CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8984 |
0.9001 |
0.0017 |
0.2% |
0.9068 |
| High |
0.9007 |
0.9014 |
0.0007 |
0.1% |
0.9084 |
| Low |
0.8977 |
0.8955 |
-0.0023 |
-0.3% |
0.8973 |
| Close |
0.8997 |
0.8957 |
-0.0041 |
-0.5% |
0.8986 |
| Range |
0.0030 |
0.0059 |
0.0030 |
100.0% |
0.0111 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.9% |
0.0000 |
| Volume |
64,646 |
124,792 |
60,146 |
93.0% |
375,513 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9152 |
0.9113 |
0.8989 |
|
| R3 |
0.9093 |
0.9054 |
0.8973 |
|
| R2 |
0.9034 |
0.9034 |
0.8967 |
|
| R1 |
0.8995 |
0.8995 |
0.8962 |
0.8985 |
| PP |
0.8975 |
0.8975 |
0.8975 |
0.8970 |
| S1 |
0.8936 |
0.8936 |
0.8951 |
0.8926 |
| S2 |
0.8916 |
0.8916 |
0.8946 |
|
| S3 |
0.8857 |
0.8877 |
0.8940 |
|
| S4 |
0.8798 |
0.8818 |
0.8924 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9279 |
0.9047 |
|
| R3 |
0.9237 |
0.9167 |
0.9016 |
|
| R2 |
0.9126 |
0.9126 |
0.9006 |
|
| R1 |
0.9056 |
0.9056 |
0.8996 |
0.9035 |
| PP |
0.9014 |
0.9014 |
0.9014 |
0.9004 |
| S1 |
0.8944 |
0.8944 |
0.8975 |
0.8924 |
| S2 |
0.8903 |
0.8903 |
0.8965 |
|
| S3 |
0.8791 |
0.8833 |
0.8955 |
|
| S4 |
0.8680 |
0.8721 |
0.8924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9062 |
0.8955 |
0.0108 |
1.2% |
0.0047 |
0.5% |
2% |
False |
True |
101,327 |
| 10 |
0.9124 |
0.8955 |
0.0169 |
1.9% |
0.0049 |
0.5% |
1% |
False |
True |
59,171 |
| 20 |
0.9184 |
0.8955 |
0.0230 |
2.6% |
0.0048 |
0.5% |
1% |
False |
True |
30,423 |
| 40 |
0.9184 |
0.8955 |
0.0230 |
2.6% |
0.0046 |
0.5% |
1% |
False |
True |
15,309 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0045 |
0.5% |
7% |
False |
False |
10,218 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0043 |
0.5% |
5% |
False |
False |
7,668 |
| 100 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0039 |
0.4% |
5% |
False |
False |
6,137 |
| 120 |
0.9626 |
0.8935 |
0.0691 |
7.7% |
0.0036 |
0.4% |
3% |
False |
False |
5,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9264 |
|
2.618 |
0.9168 |
|
1.618 |
0.9109 |
|
1.000 |
0.9073 |
|
0.618 |
0.9050 |
|
HIGH |
0.9014 |
|
0.618 |
0.8991 |
|
0.500 |
0.8984 |
|
0.382 |
0.8977 |
|
LOW |
0.8955 |
|
0.618 |
0.8918 |
|
1.000 |
0.8896 |
|
1.618 |
0.8859 |
|
2.618 |
0.8800 |
|
4.250 |
0.8704 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8984 |
0.8984 |
| PP |
0.8975 |
0.8975 |
| S1 |
0.8966 |
0.8966 |
|