CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9009 |
0.9006 |
-0.0003 |
0.0% |
0.9010 |
| High |
0.9025 |
0.9007 |
-0.0019 |
-0.2% |
0.9065 |
| Low |
0.8993 |
0.8960 |
-0.0033 |
-0.4% |
0.8954 |
| Close |
0.8996 |
0.8965 |
-0.0031 |
-0.3% |
0.9008 |
| Range |
0.0033 |
0.0047 |
0.0014 |
43.1% |
0.0111 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
85,721 |
116,682 |
30,961 |
36.1% |
541,909 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9087 |
0.8990 |
|
| R3 |
0.9070 |
0.9041 |
0.8977 |
|
| R2 |
0.9024 |
0.9024 |
0.8973 |
|
| R1 |
0.8994 |
0.8994 |
0.8969 |
0.8986 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8973 |
| S1 |
0.8948 |
0.8948 |
0.8960 |
0.8939 |
| S2 |
0.8931 |
0.8931 |
0.8956 |
|
| S3 |
0.8884 |
0.8901 |
0.8952 |
|
| S4 |
0.8838 |
0.8855 |
0.8939 |
|
|
| 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% |
0.0052 |
0.6% |
10% |
False |
False |
119,651 |
| 10 |
0.9065 |
0.8953 |
0.0112 |
1.2% |
0.0051 |
0.6% |
11% |
False |
False |
112,742 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0054 |
0.6% |
7% |
False |
False |
109,137 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0055 |
0.6% |
37% |
False |
False |
119,179 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0054 |
0.6% |
29% |
False |
False |
122,009 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
21% |
False |
False |
96,738 |
| 100 |
0.9402 |
0.8868 |
0.0534 |
6.0% |
0.0053 |
0.6% |
18% |
False |
False |
77,448 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
12% |
False |
False |
64,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9204 |
|
2.618 |
0.9128 |
|
1.618 |
0.9082 |
|
1.000 |
0.9053 |
|
0.618 |
0.9035 |
|
HIGH |
0.9007 |
|
0.618 |
0.8989 |
|
0.500 |
0.8983 |
|
0.382 |
0.8978 |
|
LOW |
0.8960 |
|
0.618 |
0.8931 |
|
1.000 |
0.8914 |
|
1.618 |
0.8885 |
|
2.618 |
0.8838 |
|
4.250 |
0.8762 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8983 |
0.9012 |
| PP |
0.8977 |
0.8996 |
| S1 |
0.8971 |
0.8980 |
|