CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8907 |
0.8924 |
0.0017 |
0.2% |
0.8984 |
| High |
0.8932 |
0.8935 |
0.0003 |
0.0% |
0.9014 |
| Low |
0.8892 |
0.8863 |
-0.0030 |
-0.3% |
0.8914 |
| Close |
0.8916 |
0.8867 |
-0.0049 |
-0.5% |
0.8941 |
| Range |
0.0040 |
0.0073 |
0.0033 |
81.3% |
0.0100 |
| ATR |
0.0042 |
0.0045 |
0.0002 |
5.1% |
0.0000 |
| Volume |
120,965 |
138,154 |
17,189 |
14.2% |
492,782 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9106 |
0.9059 |
0.8907 |
|
| R3 |
0.9033 |
0.8986 |
0.8887 |
|
| R2 |
0.8961 |
0.8961 |
0.8880 |
|
| R1 |
0.8914 |
0.8914 |
0.8874 |
0.8901 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8882 |
| S1 |
0.8841 |
0.8841 |
0.8860 |
0.8829 |
| S2 |
0.8816 |
0.8816 |
0.8854 |
|
| S3 |
0.8743 |
0.8769 |
0.8847 |
|
| S4 |
0.8671 |
0.8696 |
0.8827 |
|
|
| 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 |
0.8949 |
0.8863 |
0.0087 |
1.0% |
0.0040 |
0.5% |
5% |
False |
True |
105,214 |
| 10 |
0.9014 |
0.8863 |
0.0151 |
1.7% |
0.0039 |
0.4% |
3% |
False |
True |
103,590 |
| 20 |
0.9124 |
0.8863 |
0.0261 |
2.9% |
0.0046 |
0.5% |
2% |
False |
True |
66,084 |
| 40 |
0.9184 |
0.8863 |
0.0322 |
3.6% |
0.0045 |
0.5% |
1% |
False |
True |
33,324 |
| 60 |
0.9184 |
0.8863 |
0.0322 |
3.6% |
0.0045 |
0.5% |
1% |
False |
True |
22,232 |
| 80 |
0.9266 |
0.8863 |
0.0403 |
4.5% |
0.0043 |
0.5% |
1% |
False |
True |
16,680 |
| 100 |
0.9374 |
0.8863 |
0.0511 |
5.8% |
0.0039 |
0.4% |
1% |
False |
True |
13,347 |
| 120 |
0.9540 |
0.8863 |
0.0678 |
7.6% |
0.0036 |
0.4% |
1% |
False |
True |
11,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9243 |
|
2.618 |
0.9125 |
|
1.618 |
0.9052 |
|
1.000 |
0.9008 |
|
0.618 |
0.8980 |
|
HIGH |
0.8935 |
|
0.618 |
0.8907 |
|
0.500 |
0.8899 |
|
0.382 |
0.8890 |
|
LOW |
0.8863 |
|
0.618 |
0.8818 |
|
1.000 |
0.8790 |
|
1.618 |
0.8745 |
|
2.618 |
0.8673 |
|
4.250 |
0.8554 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8899 |
0.8899 |
| PP |
0.8888 |
0.8888 |
| S1 |
0.8878 |
0.8878 |
|