CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9092 |
0.9061 |
-0.0031 |
-0.3% |
0.9067 |
| High |
0.9104 |
0.9062 |
-0.0042 |
-0.5% |
0.9103 |
| Low |
0.9055 |
0.8996 |
-0.0060 |
-0.7% |
0.8993 |
| Close |
0.9059 |
0.8999 |
-0.0061 |
-0.7% |
0.9059 |
| Range |
0.0049 |
0.0067 |
0.0018 |
35.7% |
0.0110 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
| Volume |
105,140 |
113,399 |
8,259 |
7.9% |
661,572 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9218 |
0.9175 |
0.9035 |
|
| R3 |
0.9152 |
0.9108 |
0.9017 |
|
| R2 |
0.9085 |
0.9085 |
0.9011 |
|
| R1 |
0.9042 |
0.9042 |
0.9005 |
0.9030 |
| PP |
0.9019 |
0.9019 |
0.9019 |
0.9013 |
| S1 |
0.8975 |
0.8975 |
0.8992 |
0.8964 |
| S2 |
0.8952 |
0.8952 |
0.8986 |
|
| S3 |
0.8886 |
0.8909 |
0.8980 |
|
| S4 |
0.8819 |
0.8842 |
0.8962 |
|
|
| 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 |
0.9127 |
0.8996 |
0.0131 |
1.5% |
0.0060 |
0.7% |
2% |
False |
True |
104,029 |
| 10 |
0.9127 |
0.8993 |
0.0134 |
1.5% |
0.0062 |
0.7% |
4% |
False |
False |
126,396 |
| 20 |
0.9127 |
0.8944 |
0.0183 |
2.0% |
0.0055 |
0.6% |
30% |
False |
False |
116,763 |
| 40 |
0.9143 |
0.8868 |
0.0275 |
3.1% |
0.0055 |
0.6% |
48% |
False |
False |
124,430 |
| 60 |
0.9292 |
0.8868 |
0.0425 |
4.7% |
0.0055 |
0.6% |
31% |
False |
False |
107,507 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
29% |
False |
False |
80,925 |
| 100 |
0.9541 |
0.8868 |
0.0673 |
7.5% |
0.0053 |
0.6% |
19% |
False |
False |
64,757 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
16% |
False |
False |
53,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9345 |
|
2.618 |
0.9236 |
|
1.618 |
0.9170 |
|
1.000 |
0.9129 |
|
0.618 |
0.9103 |
|
HIGH |
0.9062 |
|
0.618 |
0.9037 |
|
0.500 |
0.9029 |
|
0.382 |
0.9021 |
|
LOW |
0.8996 |
|
0.618 |
0.8954 |
|
1.000 |
0.8929 |
|
1.618 |
0.8888 |
|
2.618 |
0.8821 |
|
4.250 |
0.8713 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9029 |
0.9061 |
| PP |
0.9019 |
0.9040 |
| S1 |
0.9009 |
0.9019 |
|