CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8976 |
0.9039 |
0.0064 |
0.7% |
0.9010 |
| High |
0.9054 |
0.9065 |
0.0011 |
0.1% |
0.9065 |
| Low |
0.8971 |
0.8994 |
0.0023 |
0.3% |
0.8954 |
| Close |
0.9027 |
0.9008 |
-0.0019 |
-0.2% |
0.9008 |
| Range |
0.0083 |
0.0071 |
-0.0012 |
-13.9% |
0.0111 |
| ATR |
0.0053 |
0.0055 |
0.0001 |
2.4% |
0.0000 |
| Volume |
128,650 |
155,406 |
26,756 |
20.8% |
541,909 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9192 |
0.9047 |
|
| R3 |
0.9164 |
0.9121 |
0.9027 |
|
| R2 |
0.9093 |
0.9093 |
0.9021 |
|
| R1 |
0.9050 |
0.9050 |
0.9014 |
0.9036 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9015 |
| S1 |
0.8979 |
0.8979 |
0.9001 |
0.8965 |
| S2 |
0.8951 |
0.8951 |
0.8994 |
|
| S3 |
0.8880 |
0.8908 |
0.8988 |
|
| S4 |
0.8809 |
0.8837 |
0.8968 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9284 |
0.9068 |
|
| R3 |
0.9230 |
0.9174 |
0.9038 |
|
| R2 |
0.9119 |
0.9119 |
0.9028 |
|
| R1 |
0.9063 |
0.9063 |
0.9018 |
0.9036 |
| PP |
0.9009 |
0.9009 |
0.9009 |
0.8995 |
| S1 |
0.8953 |
0.8953 |
0.8997 |
0.8926 |
| S2 |
0.8898 |
0.8898 |
0.8987 |
|
| S3 |
0.8788 |
0.8842 |
0.8977 |
|
| S4 |
0.8677 |
0.8732 |
0.8947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9065 |
0.8954 |
0.0111 |
1.2% |
0.0056 |
0.6% |
48% |
True |
False |
129,457 |
| 10 |
0.9065 |
0.8953 |
0.0112 |
1.2% |
0.0050 |
0.6% |
49% |
True |
False |
106,758 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0056 |
0.6% |
32% |
False |
False |
116,577 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0054 |
0.6% |
54% |
False |
False |
118,924 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0055 |
0.6% |
42% |
False |
False |
122,210 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
31% |
False |
False |
94,243 |
| 100 |
0.9430 |
0.8868 |
0.0562 |
6.2% |
0.0053 |
0.6% |
25% |
False |
False |
75,426 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
17% |
False |
False |
62,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9366 |
|
2.618 |
0.9250 |
|
1.618 |
0.9179 |
|
1.000 |
0.9136 |
|
0.618 |
0.9108 |
|
HIGH |
0.9065 |
|
0.618 |
0.9037 |
|
0.500 |
0.9029 |
|
0.382 |
0.9021 |
|
LOW |
0.8994 |
|
0.618 |
0.8950 |
|
1.000 |
0.8923 |
|
1.618 |
0.8879 |
|
2.618 |
0.8808 |
|
4.250 |
0.8692 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9029 |
0.9009 |
| PP |
0.9022 |
0.9009 |
| S1 |
0.9015 |
0.9008 |
|