CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8867 |
0.8843 |
-0.0024 |
-0.3% |
0.8940 |
| High |
0.8876 |
0.8845 |
-0.0032 |
-0.4% |
0.8949 |
| Low |
0.8842 |
0.8815 |
-0.0028 |
-0.3% |
0.8842 |
| Close |
0.8854 |
0.8822 |
-0.0033 |
-0.4% |
0.8854 |
| Range |
0.0034 |
0.0030 |
-0.0004 |
-11.8% |
0.0107 |
| ATR |
0.0044 |
0.0043 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
128,405 |
102,298 |
-26,107 |
-20.3% |
546,083 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8917 |
0.8899 |
0.8838 |
|
| R3 |
0.8887 |
0.8869 |
0.8830 |
|
| R2 |
0.8857 |
0.8857 |
0.8827 |
|
| R1 |
0.8839 |
0.8839 |
0.8824 |
0.8833 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8824 |
| S1 |
0.8809 |
0.8809 |
0.8819 |
0.8803 |
| S2 |
0.8797 |
0.8797 |
0.8816 |
|
| S3 |
0.8767 |
0.8779 |
0.8813 |
|
| S4 |
0.8737 |
0.8749 |
0.8805 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9203 |
0.9135 |
0.8913 |
|
| R3 |
0.9096 |
0.9028 |
0.8883 |
|
| R2 |
0.8989 |
0.8989 |
0.8874 |
|
| R1 |
0.8921 |
0.8921 |
0.8864 |
0.8902 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8872 |
| S1 |
0.8814 |
0.8814 |
0.8844 |
0.8795 |
| S2 |
0.8775 |
0.8775 |
0.8834 |
|
| S3 |
0.8668 |
0.8707 |
0.8825 |
|
| S4 |
0.8561 |
0.8600 |
0.8795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8935 |
0.8815 |
0.0121 |
1.4% |
0.0039 |
0.4% |
6% |
False |
True |
114,849 |
| 10 |
0.9014 |
0.8815 |
0.0199 |
2.3% |
0.0039 |
0.4% |
4% |
False |
True |
107,651 |
| 20 |
0.9124 |
0.8815 |
0.0309 |
3.5% |
0.0044 |
0.5% |
2% |
False |
True |
77,283 |
| 40 |
0.9184 |
0.8815 |
0.0370 |
4.2% |
0.0045 |
0.5% |
2% |
False |
True |
39,088 |
| 60 |
0.9184 |
0.8815 |
0.0370 |
4.2% |
0.0045 |
0.5% |
2% |
False |
True |
26,076 |
| 80 |
0.9266 |
0.8815 |
0.0451 |
5.1% |
0.0043 |
0.5% |
2% |
False |
True |
19,564 |
| 100 |
0.9374 |
0.8815 |
0.0559 |
6.3% |
0.0040 |
0.5% |
1% |
False |
True |
15,653 |
| 120 |
0.9515 |
0.8815 |
0.0700 |
7.9% |
0.0036 |
0.4% |
1% |
False |
True |
13,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8972 |
|
2.618 |
0.8923 |
|
1.618 |
0.8893 |
|
1.000 |
0.8875 |
|
0.618 |
0.8863 |
|
HIGH |
0.8845 |
|
0.618 |
0.8833 |
|
0.500 |
0.8830 |
|
0.382 |
0.8826 |
|
LOW |
0.8815 |
|
0.618 |
0.8796 |
|
1.000 |
0.8785 |
|
1.618 |
0.8766 |
|
2.618 |
0.8736 |
|
4.250 |
0.8687 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8830 |
0.8875 |
| PP |
0.8827 |
0.8857 |
| S1 |
0.8824 |
0.8839 |
|