CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9006 |
0.8961 |
-0.0045 |
-0.5% |
0.9010 |
| High |
0.9007 |
0.9003 |
-0.0004 |
0.0% |
0.9065 |
| Low |
0.8960 |
0.8959 |
-0.0001 |
0.0% |
0.8954 |
| Close |
0.8965 |
0.8993 |
0.0029 |
0.3% |
0.9008 |
| Range |
0.0047 |
0.0044 |
-0.0003 |
-5.4% |
0.0111 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
116,682 |
170,097 |
53,415 |
45.8% |
541,909 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9099 |
0.9017 |
|
| R3 |
0.9073 |
0.9055 |
0.9005 |
|
| R2 |
0.9029 |
0.9029 |
0.9001 |
|
| R1 |
0.9011 |
0.9011 |
0.8997 |
0.9020 |
| PP |
0.8985 |
0.8985 |
0.8985 |
0.8990 |
| S1 |
0.8967 |
0.8967 |
0.8989 |
0.8976 |
| S2 |
0.8941 |
0.8941 |
0.8985 |
|
| S3 |
0.8897 |
0.8923 |
0.8981 |
|
| S4 |
0.8853 |
0.8879 |
0.8969 |
|
|
| 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 |
0.8959 |
0.0106 |
1.2% |
0.0055 |
0.6% |
32% |
False |
True |
131,311 |
| 10 |
0.9065 |
0.8953 |
0.0112 |
1.2% |
0.0052 |
0.6% |
36% |
False |
False |
122,870 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0053 |
0.6% |
23% |
False |
False |
111,713 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0054 |
0.6% |
48% |
False |
False |
120,168 |
| 60 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0055 |
0.6% |
38% |
False |
False |
123,561 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
28% |
False |
False |
98,862 |
| 100 |
0.9378 |
0.8868 |
0.0511 |
5.7% |
0.0053 |
0.6% |
25% |
False |
False |
79,149 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
16% |
False |
False |
65,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9190 |
|
2.618 |
0.9118 |
|
1.618 |
0.9074 |
|
1.000 |
0.9047 |
|
0.618 |
0.9030 |
|
HIGH |
0.9003 |
|
0.618 |
0.8986 |
|
0.500 |
0.8981 |
|
0.382 |
0.8976 |
|
LOW |
0.8959 |
|
0.618 |
0.8932 |
|
1.000 |
0.8915 |
|
1.618 |
0.8888 |
|
2.618 |
0.8844 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8989 |
0.8993 |
| PP |
0.8985 |
0.8992 |
| S1 |
0.8981 |
0.8992 |
|