CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 20-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.9089 |
0.9123 |
0.0034 |
0.4% |
0.9118 |
High |
0.9140 |
0.9163 |
0.0023 |
0.3% |
0.9159 |
Low |
0.9088 |
0.9116 |
0.0028 |
0.3% |
0.9059 |
Close |
0.9119 |
0.9150 |
0.0031 |
0.3% |
0.9119 |
Range |
0.0052 |
0.0047 |
-0.0005 |
-9.6% |
0.0100 |
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
Volume |
253 |
1,671 |
1,418 |
560.5% |
1,046 |
|
Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9284 |
0.9264 |
0.9176 |
|
R3 |
0.9237 |
0.9217 |
0.9163 |
|
R2 |
0.9190 |
0.9190 |
0.9159 |
|
R1 |
0.9170 |
0.9170 |
0.9154 |
0.9180 |
PP |
0.9143 |
0.9143 |
0.9143 |
0.9148 |
S1 |
0.9123 |
0.9123 |
0.9146 |
0.9133 |
S2 |
0.9096 |
0.9096 |
0.9141 |
|
S3 |
0.9049 |
0.9076 |
0.9137 |
|
S4 |
0.9002 |
0.9029 |
0.9124 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9412 |
0.9366 |
0.9174 |
|
R3 |
0.9312 |
0.9266 |
0.9147 |
|
R2 |
0.9212 |
0.9212 |
0.9137 |
|
R1 |
0.9166 |
0.9166 |
0.9128 |
0.9189 |
PP |
0.9112 |
0.9112 |
0.9112 |
0.9124 |
S1 |
0.9066 |
0.9066 |
0.9110 |
0.9089 |
S2 |
0.9012 |
0.9012 |
0.9101 |
|
S3 |
0.8912 |
0.8966 |
0.9092 |
|
S4 |
0.8812 |
0.8866 |
0.9064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9163 |
0.9059 |
0.0105 |
1.1% |
0.0054 |
0.6% |
88% |
True |
False |
525 |
10 |
0.9163 |
0.9059 |
0.0105 |
1.1% |
0.0048 |
0.5% |
88% |
True |
False |
329 |
20 |
0.9163 |
0.9006 |
0.0157 |
1.7% |
0.0044 |
0.5% |
92% |
True |
False |
195 |
40 |
0.9257 |
0.8935 |
0.0322 |
3.5% |
0.0044 |
0.5% |
67% |
False |
False |
115 |
60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0041 |
0.5% |
49% |
False |
False |
83 |
80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0036 |
0.4% |
49% |
False |
False |
66 |
100 |
0.9626 |
0.8935 |
0.0691 |
7.5% |
0.0034 |
0.4% |
31% |
False |
False |
55 |
120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0033 |
0.4% |
27% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9363 |
2.618 |
0.9286 |
1.618 |
0.9239 |
1.000 |
0.9210 |
0.618 |
0.9192 |
HIGH |
0.9163 |
0.618 |
0.9145 |
0.500 |
0.9140 |
0.382 |
0.9134 |
LOW |
0.9116 |
0.618 |
0.9087 |
1.000 |
0.9069 |
1.618 |
0.9040 |
2.618 |
0.8993 |
4.250 |
0.8916 |
|
|
Fisher Pivots for day following 20-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9147 |
0.9140 |
PP |
0.9143 |
0.9131 |
S1 |
0.9140 |
0.9121 |
|