CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9067 |
0.9047 |
-0.0020 |
-0.2% |
0.9017 |
| High |
0.9103 |
0.9063 |
-0.0041 |
-0.4% |
0.9071 |
| Low |
0.9035 |
0.9003 |
-0.0032 |
-0.3% |
0.8991 |
| Close |
0.9055 |
0.9011 |
-0.0044 |
-0.5% |
0.9062 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.1% |
0.0080 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.8% |
0.0000 |
| Volume |
159,843 |
118,568 |
-41,275 |
-25.8% |
531,199 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9204 |
0.9167 |
0.9044 |
|
| R3 |
0.9145 |
0.9108 |
0.9027 |
|
| R2 |
0.9085 |
0.9085 |
0.9022 |
|
| R1 |
0.9048 |
0.9048 |
0.9016 |
0.9037 |
| PP |
0.9026 |
0.9026 |
0.9026 |
0.9020 |
| S1 |
0.8989 |
0.8989 |
0.9006 |
0.8977 |
| S2 |
0.8966 |
0.8966 |
0.9000 |
|
| S3 |
0.8907 |
0.8929 |
0.8995 |
|
| S4 |
0.8847 |
0.8870 |
0.8978 |
|
|
| 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 |
0.8997 |
0.0107 |
1.2% |
0.0054 |
0.6% |
14% |
False |
False |
130,460 |
| 10 |
0.9103 |
0.8944 |
0.0160 |
1.8% |
0.0050 |
0.6% |
42% |
False |
False |
115,828 |
| 20 |
0.9103 |
0.8868 |
0.0236 |
2.6% |
0.0056 |
0.6% |
61% |
False |
False |
128,623 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0055 |
0.6% |
43% |
False |
False |
129,485 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
32% |
False |
False |
94,578 |
| 80 |
0.9378 |
0.8868 |
0.0511 |
5.7% |
0.0054 |
0.6% |
28% |
False |
False |
71,008 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
18% |
False |
False |
56,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9315 |
|
2.618 |
0.9218 |
|
1.618 |
0.9159 |
|
1.000 |
0.9122 |
|
0.618 |
0.9099 |
|
HIGH |
0.9063 |
|
0.618 |
0.9040 |
|
0.500 |
0.9033 |
|
0.382 |
0.9026 |
|
LOW |
0.9003 |
|
0.618 |
0.8966 |
|
1.000 |
0.8944 |
|
1.618 |
0.8907 |
|
2.618 |
0.8847 |
|
4.250 |
0.8750 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9053 |
| PP |
0.9026 |
0.9039 |
| S1 |
0.9018 |
0.9025 |
|