CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8984 |
0.9099 |
0.0115 |
1.3% |
0.8997 |
| High |
0.9069 |
0.9117 |
0.0048 |
0.5% |
0.9069 |
| Low |
0.8973 |
0.9063 |
0.0090 |
1.0% |
0.8935 |
| Close |
0.9059 |
0.9063 |
0.0004 |
0.0% |
0.9059 |
| Range |
0.0097 |
0.0054 |
-0.0042 |
-44.0% |
0.0134 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.4% |
0.0000 |
| Volume |
32 |
56 |
24 |
75.0% |
144 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9243 |
0.9207 |
0.9093 |
|
| R3 |
0.9189 |
0.9153 |
0.9078 |
|
| R2 |
0.9135 |
0.9135 |
0.9073 |
|
| R1 |
0.9099 |
0.9099 |
0.9068 |
0.9090 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9076 |
| S1 |
0.9045 |
0.9045 |
0.9058 |
0.9036 |
| S2 |
0.9027 |
0.9027 |
0.9053 |
|
| S3 |
0.8973 |
0.8991 |
0.9048 |
|
| S4 |
0.8919 |
0.8937 |
0.9033 |
|
|
| 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 |
0.9117 |
0.8935 |
0.0182 |
2.0% |
0.0056 |
0.6% |
70% |
True |
False |
33 |
| 10 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0052 |
0.6% |
66% |
False |
False |
48 |
| 20 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0045 |
0.5% |
40% |
False |
False |
35 |
| 40 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0040 |
0.4% |
29% |
False |
False |
27 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0034 |
0.4% |
29% |
False |
False |
23 |
| 80 |
0.9626 |
0.8935 |
0.0691 |
7.6% |
0.0032 |
0.3% |
19% |
False |
False |
20 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0031 |
0.3% |
16% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9347 |
|
2.618 |
0.9258 |
|
1.618 |
0.9204 |
|
1.000 |
0.9171 |
|
0.618 |
0.9150 |
|
HIGH |
0.9117 |
|
0.618 |
0.9096 |
|
0.500 |
0.9090 |
|
0.382 |
0.9084 |
|
LOW |
0.9063 |
|
0.618 |
0.9030 |
|
1.000 |
0.9009 |
|
1.618 |
0.8976 |
|
2.618 |
0.8922 |
|
4.250 |
0.8833 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9090 |
0.9051 |
| PP |
0.9081 |
0.9038 |
| S1 |
0.9072 |
0.9026 |
|