CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8934 |
0.8926 |
-0.0008 |
-0.1% |
0.9009 |
| High |
0.8949 |
0.8941 |
-0.0008 |
-0.1% |
0.9025 |
| Low |
0.8915 |
0.8920 |
0.0005 |
0.1% |
0.8915 |
| Close |
0.8928 |
0.8934 |
0.0007 |
0.1% |
0.8928 |
| Range |
0.0034 |
0.0021 |
-0.0013 |
-37.3% |
0.0110 |
| ATR |
0.0052 |
0.0049 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
38,925 |
1,799 |
-37,126 |
-95.4% |
570,906 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8994 |
0.8985 |
0.8946 |
|
| R3 |
0.8973 |
0.8964 |
0.8940 |
|
| R2 |
0.8952 |
0.8952 |
0.8938 |
|
| R1 |
0.8943 |
0.8943 |
0.8936 |
0.8948 |
| PP |
0.8931 |
0.8931 |
0.8931 |
0.8934 |
| S1 |
0.8922 |
0.8922 |
0.8932 |
0.8927 |
| S2 |
0.8910 |
0.8910 |
0.8930 |
|
| S3 |
0.8889 |
0.8901 |
0.8928 |
|
| S4 |
0.8868 |
0.8880 |
0.8922 |
|
|
| 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 |
0.9007 |
0.8915 |
0.0092 |
1.0% |
0.0043 |
0.5% |
21% |
False |
False |
97,396 |
| 10 |
0.9065 |
0.8915 |
0.0150 |
1.7% |
0.0049 |
0.5% |
13% |
False |
False |
111,461 |
| 20 |
0.9127 |
0.8915 |
0.0212 |
2.4% |
0.0049 |
0.5% |
9% |
False |
False |
102,565 |
| 40 |
0.9127 |
0.8915 |
0.0212 |
2.4% |
0.0052 |
0.6% |
9% |
False |
False |
112,641 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0053 |
0.6% |
20% |
False |
False |
119,396 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0055 |
0.6% |
15% |
False |
False |
101,268 |
| 100 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0053 |
0.6% |
15% |
False |
False |
81,147 |
| 120 |
0.9601 |
0.8868 |
0.0733 |
8.2% |
0.0053 |
0.6% |
9% |
False |
False |
67,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9030 |
|
2.618 |
0.8995 |
|
1.618 |
0.8974 |
|
1.000 |
0.8962 |
|
0.618 |
0.8953 |
|
HIGH |
0.8941 |
|
0.618 |
0.8932 |
|
0.500 |
0.8930 |
|
0.382 |
0.8928 |
|
LOW |
0.8920 |
|
0.618 |
0.8907 |
|
1.000 |
0.8899 |
|
1.618 |
0.8886 |
|
2.618 |
0.8865 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8933 |
0.8956 |
| PP |
0.8931 |
0.8949 |
| S1 |
0.8930 |
0.8941 |
|