CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9017 |
0.9004 |
-0.0014 |
-0.1% |
0.9065 |
| High |
0.9024 |
0.9010 |
-0.0015 |
-0.2% |
0.9127 |
| Low |
0.8992 |
0.8953 |
-0.0039 |
-0.4% |
0.8982 |
| Close |
0.9002 |
0.8964 |
-0.0038 |
-0.4% |
0.9005 |
| Range |
0.0033 |
0.0057 |
0.0025 |
75.4% |
0.0145 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
| Volume |
68,818 |
104,096 |
35,278 |
51.3% |
489,985 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9146 |
0.9112 |
0.8995 |
|
| R3 |
0.9089 |
0.9055 |
0.8979 |
|
| R2 |
0.9032 |
0.9032 |
0.8974 |
|
| R1 |
0.8998 |
0.8998 |
0.8969 |
0.8987 |
| PP |
0.8975 |
0.8975 |
0.8975 |
0.8970 |
| S1 |
0.8941 |
0.8941 |
0.8958 |
0.8930 |
| S2 |
0.8918 |
0.8918 |
0.8953 |
|
| S3 |
0.8861 |
0.8884 |
0.8948 |
|
| S4 |
0.8804 |
0.8827 |
0.8932 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9382 |
0.9084 |
|
| R3 |
0.9327 |
0.9238 |
0.9044 |
|
| R2 |
0.9182 |
0.9182 |
0.9031 |
|
| R1 |
0.9093 |
0.9093 |
0.9018 |
0.9066 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9024 |
| S1 |
0.8949 |
0.8949 |
0.8991 |
0.8921 |
| S2 |
0.8893 |
0.8893 |
0.8978 |
|
| S3 |
0.8749 |
0.8804 |
0.8965 |
|
| S4 |
0.8604 |
0.8660 |
0.8925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9062 |
0.8953 |
0.0110 |
1.2% |
0.0044 |
0.5% |
10% |
False |
True |
85,776 |
| 10 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0051 |
0.6% |
6% |
False |
True |
96,436 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0052 |
0.6% |
6% |
False |
True |
106,749 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0054 |
0.6% |
37% |
False |
False |
119,606 |
| 60 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0054 |
0.6% |
27% |
False |
False |
112,580 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
21% |
False |
False |
84,864 |
| 100 |
0.9478 |
0.8868 |
0.0610 |
6.8% |
0.0052 |
0.6% |
16% |
False |
False |
67,910 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
12% |
False |
False |
56,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9252 |
|
2.618 |
0.9159 |
|
1.618 |
0.9102 |
|
1.000 |
0.9067 |
|
0.618 |
0.9045 |
|
HIGH |
0.9010 |
|
0.618 |
0.8988 |
|
0.500 |
0.8981 |
|
0.382 |
0.8974 |
|
LOW |
0.8953 |
|
0.618 |
0.8917 |
|
1.000 |
0.8896 |
|
1.618 |
0.8860 |
|
2.618 |
0.8803 |
|
4.250 |
0.8710 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8981 |
0.8990 |
| PP |
0.8975 |
0.8981 |
| S1 |
0.8969 |
0.8972 |
|