CME Japanese Yen Future September 2018
Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.9025 |
0.9048 |
0.0023 |
0.3% |
0.8936 |
High |
0.9070 |
0.9073 |
0.0004 |
0.0% |
0.9011 |
Low |
0.9010 |
0.9018 |
0.0008 |
0.1% |
0.8868 |
Close |
0.9054 |
0.9020 |
-0.0034 |
-0.4% |
0.8999 |
Range |
0.0060 |
0.0056 |
-0.0005 |
-7.5% |
0.0143 |
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.3% |
0.0000 |
Volume |
147,285 |
112,027 |
-35,258 |
-23.9% |
705,755 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9203 |
0.9167 |
0.9051 |
|
R3 |
0.9148 |
0.9112 |
0.9035 |
|
R2 |
0.9092 |
0.9092 |
0.9030 |
|
R1 |
0.9056 |
0.9056 |
0.9025 |
0.9047 |
PP |
0.9037 |
0.9037 |
0.9037 |
0.9032 |
S1 |
0.9001 |
0.9001 |
0.9015 |
0.8991 |
S2 |
0.8981 |
0.8981 |
0.9010 |
|
S3 |
0.8926 |
0.8945 |
0.9005 |
|
S4 |
0.8870 |
0.8890 |
0.8989 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9388 |
0.9336 |
0.9077 |
|
R3 |
0.9245 |
0.9193 |
0.9038 |
|
R2 |
0.9102 |
0.9102 |
0.9025 |
|
R1 |
0.9050 |
0.9050 |
0.9012 |
0.9076 |
PP |
0.8959 |
0.8959 |
0.8959 |
0.8972 |
S1 |
0.8907 |
0.8907 |
0.8985 |
0.8933 |
S2 |
0.8816 |
0.8816 |
0.8972 |
|
S3 |
0.8673 |
0.8764 |
0.8959 |
|
S4 |
0.8530 |
0.8621 |
0.8920 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9073 |
0.8912 |
0.0162 |
1.8% |
0.0065 |
0.7% |
67% |
True |
False |
148,921 |
10 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0057 |
0.6% |
74% |
True |
False |
135,411 |
20 |
0.9143 |
0.8868 |
0.0275 |
3.0% |
0.0055 |
0.6% |
55% |
False |
False |
132,097 |
40 |
0.9292 |
0.8868 |
0.0425 |
4.7% |
0.0055 |
0.6% |
36% |
False |
False |
102,880 |
60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
34% |
False |
False |
68,979 |
80 |
0.9541 |
0.8868 |
0.0673 |
7.5% |
0.0052 |
0.6% |
23% |
False |
False |
51,756 |
100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
19% |
False |
False |
41,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9309 |
2.618 |
0.9218 |
1.618 |
0.9163 |
1.000 |
0.9129 |
0.618 |
0.9107 |
HIGH |
0.9073 |
0.618 |
0.9052 |
0.500 |
0.9045 |
0.382 |
0.9039 |
LOW |
0.9018 |
0.618 |
0.8983 |
1.000 |
0.8962 |
1.618 |
0.8928 |
2.618 |
0.8872 |
4.250 |
0.8782 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9045 |
0.9036 |
PP |
0.9037 |
0.9031 |
S1 |
0.9028 |
0.9025 |
|