CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9071 |
0.9060 |
-0.0011 |
-0.1% |
0.9089 |
| High |
0.9088 |
0.9102 |
0.0015 |
0.2% |
0.9107 |
| Low |
0.9060 |
0.9060 |
0.0000 |
0.0% |
0.9006 |
| Close |
0.9060 |
0.9096 |
0.0036 |
0.4% |
0.9074 |
| Range |
0.0028 |
0.0042 |
0.0015 |
54.5% |
0.0101 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
194 |
38 |
-156 |
-80.4% |
409 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9197 |
0.9119 |
|
| R3 |
0.9171 |
0.9155 |
0.9108 |
|
| R2 |
0.9129 |
0.9129 |
0.9104 |
|
| R1 |
0.9112 |
0.9112 |
0.9100 |
0.9120 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9090 |
| S1 |
0.9070 |
0.9070 |
0.9092 |
0.9078 |
| S2 |
0.9044 |
0.9044 |
0.9088 |
|
| S3 |
0.9001 |
0.9027 |
0.9084 |
|
| S4 |
0.8959 |
0.8985 |
0.9073 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9321 |
0.9130 |
|
| R3 |
0.9264 |
0.9220 |
0.9102 |
|
| R2 |
0.9163 |
0.9163 |
0.9093 |
|
| R1 |
0.9119 |
0.9119 |
0.9083 |
0.9091 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9048 |
| S1 |
0.9018 |
0.9018 |
0.9065 |
0.8990 |
| S2 |
0.8961 |
0.8961 |
0.9055 |
|
| S3 |
0.8860 |
0.8917 |
0.9046 |
|
| S4 |
0.8759 |
0.8816 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9102 |
0.9034 |
0.0069 |
0.8% |
0.0034 |
0.4% |
91% |
True |
False |
82 |
| 10 |
0.9128 |
0.9006 |
0.0122 |
1.3% |
0.0040 |
0.4% |
74% |
False |
False |
77 |
| 20 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0043 |
0.5% |
84% |
False |
False |
55 |
| 40 |
0.9257 |
0.8935 |
0.0322 |
3.5% |
0.0042 |
0.5% |
50% |
False |
False |
44 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0038 |
0.4% |
37% |
False |
False |
34 |
| 80 |
0.9515 |
0.8935 |
0.0580 |
6.4% |
0.0032 |
0.4% |
28% |
False |
False |
29 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0033 |
0.4% |
20% |
False |
False |
25 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0031 |
0.3% |
20% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9283 |
|
2.618 |
0.9214 |
|
1.618 |
0.9171 |
|
1.000 |
0.9145 |
|
0.618 |
0.9129 |
|
HIGH |
0.9102 |
|
0.618 |
0.9086 |
|
0.500 |
0.9081 |
|
0.382 |
0.9076 |
|
LOW |
0.9060 |
|
0.618 |
0.9034 |
|
1.000 |
0.9018 |
|
1.618 |
0.8991 |
|
2.618 |
0.8949 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9091 |
0.9089 |
| PP |
0.9086 |
0.9083 |
| S1 |
0.9081 |
0.9076 |
|