CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9029 |
0.9065 |
0.0036 |
0.4% |
0.9067 |
| High |
0.9083 |
0.9107 |
0.0024 |
0.3% |
0.9103 |
| Low |
0.9022 |
0.9051 |
0.0030 |
0.3% |
0.8993 |
| Close |
0.9059 |
0.9090 |
0.0031 |
0.3% |
0.9059 |
| Range |
0.0061 |
0.0056 |
-0.0006 |
-9.0% |
0.0110 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
109,128 |
90,136 |
-18,992 |
-17.4% |
661,572 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9249 |
0.9225 |
0.9120 |
|
| R3 |
0.9193 |
0.9169 |
0.9105 |
|
| R2 |
0.9138 |
0.9138 |
0.9100 |
|
| R1 |
0.9114 |
0.9114 |
0.9095 |
0.9126 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9088 |
| S1 |
0.9058 |
0.9058 |
0.9084 |
0.9070 |
| S2 |
0.9027 |
0.9027 |
0.9079 |
|
| S3 |
0.8971 |
0.9003 |
0.9074 |
|
| S4 |
0.8916 |
0.8947 |
0.9059 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9382 |
0.9330 |
0.9120 |
|
| R3 |
0.9272 |
0.9220 |
0.9089 |
|
| R2 |
0.9162 |
0.9162 |
0.9079 |
|
| R1 |
0.9110 |
0.9110 |
0.9069 |
0.9081 |
| PP |
0.9052 |
0.9052 |
0.9052 |
0.9037 |
| S1 |
0.9000 |
0.9000 |
0.9049 |
0.8971 |
| S2 |
0.8942 |
0.8942 |
0.9039 |
|
| S3 |
0.8832 |
0.8890 |
0.9029 |
|
| S4 |
0.8722 |
0.8780 |
0.8999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9107 |
0.8993 |
0.0114 |
1.2% |
0.0063 |
0.7% |
85% |
True |
False |
118,373 |
| 10 |
0.9107 |
0.8993 |
0.0114 |
1.2% |
0.0057 |
0.6% |
85% |
True |
False |
121,204 |
| 20 |
0.9107 |
0.8944 |
0.0163 |
1.8% |
0.0054 |
0.6% |
90% |
True |
False |
119,628 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.6% |
0.0056 |
0.6% |
67% |
False |
False |
127,642 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
49% |
False |
False |
102,304 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0054 |
0.6% |
49% |
False |
False |
76,917 |
| 100 |
0.9568 |
0.8868 |
0.0700 |
7.7% |
0.0053 |
0.6% |
32% |
False |
False |
61,551 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.8% |
0.0053 |
0.6% |
28% |
False |
False |
51,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9342 |
|
2.618 |
0.9252 |
|
1.618 |
0.9196 |
|
1.000 |
0.9162 |
|
0.618 |
0.9141 |
|
HIGH |
0.9107 |
|
0.618 |
0.9085 |
|
0.500 |
0.9079 |
|
0.382 |
0.9072 |
|
LOW |
0.9051 |
|
0.618 |
0.9017 |
|
1.000 |
0.8996 |
|
1.618 |
0.8961 |
|
2.618 |
0.8906 |
|
4.250 |
0.8815 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9086 |
0.9080 |
| PP |
0.9082 |
0.9071 |
| S1 |
0.9079 |
0.9061 |
|