CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9020 |
0.9048 |
0.0028 |
0.3% |
0.9070 |
| High |
0.9062 |
0.9055 |
-0.0007 |
-0.1% |
0.9124 |
| Low |
0.9018 |
0.8987 |
-0.0031 |
-0.3% |
0.9015 |
| Close |
0.9052 |
0.8998 |
-0.0055 |
-0.6% |
0.9068 |
| Range |
0.0044 |
0.0068 |
0.0024 |
53.4% |
0.0109 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
3.0% |
0.0000 |
| Volume |
86,210 |
105,545 |
19,335 |
22.4% |
28,998 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9216 |
0.9174 |
0.9035 |
|
| R3 |
0.9148 |
0.9107 |
0.9016 |
|
| R2 |
0.9081 |
0.9081 |
0.9010 |
|
| R1 |
0.9039 |
0.9039 |
0.9004 |
0.9026 |
| PP |
0.9013 |
0.9013 |
0.9013 |
0.9007 |
| S1 |
0.8972 |
0.8972 |
0.8991 |
0.8959 |
| S2 |
0.8946 |
0.8946 |
0.8985 |
|
| S3 |
0.8878 |
0.8904 |
0.8979 |
|
| S4 |
0.8811 |
0.8837 |
0.8960 |
|
|
| 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 |
0.8987 |
0.0136 |
1.5% |
0.0052 |
0.6% |
7% |
False |
True |
52,147 |
| 10 |
0.9124 |
0.8987 |
0.0136 |
1.5% |
0.0052 |
0.6% |
7% |
False |
True |
28,579 |
| 20 |
0.9184 |
0.8987 |
0.0197 |
2.2% |
0.0049 |
0.5% |
5% |
False |
True |
14,782 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.8% |
0.0049 |
0.5% |
25% |
False |
False |
7,440 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0046 |
0.5% |
19% |
False |
False |
4,971 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0042 |
0.5% |
14% |
False |
False |
3,733 |
| 100 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0038 |
0.4% |
14% |
False |
False |
2,990 |
| 120 |
0.9689 |
0.8935 |
0.0754 |
8.4% |
0.0036 |
0.4% |
8% |
False |
False |
2,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9342 |
|
2.618 |
0.9232 |
|
1.618 |
0.9164 |
|
1.000 |
0.9123 |
|
0.618 |
0.9097 |
|
HIGH |
0.9055 |
|
0.618 |
0.9029 |
|
0.500 |
0.9021 |
|
0.382 |
0.9013 |
|
LOW |
0.8987 |
|
0.618 |
0.8946 |
|
1.000 |
0.8920 |
|
1.618 |
0.8878 |
|
2.618 |
0.8811 |
|
4.250 |
0.8701 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9021 |
0.9026 |
| PP |
0.9013 |
0.9017 |
| S1 |
0.9005 |
0.9007 |
|