CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9068 |
0.9063 |
-0.0005 |
-0.1% |
0.9123 |
| High |
0.9080 |
0.9067 |
-0.0013 |
-0.1% |
0.9184 |
| Low |
0.9052 |
0.9013 |
-0.0040 |
-0.4% |
0.9042 |
| Close |
0.9062 |
0.9023 |
-0.0039 |
-0.4% |
0.9064 |
| Range |
0.0028 |
0.0055 |
0.0027 |
94.6% |
0.0142 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,068 |
2,220 |
1,152 |
107.9% |
5,260 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9198 |
0.9165 |
0.9053 |
|
| R3 |
0.9143 |
0.9110 |
0.9038 |
|
| R2 |
0.9089 |
0.9089 |
0.9033 |
|
| R1 |
0.9056 |
0.9056 |
0.9028 |
0.9045 |
| PP |
0.9034 |
0.9034 |
0.9034 |
0.9029 |
| S1 |
0.9001 |
0.9001 |
0.9018 |
0.8991 |
| S2 |
0.8980 |
0.8980 |
0.9013 |
|
| S3 |
0.8925 |
0.8947 |
0.9008 |
|
| S4 |
0.8871 |
0.8892 |
0.8993 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9435 |
0.9142 |
|
| R3 |
0.9381 |
0.9293 |
0.9103 |
|
| R2 |
0.9239 |
0.9239 |
0.9090 |
|
| R1 |
0.9151 |
0.9151 |
0.9077 |
0.9124 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9083 |
| S1 |
0.9009 |
0.9009 |
0.9051 |
0.8982 |
| S2 |
0.8955 |
0.8955 |
0.9038 |
|
| S3 |
0.8813 |
0.8867 |
0.9025 |
|
| S4 |
0.8671 |
0.8725 |
0.8986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9119 |
0.9013 |
0.0107 |
1.2% |
0.0040 |
0.4% |
10% |
False |
True |
1,248 |
| 10 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0046 |
0.5% |
6% |
False |
True |
985 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0044 |
0.5% |
6% |
False |
True |
563 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.8% |
0.0045 |
0.5% |
35% |
False |
False |
306 |
| 60 |
0.9266 |
0.8935 |
0.0331 |
3.7% |
0.0043 |
0.5% |
27% |
False |
False |
212 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0038 |
0.4% |
20% |
False |
False |
163 |
| 100 |
0.9540 |
0.8935 |
0.0605 |
6.7% |
0.0034 |
0.4% |
15% |
False |
False |
132 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0034 |
0.4% |
11% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9299 |
|
2.618 |
0.9210 |
|
1.618 |
0.9155 |
|
1.000 |
0.9122 |
|
0.618 |
0.9101 |
|
HIGH |
0.9067 |
|
0.618 |
0.9046 |
|
0.500 |
0.9040 |
|
0.382 |
0.9033 |
|
LOW |
0.9013 |
|
0.618 |
0.8979 |
|
1.000 |
0.8958 |
|
1.618 |
0.8924 |
|
2.618 |
0.8870 |
|
4.250 |
0.8781 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9040 |
0.9048 |
| PP |
0.9034 |
0.9040 |
| S1 |
0.9029 |
0.9031 |
|