CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9004 |
0.8960 |
-0.0044 |
-0.5% |
0.9065 |
| High |
0.9010 |
0.9022 |
0.0012 |
0.1% |
0.9127 |
| Low |
0.8953 |
0.8956 |
0.0004 |
0.0% |
0.8982 |
| Close |
0.8964 |
0.9015 |
0.0051 |
0.6% |
0.9005 |
| Range |
0.0057 |
0.0066 |
0.0009 |
14.9% |
0.0145 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.8% |
0.0000 |
| Volume |
104,096 |
104,817 |
721 |
0.7% |
489,985 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9194 |
0.9170 |
0.9051 |
|
| R3 |
0.9128 |
0.9104 |
0.9033 |
|
| R2 |
0.9063 |
0.9063 |
0.9027 |
|
| R1 |
0.9039 |
0.9039 |
0.9021 |
0.9051 |
| PP |
0.8997 |
0.8997 |
0.8997 |
0.9003 |
| S1 |
0.8973 |
0.8973 |
0.9008 |
0.8985 |
| S2 |
0.8932 |
0.8932 |
0.9002 |
|
| S3 |
0.8866 |
0.8908 |
0.8996 |
|
| S4 |
0.8801 |
0.8842 |
0.8978 |
|
|
| 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 |
0.9027 |
0.8953 |
0.0074 |
0.8% |
0.0044 |
0.5% |
84% |
False |
False |
84,060 |
| 10 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0052 |
0.6% |
36% |
False |
False |
94,044 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0053 |
0.6% |
36% |
False |
False |
106,435 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0055 |
0.6% |
57% |
False |
False |
118,627 |
| 60 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0055 |
0.6% |
42% |
False |
False |
114,228 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
32% |
False |
False |
86,173 |
| 100 |
0.9474 |
0.8868 |
0.0606 |
6.7% |
0.0052 |
0.6% |
24% |
False |
False |
68,958 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
18% |
False |
False |
57,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9300 |
|
2.618 |
0.9193 |
|
1.618 |
0.9127 |
|
1.000 |
0.9087 |
|
0.618 |
0.9062 |
|
HIGH |
0.9022 |
|
0.618 |
0.8996 |
|
0.500 |
0.8989 |
|
0.382 |
0.8981 |
|
LOW |
0.8956 |
|
0.618 |
0.8916 |
|
1.000 |
0.8891 |
|
1.618 |
0.8850 |
|
2.618 |
0.8785 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9006 |
0.9006 |
| PP |
0.8997 |
0.8997 |
| S1 |
0.8989 |
0.8988 |
|