CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.9076 |
0.0058 |
0.6% |
0.9055 |
| High |
0.9081 |
0.9102 |
0.0022 |
0.2% |
0.9102 |
| Low |
0.9017 |
0.9067 |
0.0050 |
0.6% |
0.9013 |
| Close |
0.9074 |
0.9077 |
0.0003 |
0.0% |
0.9077 |
| Range |
0.0064 |
0.0035 |
-0.0028 |
-44.1% |
0.0090 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,986 |
4,739 |
2,753 |
138.6% |
10,932 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9168 |
0.9096 |
|
| R3 |
0.9153 |
0.9132 |
0.9086 |
|
| R2 |
0.9117 |
0.9117 |
0.9083 |
|
| R1 |
0.9097 |
0.9097 |
0.9080 |
0.9107 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9087 |
| S1 |
0.9062 |
0.9062 |
0.9073 |
0.9072 |
| S2 |
0.9047 |
0.9047 |
0.9070 |
|
| S3 |
0.9011 |
0.9026 |
0.9067 |
|
| S4 |
0.8976 |
0.8991 |
0.9057 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9334 |
0.9295 |
0.9126 |
|
| R3 |
0.9244 |
0.9205 |
0.9101 |
|
| R2 |
0.9154 |
0.9154 |
0.9093 |
|
| R1 |
0.9115 |
0.9115 |
0.9085 |
0.9134 |
| PP |
0.9064 |
0.9064 |
0.9064 |
0.9073 |
| S1 |
0.9025 |
0.9025 |
0.9068 |
0.9045 |
| S2 |
0.8974 |
0.8974 |
0.9060 |
|
| S3 |
0.8884 |
0.8935 |
0.9052 |
|
| S4 |
0.8794 |
0.8845 |
0.9027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9102 |
0.9013 |
0.0090 |
1.0% |
0.0042 |
0.5% |
71% |
True |
False |
2,186 |
| 10 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0045 |
0.5% |
37% |
False |
False |
1,619 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0046 |
0.5% |
37% |
False |
False |
894 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.7% |
0.0046 |
0.5% |
57% |
False |
False |
473 |
| 60 |
0.9266 |
0.8935 |
0.0331 |
3.6% |
0.0043 |
0.5% |
43% |
False |
False |
324 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0039 |
0.4% |
32% |
False |
False |
245 |
| 100 |
0.9515 |
0.8935 |
0.0580 |
6.4% |
0.0035 |
0.4% |
24% |
False |
False |
199 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0034 |
0.4% |
18% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9253 |
|
2.618 |
0.9195 |
|
1.618 |
0.9160 |
|
1.000 |
0.9138 |
|
0.618 |
0.9124 |
|
HIGH |
0.9102 |
|
0.618 |
0.9089 |
|
0.500 |
0.9085 |
|
0.382 |
0.9081 |
|
LOW |
0.9067 |
|
0.618 |
0.9045 |
|
1.000 |
0.9032 |
|
1.618 |
0.9010 |
|
2.618 |
0.8974 |
|
4.250 |
0.8916 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9085 |
0.9070 |
| PP |
0.9082 |
0.9064 |
| S1 |
0.9079 |
0.9057 |
|