CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8958 |
0.8964 |
0.0007 |
0.1% |
0.9068 |
| High |
0.8974 |
0.8981 |
0.0007 |
0.1% |
0.9084 |
| Low |
0.8950 |
0.8937 |
-0.0014 |
-0.2% |
0.8973 |
| Close |
0.8966 |
0.8947 |
-0.0019 |
-0.2% |
0.8986 |
| Range |
0.0024 |
0.0044 |
0.0021 |
87.2% |
0.0111 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
85,718 |
109,231 |
23,513 |
27.4% |
375,513 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9087 |
0.9061 |
0.8971 |
|
| R3 |
0.9043 |
0.9017 |
0.8959 |
|
| R2 |
0.8999 |
0.8999 |
0.8955 |
|
| R1 |
0.8973 |
0.8973 |
0.8951 |
0.8964 |
| PP |
0.8955 |
0.8955 |
0.8955 |
0.8950 |
| S1 |
0.8929 |
0.8929 |
0.8942 |
0.8920 |
| S2 |
0.8911 |
0.8911 |
0.8938 |
|
| S3 |
0.8867 |
0.8885 |
0.8934 |
|
| S4 |
0.8823 |
0.8841 |
0.8922 |
|
|
| 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 |
0.9014 |
0.8937 |
0.0077 |
0.9% |
0.0038 |
0.4% |
13% |
False |
True |
101,966 |
| 10 |
0.9124 |
0.8937 |
0.0187 |
2.1% |
0.0045 |
0.5% |
5% |
False |
True |
77,056 |
| 20 |
0.9124 |
0.8937 |
0.0187 |
2.1% |
0.0046 |
0.5% |
5% |
False |
True |
40,093 |
| 40 |
0.9184 |
0.8937 |
0.0248 |
2.8% |
0.0046 |
0.5% |
4% |
False |
True |
20,181 |
| 60 |
0.9228 |
0.8935 |
0.0293 |
3.3% |
0.0046 |
0.5% |
4% |
False |
False |
13,466 |
| 80 |
0.9359 |
0.8935 |
0.0424 |
4.7% |
0.0042 |
0.5% |
3% |
False |
False |
10,105 |
| 100 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0039 |
0.4% |
3% |
False |
False |
8,087 |
| 120 |
0.9626 |
0.8935 |
0.0691 |
7.7% |
0.0036 |
0.4% |
2% |
False |
False |
6,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9168 |
|
2.618 |
0.9096 |
|
1.618 |
0.9052 |
|
1.000 |
0.9025 |
|
0.618 |
0.9008 |
|
HIGH |
0.8981 |
|
0.618 |
0.8964 |
|
0.500 |
0.8959 |
|
0.382 |
0.8953 |
|
LOW |
0.8937 |
|
0.618 |
0.8909 |
|
1.000 |
0.8893 |
|
1.618 |
0.8865 |
|
2.618 |
0.8821 |
|
4.250 |
0.8750 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8959 |
0.8975 |
| PP |
0.8955 |
0.8966 |
| S1 |
0.8951 |
0.8956 |
|