CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8946 |
0.8940 |
-0.0006 |
-0.1% |
0.8984 |
| High |
0.8949 |
0.8949 |
0.0000 |
0.0% |
0.9014 |
| Low |
0.8914 |
0.8917 |
0.0003 |
0.0% |
0.8914 |
| Close |
0.8941 |
0.8926 |
-0.0014 |
-0.2% |
0.8941 |
| Range |
0.0036 |
0.0033 |
-0.0003 |
-8.5% |
0.0100 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
108,395 |
74,134 |
-34,261 |
-31.6% |
492,782 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9028 |
0.9010 |
0.8944 |
|
| R3 |
0.8996 |
0.8977 |
0.8935 |
|
| R2 |
0.8963 |
0.8963 |
0.8932 |
|
| R1 |
0.8945 |
0.8945 |
0.8929 |
0.8938 |
| PP |
0.8931 |
0.8931 |
0.8931 |
0.8927 |
| S1 |
0.8912 |
0.8912 |
0.8924 |
0.8905 |
| S2 |
0.8898 |
0.8898 |
0.8921 |
|
| S3 |
0.8866 |
0.8880 |
0.8918 |
|
| S4 |
0.8833 |
0.8847 |
0.8909 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9198 |
0.8996 |
|
| R3 |
0.9156 |
0.9098 |
0.8968 |
|
| R2 |
0.9056 |
0.9056 |
0.8959 |
|
| R1 |
0.8998 |
0.8998 |
0.8950 |
0.8977 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8945 |
| S1 |
0.8898 |
0.8898 |
0.8931 |
0.8877 |
| S2 |
0.8856 |
0.8856 |
0.8922 |
|
| S3 |
0.8756 |
0.8798 |
0.8913 |
|
| S4 |
0.8656 |
0.8698 |
0.8886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9014 |
0.8914 |
0.0100 |
1.1% |
0.0039 |
0.4% |
13% |
False |
False |
100,454 |
| 10 |
0.9066 |
0.8914 |
0.0152 |
1.7% |
0.0042 |
0.5% |
9% |
False |
False |
92,282 |
| 20 |
0.9124 |
0.8914 |
0.0210 |
2.4% |
0.0045 |
0.5% |
6% |
False |
False |
49,117 |
| 40 |
0.9184 |
0.8914 |
0.0271 |
3.0% |
0.0046 |
0.5% |
5% |
False |
False |
24,742 |
| 60 |
0.9184 |
0.8914 |
0.0271 |
3.0% |
0.0045 |
0.5% |
5% |
False |
False |
16,507 |
| 80 |
0.9266 |
0.8914 |
0.0352 |
3.9% |
0.0042 |
0.5% |
4% |
False |
False |
12,386 |
| 100 |
0.9374 |
0.8914 |
0.0460 |
5.2% |
0.0039 |
0.4% |
3% |
False |
False |
9,912 |
| 120 |
0.9540 |
0.8914 |
0.0627 |
7.0% |
0.0036 |
0.4% |
2% |
False |
False |
8,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9087 |
|
2.618 |
0.9034 |
|
1.618 |
0.9002 |
|
1.000 |
0.8982 |
|
0.618 |
0.8969 |
|
HIGH |
0.8949 |
|
0.618 |
0.8937 |
|
0.500 |
0.8933 |
|
0.382 |
0.8929 |
|
LOW |
0.8917 |
|
0.618 |
0.8896 |
|
1.000 |
0.8884 |
|
1.618 |
0.8864 |
|
2.618 |
0.8831 |
|
4.250 |
0.8778 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8933 |
0.8947 |
| PP |
0.8931 |
0.8940 |
| S1 |
0.8929 |
0.8933 |
|