CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9152 |
0.9119 |
-0.0033 |
-0.4% |
0.9118 |
| High |
0.9162 |
0.9119 |
-0.0043 |
-0.5% |
0.9159 |
| Low |
0.9118 |
0.9057 |
-0.0062 |
-0.7% |
0.9059 |
| Close |
0.9119 |
0.9058 |
-0.0061 |
-0.7% |
0.9119 |
| Range |
0.0044 |
0.0063 |
0.0019 |
42.0% |
0.0100 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.2% |
0.0000 |
| Volume |
1,278 |
1,166 |
-112 |
-8.8% |
1,046 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9224 |
0.9092 |
|
| R3 |
0.9203 |
0.9162 |
0.9075 |
|
| R2 |
0.9140 |
0.9140 |
0.9069 |
|
| R1 |
0.9099 |
0.9099 |
0.9064 |
0.9089 |
| PP |
0.9078 |
0.9078 |
0.9078 |
0.9073 |
| S1 |
0.9037 |
0.9037 |
0.9052 |
0.9026 |
| S2 |
0.9015 |
0.9015 |
0.9047 |
|
| S3 |
0.8953 |
0.8974 |
0.9041 |
|
| S4 |
0.8890 |
0.8912 |
0.9024 |
|
|
| 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 |
0.9057 |
0.0128 |
1.4% |
0.0053 |
0.6% |
1% |
False |
True |
928 |
| 10 |
0.9184 |
0.9057 |
0.0128 |
1.4% |
0.0055 |
0.6% |
1% |
False |
True |
575 |
| 20 |
0.9184 |
0.9006 |
0.0178 |
2.0% |
0.0046 |
0.5% |
29% |
False |
False |
325 |
| 40 |
0.9202 |
0.8935 |
0.0267 |
2.9% |
0.0046 |
0.5% |
46% |
False |
False |
181 |
| 60 |
0.9351 |
0.8935 |
0.0416 |
4.6% |
0.0041 |
0.5% |
30% |
False |
False |
128 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0038 |
0.4% |
28% |
False |
False |
100 |
| 100 |
0.9604 |
0.8935 |
0.0669 |
7.4% |
0.0034 |
0.4% |
18% |
False |
False |
82 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0033 |
0.4% |
16% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9283 |
|
1.618 |
0.9220 |
|
1.000 |
0.9182 |
|
0.618 |
0.9158 |
|
HIGH |
0.9119 |
|
0.618 |
0.9095 |
|
0.500 |
0.9088 |
|
0.382 |
0.9080 |
|
LOW |
0.9057 |
|
0.618 |
0.9018 |
|
1.000 |
0.8994 |
|
1.618 |
0.8955 |
|
2.618 |
0.8893 |
|
4.250 |
0.8791 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9088 |
0.9120 |
| PP |
0.9078 |
0.9100 |
| S1 |
0.9068 |
0.9079 |
|