CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8991 |
0.8934 |
-0.0057 |
-0.6% |
0.9009 |
| High |
0.8997 |
0.8949 |
-0.0048 |
-0.5% |
0.9025 |
| Low |
0.8929 |
0.8915 |
-0.0014 |
-0.2% |
0.8915 |
| Close |
0.8939 |
0.8928 |
-0.0012 |
-0.1% |
0.8928 |
| Range |
0.0068 |
0.0034 |
-0.0034 |
-50.4% |
0.0110 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
159,481 |
38,925 |
-120,556 |
-75.6% |
570,906 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9031 |
0.9013 |
0.8946 |
|
| R3 |
0.8997 |
0.8979 |
0.8937 |
|
| R2 |
0.8964 |
0.8964 |
0.8934 |
|
| R1 |
0.8946 |
0.8946 |
0.8931 |
0.8938 |
| PP |
0.8930 |
0.8930 |
0.8930 |
0.8927 |
| S1 |
0.8912 |
0.8912 |
0.8924 |
0.8905 |
| S2 |
0.8897 |
0.8897 |
0.8921 |
|
| S3 |
0.8863 |
0.8879 |
0.8918 |
|
| S4 |
0.8830 |
0.8845 |
0.8909 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9217 |
0.8988 |
|
| R3 |
0.9176 |
0.9107 |
0.8958 |
|
| R2 |
0.9066 |
0.9066 |
0.8948 |
|
| R1 |
0.8997 |
0.8997 |
0.8938 |
0.8976 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8946 |
| S1 |
0.8887 |
0.8887 |
0.8917 |
0.8866 |
| S2 |
0.8846 |
0.8846 |
0.8907 |
|
| S3 |
0.8736 |
0.8777 |
0.8897 |
|
| S4 |
0.8626 |
0.8667 |
0.8867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9025 |
0.8915 |
0.0110 |
1.2% |
0.0045 |
0.5% |
11% |
False |
True |
114,181 |
| 10 |
0.9065 |
0.8915 |
0.0150 |
1.7% |
0.0050 |
0.6% |
8% |
False |
True |
121,819 |
| 20 |
0.9127 |
0.8915 |
0.0212 |
2.4% |
0.0051 |
0.6% |
6% |
False |
True |
107,932 |
| 40 |
0.9127 |
0.8912 |
0.0215 |
2.4% |
0.0054 |
0.6% |
7% |
False |
False |
117,959 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0054 |
0.6% |
18% |
False |
False |
121,850 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0056 |
0.6% |
13% |
False |
False |
101,325 |
| 100 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0053 |
0.6% |
13% |
False |
False |
81,129 |
| 120 |
0.9607 |
0.8868 |
0.0740 |
8.3% |
0.0053 |
0.6% |
8% |
False |
False |
67,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9091 |
|
2.618 |
0.9036 |
|
1.618 |
0.9003 |
|
1.000 |
0.8982 |
|
0.618 |
0.8969 |
|
HIGH |
0.8949 |
|
0.618 |
0.8936 |
|
0.500 |
0.8932 |
|
0.382 |
0.8928 |
|
LOW |
0.8915 |
|
0.618 |
0.8894 |
|
1.000 |
0.8882 |
|
1.618 |
0.8861 |
|
2.618 |
0.8827 |
|
4.250 |
0.8773 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8932 |
0.8959 |
| PP |
0.8930 |
0.8949 |
| S1 |
0.8929 |
0.8938 |
|