CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9099 |
0.9071 |
-0.0028 |
-0.3% |
0.8997 |
| High |
0.9117 |
0.9099 |
-0.0018 |
-0.2% |
0.9069 |
| Low |
0.9063 |
0.9066 |
0.0003 |
0.0% |
0.8935 |
| Close |
0.9063 |
0.9084 |
0.0022 |
0.2% |
0.9059 |
| Range |
0.0054 |
0.0034 |
-0.0021 |
-38.0% |
0.0134 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
56 |
25 |
-31 |
-55.4% |
144 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9183 |
0.9167 |
0.9103 |
|
| R3 |
0.9150 |
0.9134 |
0.9094 |
|
| R2 |
0.9116 |
0.9116 |
0.9091 |
|
| R1 |
0.9100 |
0.9100 |
0.9088 |
0.9108 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9087 |
| S1 |
0.9067 |
0.9067 |
0.9081 |
0.9075 |
| S2 |
0.9049 |
0.9049 |
0.9078 |
|
| S3 |
0.9016 |
0.9033 |
0.9075 |
|
| S4 |
0.8982 |
0.9000 |
0.9066 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9375 |
0.9132 |
|
| R3 |
0.9289 |
0.9241 |
0.9095 |
|
| R2 |
0.9155 |
0.9155 |
0.9083 |
|
| R1 |
0.9107 |
0.9107 |
0.9071 |
0.9131 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9033 |
| S1 |
0.8973 |
0.8973 |
0.9046 |
0.8997 |
| S2 |
0.8887 |
0.8887 |
0.9034 |
|
| S3 |
0.8753 |
0.8839 |
0.9022 |
|
| S4 |
0.8619 |
0.8705 |
0.8985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9117 |
0.8935 |
0.0182 |
2.0% |
0.0058 |
0.6% |
82% |
False |
False |
33 |
| 10 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0052 |
0.6% |
78% |
False |
False |
49 |
| 20 |
0.9228 |
0.8935 |
0.0293 |
3.2% |
0.0044 |
0.5% |
51% |
False |
False |
35 |
| 40 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0040 |
0.4% |
34% |
False |
False |
28 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0033 |
0.4% |
34% |
False |
False |
24 |
| 80 |
0.9626 |
0.8935 |
0.0691 |
7.6% |
0.0032 |
0.3% |
22% |
False |
False |
20 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0030 |
0.3% |
19% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9241 |
|
2.618 |
0.9187 |
|
1.618 |
0.9153 |
|
1.000 |
0.9133 |
|
0.618 |
0.9120 |
|
HIGH |
0.9099 |
|
0.618 |
0.9086 |
|
0.500 |
0.9082 |
|
0.382 |
0.9078 |
|
LOW |
0.9066 |
|
0.618 |
0.9045 |
|
1.000 |
0.9032 |
|
1.618 |
0.9011 |
|
2.618 |
0.8978 |
|
4.250 |
0.8923 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9084 |
0.9071 |
| PP |
0.9083 |
0.9058 |
| S1 |
0.9082 |
0.9045 |
|