CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9063 |
0.9020 |
-0.0043 |
-0.5% |
0.9070 |
| High |
0.9066 |
0.9062 |
-0.0004 |
0.0% |
0.9124 |
| Low |
0.9020 |
0.9018 |
-0.0002 |
0.0% |
0.9015 |
| Close |
0.9023 |
0.9052 |
0.0029 |
0.3% |
0.9068 |
| Range |
0.0046 |
0.0044 |
-0.0002 |
-4.3% |
0.0109 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
38,705 |
86,210 |
47,505 |
122.7% |
28,998 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9158 |
0.9076 |
|
| R3 |
0.9132 |
0.9114 |
0.9064 |
|
| R2 |
0.9088 |
0.9088 |
0.9060 |
|
| R1 |
0.9070 |
0.9070 |
0.9056 |
0.9079 |
| PP |
0.9044 |
0.9044 |
0.9044 |
0.9049 |
| S1 |
0.9026 |
0.9026 |
0.9048 |
0.9035 |
| S2 |
0.9000 |
0.9000 |
0.9044 |
|
| S3 |
0.8956 |
0.8982 |
0.9040 |
|
| S4 |
0.8912 |
0.8938 |
0.9028 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9341 |
0.9127 |
|
| R3 |
0.9287 |
0.9232 |
0.9097 |
|
| R2 |
0.9178 |
0.9178 |
0.9087 |
|
| R1 |
0.9123 |
0.9123 |
0.9077 |
0.9096 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9055 |
| S1 |
0.9014 |
0.9014 |
0.9058 |
0.8987 |
| S2 |
0.8960 |
0.8960 |
0.9048 |
|
| S3 |
0.8851 |
0.8905 |
0.9038 |
|
| S4 |
0.8742 |
0.8796 |
0.9008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9124 |
0.9018 |
0.0106 |
1.2% |
0.0054 |
0.6% |
32% |
False |
True |
32,711 |
| 10 |
0.9124 |
0.9013 |
0.0111 |
1.2% |
0.0051 |
0.6% |
36% |
False |
False |
18,246 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0049 |
0.5% |
23% |
False |
False |
9,512 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.8% |
0.0048 |
0.5% |
47% |
False |
False |
4,802 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0046 |
0.5% |
36% |
False |
False |
3,213 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0042 |
0.5% |
27% |
False |
False |
2,414 |
| 100 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0037 |
0.4% |
27% |
False |
False |
1,934 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0036 |
0.4% |
15% |
False |
False |
1,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9177 |
|
1.618 |
0.9133 |
|
1.000 |
0.9106 |
|
0.618 |
0.9089 |
|
HIGH |
0.9062 |
|
0.618 |
0.9045 |
|
0.500 |
0.9040 |
|
0.382 |
0.9035 |
|
LOW |
0.9018 |
|
0.618 |
0.8991 |
|
1.000 |
0.8974 |
|
1.618 |
0.8947 |
|
2.618 |
0.8903 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9048 |
0.9052 |
| PP |
0.9044 |
0.9051 |
| S1 |
0.9040 |
0.9051 |
|