CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9022 |
0.9067 |
0.0046 |
0.5% |
0.9017 |
| High |
0.9071 |
0.9103 |
0.0033 |
0.4% |
0.9071 |
| Low |
0.9016 |
0.9035 |
0.0019 |
0.2% |
0.8991 |
| Close |
0.9062 |
0.9055 |
-0.0007 |
-0.1% |
0.9062 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.7% |
0.0080 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.2% |
0.0000 |
| Volume |
191,373 |
159,843 |
-31,530 |
-16.5% |
531,199 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9270 |
0.9231 |
0.9093 |
|
| R3 |
0.9201 |
0.9162 |
0.9074 |
|
| R2 |
0.9133 |
0.9133 |
0.9068 |
|
| R1 |
0.9094 |
0.9094 |
0.9061 |
0.9079 |
| PP |
0.9064 |
0.9064 |
0.9064 |
0.9057 |
| S1 |
0.9025 |
0.9025 |
0.9049 |
0.9011 |
| S2 |
0.8996 |
0.8996 |
0.9042 |
|
| S3 |
0.8927 |
0.8957 |
0.9036 |
|
| S4 |
0.8859 |
0.8888 |
0.9017 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9251 |
0.9106 |
|
| R3 |
0.9201 |
0.9171 |
0.9084 |
|
| R2 |
0.9121 |
0.9121 |
0.9076 |
|
| R1 |
0.9091 |
0.9091 |
0.9069 |
0.9106 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9048 |
| S1 |
0.9011 |
0.9011 |
0.9054 |
0.9026 |
| S2 |
0.8961 |
0.8961 |
0.9047 |
|
| S3 |
0.8881 |
0.8931 |
0.9040 |
|
| S4 |
0.8801 |
0.8851 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9103 |
0.8994 |
0.0110 |
1.2% |
0.0051 |
0.6% |
56% |
True |
False |
124,035 |
| 10 |
0.9103 |
0.8944 |
0.0160 |
1.8% |
0.0055 |
0.6% |
70% |
True |
False |
124,997 |
| 20 |
0.9103 |
0.8868 |
0.0236 |
2.6% |
0.0056 |
0.6% |
80% |
True |
False |
129,222 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.6% |
0.0055 |
0.6% |
57% |
False |
False |
128,445 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
41% |
False |
False |
92,606 |
| 80 |
0.9402 |
0.8868 |
0.0534 |
5.9% |
0.0053 |
0.6% |
35% |
False |
False |
69,526 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
23% |
False |
False |
55,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9394 |
|
2.618 |
0.9282 |
|
1.618 |
0.9214 |
|
1.000 |
0.9172 |
|
0.618 |
0.9145 |
|
HIGH |
0.9103 |
|
0.618 |
0.9077 |
|
0.500 |
0.9069 |
|
0.382 |
0.9061 |
|
LOW |
0.9035 |
|
0.618 |
0.8992 |
|
1.000 |
0.8966 |
|
1.618 |
0.8924 |
|
2.618 |
0.8855 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9069 |
0.9059 |
| PP |
0.9064 |
0.9058 |
| S1 |
0.9060 |
0.9056 |
|