CME Japanese Yen Future September 2018
Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.8961 |
0.8991 |
0.0030 |
0.3% |
0.9010 |
High |
0.9003 |
0.8997 |
-0.0007 |
-0.1% |
0.9065 |
Low |
0.8959 |
0.8929 |
-0.0030 |
-0.3% |
0.8954 |
Close |
0.8993 |
0.8939 |
-0.0054 |
-0.6% |
0.9008 |
Range |
0.0044 |
0.0068 |
0.0024 |
53.4% |
0.0111 |
ATR |
0.0052 |
0.0053 |
0.0001 |
2.1% |
0.0000 |
Volume |
170,097 |
159,481 |
-10,616 |
-6.2% |
541,909 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9157 |
0.9116 |
0.8976 |
|
R3 |
0.9090 |
0.9048 |
0.8958 |
|
R2 |
0.9022 |
0.9022 |
0.8951 |
|
R1 |
0.8981 |
0.8981 |
0.8945 |
0.8968 |
PP |
0.8955 |
0.8955 |
0.8955 |
0.8948 |
S1 |
0.8913 |
0.8913 |
0.8933 |
0.8900 |
S2 |
0.8887 |
0.8887 |
0.8927 |
|
S3 |
0.8820 |
0.8846 |
0.8920 |
|
S4 |
0.8752 |
0.8778 |
0.8902 |
|
|
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 |
0.8929 |
0.0136 |
1.5% |
0.0052 |
0.6% |
7% |
False |
True |
137,477 |
10 |
0.9065 |
0.8929 |
0.0136 |
1.5% |
0.0053 |
0.6% |
7% |
False |
True |
128,408 |
20 |
0.9127 |
0.8929 |
0.0198 |
2.2% |
0.0052 |
0.6% |
5% |
False |
True |
112,422 |
40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0055 |
0.6% |
28% |
False |
False |
121,439 |
60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0054 |
0.6% |
22% |
False |
False |
123,302 |
80 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0056 |
0.6% |
16% |
False |
False |
100,849 |
100 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0053 |
0.6% |
16% |
False |
False |
80,741 |
120 |
0.9648 |
0.8868 |
0.0781 |
8.7% |
0.0053 |
0.6% |
9% |
False |
False |
67,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9283 |
2.618 |
0.9173 |
1.618 |
0.9106 |
1.000 |
0.9064 |
0.618 |
0.9038 |
HIGH |
0.8997 |
0.618 |
0.8971 |
0.500 |
0.8963 |
0.382 |
0.8955 |
LOW |
0.8929 |
0.618 |
0.8887 |
1.000 |
0.8862 |
1.618 |
0.8820 |
2.618 |
0.8752 |
4.250 |
0.8642 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8963 |
0.8968 |
PP |
0.8955 |
0.8958 |
S1 |
0.8947 |
0.8949 |
|