CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9167 |
0.0044 |
0.5% |
0.9118 |
| High |
0.9163 |
0.9184 |
0.0021 |
0.2% |
0.9159 |
| Low |
0.9116 |
0.9124 |
0.0008 |
0.1% |
0.9059 |
| Close |
0.9150 |
0.9133 |
-0.0017 |
-0.2% |
0.9119 |
| Range |
0.0047 |
0.0061 |
0.0014 |
28.7% |
0.0100 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1,671 |
274 |
-1,397 |
-83.6% |
1,046 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9291 |
0.9166 |
|
| R3 |
0.9268 |
0.9231 |
0.9150 |
|
| R2 |
0.9207 |
0.9207 |
0.9144 |
|
| R1 |
0.9170 |
0.9170 |
0.9139 |
0.9159 |
| PP |
0.9147 |
0.9147 |
0.9147 |
0.9141 |
| S1 |
0.9110 |
0.9110 |
0.9127 |
0.9098 |
| S2 |
0.9086 |
0.9086 |
0.9122 |
|
| S3 |
0.9026 |
0.9049 |
0.9116 |
|
| S4 |
0.8965 |
0.8989 |
0.9100 |
|
|
| 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 |
0.9184 |
0.9059 |
0.0126 |
1.4% |
0.0056 |
0.6% |
59% |
True |
False |
498 |
| 10 |
0.9184 |
0.9059 |
0.0126 |
1.4% |
0.0051 |
0.6% |
59% |
True |
False |
337 |
| 20 |
0.9184 |
0.9006 |
0.0178 |
1.9% |
0.0046 |
0.5% |
71% |
True |
False |
207 |
| 40 |
0.9228 |
0.8935 |
0.0293 |
3.2% |
0.0045 |
0.5% |
68% |
False |
False |
121 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0042 |
0.5% |
45% |
False |
False |
88 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0037 |
0.4% |
45% |
False |
False |
69 |
| 100 |
0.9626 |
0.8935 |
0.0691 |
7.6% |
0.0034 |
0.4% |
29% |
False |
False |
57 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0033 |
0.4% |
25% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9441 |
|
2.618 |
0.9342 |
|
1.618 |
0.9282 |
|
1.000 |
0.9245 |
|
0.618 |
0.9221 |
|
HIGH |
0.9184 |
|
0.618 |
0.9161 |
|
0.500 |
0.9154 |
|
0.382 |
0.9147 |
|
LOW |
0.9124 |
|
0.618 |
0.9086 |
|
1.000 |
0.9063 |
|
1.618 |
0.9026 |
|
2.618 |
0.8965 |
|
4.250 |
0.8866 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9154 |
0.9136 |
| PP |
0.9147 |
0.9135 |
| S1 |
0.9140 |
0.9134 |
|