.8939 |
0.8951 |
0.8987 |
|
| S4 |
0.8907 |
0.8919 |
0.8978 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9284 |
0.9068 |
|
| R3 |
0.9230 |
0.9174 |
0.9038 |
|
| R2 |
0.9119 |
0.9119 |
0.9028 |
|
| R1 |
0.9063 |
0.9063 |
0.9018 |
0.9036 |
| PP |
0.9009 |
0.9009 |
0.9009 |
0.8995 |
| S1 |
0.8953 |
0.8953 |
0.8997 |
0.8926 |
| S2 |
0.8898 |
0.8898 |
0.8987 |
|
| S3 |
0.8788 |
0.8842 |
0.8977 |
|
| S4 |
0.8677 |
0.8732 |
0.8947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9065 |
0.8954 |
0.0111 |
1.2% |
0.0055 |
0.6% |
38% |
False |
False |
125,526 |
| 10 |
0.9065 |
0.8953 |
0.0112 |
1.2% |
0.0050 |
0.6% |
38% |
False |
False |
107,434 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0055 |
0.6% |
25% |
False |
False |
111,295 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0054 |
0.6% |
49% |
False |
False |
118,110 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0054 |
0.6% |
39% |
False |
False |
122,552 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
28% |
False |
False |
95,309 |
| 100 |
0.9423 |
0.8868 |
0.0555 |
6.2% |
0.0053 |
0.6% |
23% |
False |
False |
76,283 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
16% |
False |
False |
63,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9163 |
|
2.618 |
0.9110 |
|
1.618 |
0.9078 |
|
1.000 |
0.9058 |
|
0.618 |
0.9045 |
|
HIGH |
0.9025 |
|
0.618 |
0.9013 |
|
0.500 |
0.9009 |
|
0.382 |
0.9005 |
|
LOW |
0.8993 |
|
0.618 |
0.8972 |
|
1.000 |
0.8960 |
|
1.618 |
0.8940 |
|
2.618 |
0.8907 |
|
4.250 |
0.8854 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9009 |
0.9018 |
| PP |
0.9004 |
0.9010 |
| S1 |
0.9000 |
0.9003 |
|