CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9009 |
-0.0108 |
-1.2% |
0.9141 |
| High |
0.9128 |
0.9027 |
-0.0101 |
-1.1% |
0.9172 |
| Low |
0.9021 |
0.8981 |
-0.0040 |
-0.4% |
0.9112 |
| Close |
0.9023 |
0.8989 |
-0.0035 |
-0.4% |
0.9159 |
| Range |
0.0107 |
0.0046 |
-0.0061 |
-56.8% |
0.0061 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0000 |
| Volume |
191 |
29 |
-162 |
-84.8% |
76 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9137 |
0.9109 |
0.9014 |
|
| R3 |
0.9091 |
0.9063 |
0.9001 |
|
| R2 |
0.9045 |
0.9045 |
0.8997 |
|
| R1 |
0.9017 |
0.9017 |
0.8993 |
0.9008 |
| PP |
0.8999 |
0.8999 |
0.8999 |
0.8994 |
| S1 |
0.8971 |
0.8971 |
0.8984 |
0.8962 |
| S2 |
0.8953 |
0.8953 |
0.8980 |
|
| S3 |
0.8907 |
0.8925 |
0.8976 |
|
| S4 |
0.8861 |
0.8879 |
0.8963 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9329 |
0.9305 |
0.9192 |
|
| R3 |
0.9269 |
0.9244 |
0.9176 |
|
| R2 |
0.9208 |
0.9208 |
0.9170 |
|
| R1 |
0.9184 |
0.9184 |
0.9165 |
0.9196 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9154 |
| S1 |
0.9123 |
0.9123 |
0.9153 |
0.9135 |
| S2 |
0.9087 |
0.9087 |
0.9148 |
|
| S3 |
0.9027 |
0.9063 |
0.9142 |
|
| S4 |
0.8966 |
0.9002 |
0.9126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9162 |
0.8981 |
0.0181 |
2.0% |
0.0049 |
0.5% |
4% |
False |
True |
56 |
| 10 |
0.9202 |
0.8981 |
0.0221 |
2.5% |
0.0044 |
0.5% |
3% |
False |
True |
40 |
| 20 |
0.9257 |
0.8981 |
0.0276 |
3.1% |
0.0042 |
0.5% |
3% |
False |
True |
34 |
| 40 |
0.9374 |
0.8981 |
0.0393 |
4.4% |
0.0035 |
0.4% |
2% |
False |
True |
24 |
| 60 |
0.9492 |
0.8981 |
0.0511 |
5.7% |
0.0029 |
0.3% |
1% |
False |
True |
21 |
| 80 |
0.9728 |
0.8981 |
0.0747 |
8.3% |
0.0030 |
0.3% |
1% |
False |
True |
17 |
| 100 |
0.9728 |
0.8981 |
0.0747 |
8.3% |
0.0029 |
0.3% |
1% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9223 |
|
2.618 |
0.9147 |
|
1.618 |
0.9101 |
|
1.000 |
0.9073 |
|
0.618 |
0.9055 |
|
HIGH |
0.9027 |
|
0.618 |
0.9009 |
|
0.500 |
0.9004 |
|
0.382 |
0.8999 |
|
LOW |
0.8981 |
|
0.618 |
0.8953 |
|
1.000 |
0.8935 |
|
1.618 |
0.8907 |
|
2.618 |
0.8861 |
|
4.250 |
0.8786 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9004 |
0.9054 |
| PP |
0.8999 |
0.9032 |
| S1 |
0.8994 |
0.9010 |
|