CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9068 |
0.9063 |
-0.0005 |
-0.1% |
0.9156 |
| High |
0.9088 |
0.9095 |
0.0008 |
0.1% |
0.9198 |
| Low |
0.9049 |
0.9044 |
-0.0005 |
0.0% |
0.9061 |
| Close |
0.9065 |
0.9092 |
0.0027 |
0.3% |
0.9068 |
| Range |
0.0039 |
0.0051 |
0.0012 |
30.8% |
0.0138 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
114,665 |
117,312 |
2,647 |
2.3% |
725,821 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9230 |
0.9212 |
0.9120 |
|
| R3 |
0.9179 |
0.9161 |
0.9106 |
|
| R2 |
0.9128 |
0.9128 |
0.9101 |
|
| R1 |
0.9110 |
0.9110 |
0.9096 |
0.9119 |
| PP |
0.9077 |
0.9077 |
0.9077 |
0.9081 |
| S1 |
0.9059 |
0.9059 |
0.9087 |
0.9068 |
| S2 |
0.9026 |
0.9026 |
0.9082 |
|
| S3 |
0.8975 |
0.9008 |
0.9077 |
|
| S4 |
0.8924 |
0.8957 |
0.9063 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9432 |
0.9143 |
|
| R3 |
0.9384 |
0.9294 |
0.9105 |
|
| R2 |
0.9246 |
0.9246 |
0.9093 |
|
| R1 |
0.9157 |
0.9157 |
0.9080 |
0.9133 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9097 |
| S1 |
0.9019 |
0.9019 |
0.9055 |
0.8995 |
| S2 |
0.8971 |
0.8971 |
0.9042 |
|
| S3 |
0.8834 |
0.8882 |
0.9030 |
|
| S4 |
0.8696 |
0.8744 |
0.8992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9170 |
0.9044 |
0.0126 |
1.4% |
0.0053 |
0.6% |
38% |
False |
True |
136,019 |
| 10 |
0.9198 |
0.9044 |
0.0154 |
1.7% |
0.0056 |
0.6% |
31% |
False |
True |
132,982 |
| 20 |
0.9221 |
0.9044 |
0.0177 |
1.9% |
0.0054 |
0.6% |
27% |
False |
True |
98,528 |
| 40 |
0.9320 |
0.9044 |
0.0276 |
3.0% |
0.0055 |
0.6% |
17% |
False |
True |
50,122 |
| 60 |
0.9478 |
0.9044 |
0.0434 |
4.8% |
0.0051 |
0.6% |
11% |
False |
True |
33,446 |
| 80 |
0.9670 |
0.9044 |
0.0626 |
6.9% |
0.0052 |
0.6% |
8% |
False |
True |
25,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9229 |
|
1.618 |
0.9178 |
|
1.000 |
0.9146 |
|
0.618 |
0.9127 |
|
HIGH |
0.9095 |
|
0.618 |
0.9076 |
|
0.500 |
0.9070 |
|
0.382 |
0.9063 |
|
LOW |
0.9044 |
|
0.618 |
0.9012 |
|
1.000 |
0.8993 |
|
1.618 |
0.8961 |
|
2.618 |
0.8910 |
|
4.250 |
0.8827 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9084 |
0.9086 |
| PP |
0.9077 |
0.9081 |
| S1 |
0.9070 |
0.9076 |
|