CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9016 |
0.9039 |
0.0024 |
0.3% |
0.9099 |
| High |
0.9058 |
0.9064 |
0.0007 |
0.1% |
0.9128 |
| Low |
0.9006 |
0.9039 |
0.0033 |
0.4% |
0.9063 |
| Close |
0.9051 |
0.9039 |
-0.0012 |
-0.1% |
0.9100 |
| Range |
0.0052 |
0.0025 |
-0.0027 |
-51.5% |
0.0065 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
200 |
38 |
-162 |
-81.0% |
188 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9122 |
0.9106 |
0.9053 |
|
| R3 |
0.9097 |
0.9081 |
0.9046 |
|
| R2 |
0.9072 |
0.9072 |
0.9044 |
|
| R1 |
0.9056 |
0.9056 |
0.9041 |
0.9052 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9045 |
| S1 |
0.9031 |
0.9031 |
0.9037 |
0.9027 |
| S2 |
0.9022 |
0.9022 |
0.9034 |
|
| S3 |
0.8997 |
0.9006 |
0.9032 |
|
| S4 |
0.8972 |
0.8981 |
0.9025 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9259 |
0.9135 |
|
| R3 |
0.9226 |
0.9195 |
0.9117 |
|
| R2 |
0.9161 |
0.9161 |
0.9111 |
|
| R1 |
0.9130 |
0.9130 |
0.9105 |
0.9146 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9104 |
| S1 |
0.9066 |
0.9066 |
0.9094 |
0.9081 |
| S2 |
0.9032 |
0.9032 |
0.9088 |
|
| S3 |
0.8968 |
0.9001 |
0.9082 |
|
| S4 |
0.8903 |
0.8937 |
0.9064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9108 |
0.9006 |
0.0102 |
1.1% |
0.0041 |
0.5% |
33% |
False |
False |
70 |
| 10 |
0.9128 |
0.8973 |
0.0155 |
1.7% |
0.0048 |
0.5% |
43% |
False |
False |
54 |
| 20 |
0.9162 |
0.8935 |
0.0227 |
2.5% |
0.0045 |
0.5% |
46% |
False |
False |
49 |
| 40 |
0.9266 |
0.8935 |
0.0331 |
3.7% |
0.0042 |
0.5% |
31% |
False |
False |
37 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0036 |
0.4% |
24% |
False |
False |
30 |
| 80 |
0.9540 |
0.8935 |
0.0605 |
6.7% |
0.0032 |
0.4% |
17% |
False |
False |
25 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0032 |
0.4% |
13% |
False |
False |
21 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0032 |
0.4% |
13% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9170 |
|
2.618 |
0.9129 |
|
1.618 |
0.9104 |
|
1.000 |
0.9089 |
|
0.618 |
0.9079 |
|
HIGH |
0.9064 |
|
0.618 |
0.9054 |
|
0.500 |
0.9052 |
|
0.382 |
0.9049 |
|
LOW |
0.9039 |
|
0.618 |
0.9024 |
|
1.000 |
0.9014 |
|
1.618 |
0.8999 |
|
2.618 |
0.8974 |
|
4.250 |
0.8933 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9052 |
0.9057 |
| PP |
0.9047 |
0.9051 |
| S1 |
0.9043 |
0.9045 |
|