CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8893 |
0.8894 |
0.0001 |
0.0% |
0.9098 |
| High |
0.8908 |
0.8958 |
0.0050 |
0.6% |
0.9105 |
| Low |
0.8874 |
0.8868 |
-0.0007 |
-0.1% |
0.8902 |
| Close |
0.8897 |
0.8925 |
0.0029 |
0.3% |
0.8939 |
| Range |
0.0034 |
0.0090 |
0.0057 |
168.7% |
0.0204 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.1% |
0.0000 |
| Volume |
108,650 |
178,126 |
69,476 |
63.9% |
650,750 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9187 |
0.9146 |
0.8975 |
|
| R3 |
0.9097 |
0.9056 |
0.8950 |
|
| R2 |
0.9007 |
0.9007 |
0.8942 |
|
| R1 |
0.8966 |
0.8966 |
0.8933 |
0.8986 |
| PP |
0.8917 |
0.8917 |
0.8917 |
0.8927 |
| S1 |
0.8876 |
0.8876 |
0.8917 |
0.8896 |
| S2 |
0.8827 |
0.8827 |
0.8909 |
|
| S3 |
0.8737 |
0.8786 |
0.8900 |
|
| S4 |
0.8647 |
0.8696 |
0.8876 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9469 |
0.9050 |
|
| R3 |
0.9389 |
0.9265 |
0.8994 |
|
| R2 |
0.9185 |
0.9185 |
0.8976 |
|
| R1 |
0.9062 |
0.9062 |
0.8957 |
0.9022 |
| PP |
0.8982 |
0.8982 |
0.8982 |
0.8962 |
| S1 |
0.8858 |
0.8858 |
0.8920 |
0.8818 |
| S2 |
0.8778 |
0.8778 |
0.8901 |
|
| S3 |
0.8575 |
0.8655 |
0.8883 |
|
| S4 |
0.8371 |
0.8451 |
0.8827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8958 |
0.8868 |
0.0090 |
1.0% |
0.0049 |
0.6% |
64% |
True |
True |
121,900 |
| 10 |
0.9105 |
0.8868 |
0.0238 |
2.7% |
0.0054 |
0.6% |
24% |
False |
True |
124,492 |
| 20 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0055 |
0.6% |
17% |
False |
True |
129,633 |
| 40 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0058 |
0.7% |
13% |
False |
True |
84,692 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.1% |
0.0053 |
0.6% |
13% |
False |
True |
56,576 |
| 80 |
0.9607 |
0.8868 |
0.0740 |
8.3% |
0.0053 |
0.6% |
8% |
False |
True |
42,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9340 |
|
2.618 |
0.9193 |
|
1.618 |
0.9103 |
|
1.000 |
0.9048 |
|
0.618 |
0.9013 |
|
HIGH |
0.8958 |
|
0.618 |
0.8923 |
|
0.500 |
0.8913 |
|
0.382 |
0.8902 |
|
LOW |
0.8868 |
|
0.618 |
0.8812 |
|
1.000 |
0.8778 |
|
1.618 |
0.8722 |
|
2.618 |
0.8632 |
|
4.250 |
0.8485 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8921 |
0.8921 |
| PP |
0.8917 |
0.8917 |
| S1 |
0.8913 |
0.8913 |
|