CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9039 |
0.9034 |
-0.0005 |
0.0% |
0.9005 |
| High |
0.9047 |
0.9064 |
0.0017 |
0.2% |
0.9073 |
| Low |
0.9024 |
0.8959 |
-0.0065 |
-0.7% |
0.8998 |
| Close |
0.9037 |
0.8970 |
-0.0067 |
-0.7% |
0.9039 |
| Range |
0.0023 |
0.0105 |
0.0082 |
364.4% |
0.0076 |
| ATR |
0.0054 |
0.0057 |
0.0004 |
6.7% |
0.0000 |
| Volume |
74,053 |
210,264 |
136,211 |
183.9% |
628,585 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9245 |
0.9027 |
|
| R3 |
0.9207 |
0.9141 |
0.8999 |
|
| R2 |
0.9102 |
0.9102 |
0.8989 |
|
| R1 |
0.9036 |
0.9036 |
0.8980 |
0.9017 |
| PP |
0.8998 |
0.8998 |
0.8998 |
0.8988 |
| S1 |
0.8932 |
0.8932 |
0.8960 |
0.8912 |
| S2 |
0.8893 |
0.8893 |
0.8951 |
|
| S3 |
0.8789 |
0.8827 |
0.8941 |
|
| S4 |
0.8684 |
0.8723 |
0.8913 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9263 |
0.9227 |
0.9081 |
|
| R3 |
0.9188 |
0.9151 |
0.9060 |
|
| R2 |
0.9112 |
0.9112 |
0.9053 |
|
| R1 |
0.9076 |
0.9076 |
0.9046 |
0.9094 |
| PP |
0.9037 |
0.9037 |
0.9037 |
0.9046 |
| S1 |
0.9000 |
0.9000 |
0.9032 |
0.9018 |
| S2 |
0.8961 |
0.8961 |
0.9025 |
|
| S3 |
0.8886 |
0.8925 |
0.9018 |
|
| S4 |
0.8810 |
0.8849 |
0.8997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9073 |
0.8959 |
0.0114 |
1.3% |
0.0056 |
0.6% |
10% |
False |
True |
128,423 |
| 10 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0061 |
0.7% |
50% |
False |
False |
141,418 |
| 20 |
0.9114 |
0.8868 |
0.0246 |
2.7% |
0.0056 |
0.6% |
42% |
False |
False |
131,681 |
| 40 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0055 |
0.6% |
29% |
False |
False |
112,252 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
23% |
False |
False |
75,354 |
| 80 |
0.9480 |
0.8868 |
0.0613 |
6.8% |
0.0052 |
0.6% |
17% |
False |
False |
56,539 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
13% |
False |
False |
45,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9508 |
|
2.618 |
0.9337 |
|
1.618 |
0.9233 |
|
1.000 |
0.9168 |
|
0.618 |
0.9128 |
|
HIGH |
0.9064 |
|
0.618 |
0.9024 |
|
0.500 |
0.9011 |
|
0.382 |
0.8999 |
|
LOW |
0.8959 |
|
0.618 |
0.8894 |
|
1.000 |
0.8855 |
|
1.618 |
0.8790 |
|
2.618 |
0.8685 |
|
4.250 |
0.8515 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9011 |
0.9011 |
| PP |
0.8998 |
0.8998 |
| S1 |
0.8984 |
0.8984 |
|