CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9036 |
0.9034 |
-0.0003 |
0.0% |
0.9055 |
| High |
0.9042 |
0.9113 |
0.0071 |
0.8% |
0.9102 |
| Low |
0.9015 |
0.9033 |
0.0019 |
0.2% |
0.9013 |
| Close |
0.9034 |
0.9087 |
0.0053 |
0.6% |
0.9077 |
| Range |
0.0028 |
0.0080 |
0.0053 |
190.9% |
0.0090 |
| ATR |
0.0045 |
0.0048 |
0.0002 |
5.5% |
0.0000 |
| Volume |
7,724 |
8,367 |
643 |
8.3% |
10,932 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9318 |
0.9282 |
0.9131 |
|
| R3 |
0.9238 |
0.9202 |
0.9109 |
|
| R2 |
0.9158 |
0.9158 |
0.9101 |
|
| R1 |
0.9122 |
0.9122 |
0.9094 |
0.9140 |
| PP |
0.9078 |
0.9078 |
0.9078 |
0.9086 |
| S1 |
0.9042 |
0.9042 |
0.9079 |
0.9060 |
| S2 |
0.8998 |
0.8998 |
0.9072 |
|
| S3 |
0.8918 |
0.8962 |
0.9065 |
|
| S4 |
0.8838 |
0.8882 |
0.9043 |
|
|
| 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 |
0.9113 |
0.9015 |
0.0099 |
1.1% |
0.0052 |
0.6% |
73% |
True |
False |
5,010 |
| 10 |
0.9119 |
0.9013 |
0.0107 |
1.2% |
0.0046 |
0.5% |
69% |
False |
False |
3,129 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0049 |
0.5% |
43% |
False |
False |
1,795 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.7% |
0.0046 |
0.5% |
61% |
False |
False |
925 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.5% |
0.0044 |
0.5% |
47% |
False |
False |
628 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0041 |
0.4% |
35% |
False |
False |
474 |
| 100 |
0.9515 |
0.8935 |
0.0580 |
6.4% |
0.0036 |
0.4% |
26% |
False |
False |
382 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0035 |
0.4% |
19% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9322 |
|
1.618 |
0.9242 |
|
1.000 |
0.9193 |
|
0.618 |
0.9162 |
|
HIGH |
0.9113 |
|
0.618 |
0.9082 |
|
0.500 |
0.9073 |
|
0.382 |
0.9064 |
|
LOW |
0.9033 |
|
0.618 |
0.8984 |
|
1.000 |
0.8953 |
|
1.618 |
0.8904 |
|
2.618 |
0.8824 |
|
4.250 |
0.8693 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9082 |
0.9079 |
| PP |
0.9078 |
0.9071 |
| S1 |
0.9073 |
0.9064 |
|