CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9078 |
0.9098 |
0.0021 |
0.2% |
0.9068 |
| High |
0.9102 |
0.9105 |
0.0003 |
0.0% |
0.9114 |
| Low |
0.9069 |
0.9059 |
-0.0010 |
-0.1% |
0.9044 |
| Close |
0.9097 |
0.9066 |
-0.0031 |
-0.3% |
0.9097 |
| Range |
0.0034 |
0.0047 |
0.0013 |
36.8% |
0.0070 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
102,925 |
84,937 |
-17,988 |
-17.5% |
478,895 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9216 |
0.9188 |
0.9092 |
|
| R3 |
0.9170 |
0.9141 |
0.9079 |
|
| R2 |
0.9123 |
0.9123 |
0.9075 |
|
| R1 |
0.9095 |
0.9095 |
0.9070 |
0.9086 |
| PP |
0.9077 |
0.9077 |
0.9077 |
0.9072 |
| S1 |
0.9048 |
0.9048 |
0.9062 |
0.9039 |
| S2 |
0.9030 |
0.9030 |
0.9057 |
|
| S3 |
0.8984 |
0.9002 |
0.9053 |
|
| S4 |
0.8937 |
0.8955 |
0.9040 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9265 |
0.9135 |
|
| R3 |
0.9224 |
0.9195 |
0.9116 |
|
| R2 |
0.9154 |
0.9154 |
0.9110 |
|
| R1 |
0.9126 |
0.9126 |
0.9103 |
0.9140 |
| PP |
0.9085 |
0.9085 |
0.9085 |
0.9092 |
| S1 |
0.9056 |
0.9056 |
0.9091 |
0.9071 |
| S2 |
0.9015 |
0.9015 |
0.9084 |
|
| S3 |
0.8946 |
0.8987 |
0.9078 |
|
| S4 |
0.8876 |
0.8917 |
0.9059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9114 |
0.9044 |
0.0070 |
0.8% |
0.0043 |
0.5% |
32% |
False |
False |
112,766 |
| 10 |
0.9198 |
0.9044 |
0.0154 |
1.7% |
0.0052 |
0.6% |
14% |
False |
False |
128,965 |
| 20 |
0.9209 |
0.9044 |
0.0165 |
1.8% |
0.0053 |
0.6% |
13% |
False |
False |
113,388 |
| 40 |
0.9320 |
0.9044 |
0.0276 |
3.0% |
0.0055 |
0.6% |
8% |
False |
False |
58,403 |
| 60 |
0.9452 |
0.9044 |
0.0408 |
4.5% |
0.0050 |
0.6% |
5% |
False |
False |
38,972 |
| 80 |
0.9670 |
0.9044 |
0.0626 |
6.9% |
0.0052 |
0.6% |
4% |
False |
False |
29,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9303 |
|
2.618 |
0.9227 |
|
1.618 |
0.9180 |
|
1.000 |
0.9152 |
|
0.618 |
0.9134 |
|
HIGH |
0.9105 |
|
0.618 |
0.9087 |
|
0.500 |
0.9082 |
|
0.382 |
0.9076 |
|
LOW |
0.9059 |
|
0.618 |
0.9030 |
|
1.000 |
0.9012 |
|
1.618 |
0.8983 |
|
2.618 |
0.8937 |
|
4.250 |
0.8861 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9082 |
0.9086 |
| PP |
0.9077 |
0.9079 |
| S1 |
0.9071 |
0.9073 |
|