CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8961 |
0.8984 |
0.0023 |
0.3% |
0.8997 |
| High |
0.9011 |
0.9069 |
0.0058 |
0.6% |
0.9069 |
| Low |
0.8935 |
0.8973 |
0.0038 |
0.4% |
0.8935 |
| Close |
0.8986 |
0.9059 |
0.0073 |
0.8% |
0.9059 |
| Range |
0.0076 |
0.0097 |
0.0021 |
27.0% |
0.0134 |
| ATR |
0.0045 |
0.0049 |
0.0004 |
8.1% |
0.0000 |
| Volume |
28 |
32 |
4 |
14.3% |
144 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9287 |
0.9112 |
|
| R3 |
0.9226 |
0.9191 |
0.9085 |
|
| R2 |
0.9130 |
0.9130 |
0.9076 |
|
| R1 |
0.9094 |
0.9094 |
0.9067 |
0.9112 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9042 |
| S1 |
0.8998 |
0.8998 |
0.9050 |
0.9016 |
| S2 |
0.8937 |
0.8937 |
0.9041 |
|
| S3 |
0.8840 |
0.8901 |
0.9032 |
|
| S4 |
0.8744 |
0.8805 |
0.9005 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9375 |
0.9132 |
|
| R3 |
0.9289 |
0.9241 |
0.9095 |
|
| R2 |
0.9155 |
0.9155 |
0.9083 |
|
| R1 |
0.9107 |
0.9107 |
0.9071 |
0.9131 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9033 |
| S1 |
0.8973 |
0.8973 |
0.9046 |
0.8997 |
| S2 |
0.8887 |
0.8887 |
0.9034 |
|
| S3 |
0.8753 |
0.8839 |
0.9022 |
|
| S4 |
0.8619 |
0.8705 |
0.8985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9069 |
0.8935 |
0.0134 |
1.5% |
0.0049 |
0.5% |
92% |
True |
False |
28 |
| 10 |
0.9160 |
0.8935 |
0.0225 |
2.5% |
0.0050 |
0.5% |
55% |
False |
False |
46 |
| 20 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0043 |
0.5% |
38% |
False |
False |
35 |
| 40 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0039 |
0.4% |
28% |
False |
False |
26 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0033 |
0.4% |
28% |
False |
False |
22 |
| 80 |
0.9657 |
0.8935 |
0.0722 |
8.0% |
0.0033 |
0.4% |
17% |
False |
False |
19 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0030 |
0.3% |
16% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9479 |
|
2.618 |
0.9322 |
|
1.618 |
0.9225 |
|
1.000 |
0.9166 |
|
0.618 |
0.9129 |
|
HIGH |
0.9069 |
|
0.618 |
0.9032 |
|
0.500 |
0.9021 |
|
0.382 |
0.9009 |
|
LOW |
0.8973 |
|
0.618 |
0.8913 |
|
1.000 |
0.8876 |
|
1.618 |
0.8816 |
|
2.618 |
0.8720 |
|
4.250 |
0.8562 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9046 |
0.9040 |
| PP |
0.9033 |
0.9021 |
| S1 |
0.9021 |
0.9002 |
|