CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8997 |
0.8977 |
-0.0021 |
-0.2% |
0.9158 |
| High |
0.9006 |
0.8977 |
-0.0030 |
-0.3% |
0.9160 |
| Low |
0.8987 |
0.8953 |
-0.0034 |
-0.4% |
0.8963 |
| Close |
0.9004 |
0.8959 |
-0.0045 |
-0.5% |
0.8999 |
| Range |
0.0019 |
0.0024 |
0.0005 |
23.7% |
0.0197 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.2% |
0.0000 |
| Volume |
31 |
28 |
-3 |
-9.7% |
320 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9033 |
0.9019 |
0.8971 |
|
| R3 |
0.9010 |
0.8996 |
0.8965 |
|
| R2 |
0.8986 |
0.8986 |
0.8963 |
|
| R1 |
0.8972 |
0.8972 |
0.8961 |
0.8968 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8960 |
| S1 |
0.8949 |
0.8949 |
0.8956 |
0.8944 |
| S2 |
0.8939 |
0.8939 |
0.8954 |
|
| S3 |
0.8916 |
0.8925 |
0.8952 |
|
| S4 |
0.8892 |
0.8902 |
0.8946 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9630 |
0.9511 |
0.9107 |
|
| R3 |
0.9434 |
0.9315 |
0.9053 |
|
| R2 |
0.9237 |
0.9237 |
0.9035 |
|
| R1 |
0.9118 |
0.9118 |
0.9017 |
0.9079 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9021 |
| S1 |
0.8922 |
0.8922 |
0.8981 |
0.8883 |
| S2 |
0.8844 |
0.8844 |
0.8963 |
|
| S3 |
0.8648 |
0.8725 |
0.8945 |
|
| S4 |
0.8451 |
0.8529 |
0.8891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9128 |
0.8953 |
0.0175 |
1.9% |
0.0046 |
0.5% |
3% |
False |
True |
65 |
| 10 |
0.9172 |
0.8953 |
0.0219 |
2.4% |
0.0040 |
0.4% |
3% |
False |
True |
42 |
| 20 |
0.9257 |
0.8953 |
0.0304 |
3.4% |
0.0042 |
0.5% |
2% |
False |
True |
35 |
| 40 |
0.9374 |
0.8953 |
0.0421 |
4.7% |
0.0036 |
0.4% |
1% |
False |
True |
27 |
| 60 |
0.9374 |
0.8953 |
0.0421 |
4.7% |
0.0031 |
0.3% |
1% |
False |
True |
23 |
| 80 |
0.9728 |
0.8953 |
0.0775 |
8.7% |
0.0031 |
0.3% |
1% |
False |
True |
18 |
| 100 |
0.9728 |
0.8953 |
0.0775 |
8.7% |
0.0029 |
0.3% |
1% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9076 |
|
2.618 |
0.9038 |
|
1.618 |
0.9015 |
|
1.000 |
0.9000 |
|
0.618 |
0.8991 |
|
HIGH |
0.8977 |
|
0.618 |
0.8968 |
|
0.500 |
0.8965 |
|
0.382 |
0.8962 |
|
LOW |
0.8953 |
|
0.618 |
0.8938 |
|
1.000 |
0.8930 |
|
1.618 |
0.8915 |
|
2.618 |
0.8891 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8965 |
0.8980 |
| PP |
0.8963 |
0.8973 |
| S1 |
0.8961 |
0.8966 |
|