CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9081 |
0.9107 |
0.0026 |
0.3% |
0.8997 |
| High |
0.9123 |
0.9128 |
0.0005 |
0.1% |
0.9069 |
| Low |
0.9077 |
0.9081 |
0.0004 |
0.0% |
0.8935 |
| Close |
0.9114 |
0.9081 |
-0.0034 |
-0.4% |
0.9059 |
| Range |
0.0046 |
0.0047 |
0.0001 |
2.2% |
0.0134 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
33 |
50 |
17 |
51.5% |
144 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9237 |
0.9206 |
0.9106 |
|
| R3 |
0.9190 |
0.9159 |
0.9093 |
|
| R2 |
0.9143 |
0.9143 |
0.9089 |
|
| R1 |
0.9112 |
0.9112 |
0.9085 |
0.9104 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9092 |
| S1 |
0.9065 |
0.9065 |
0.9076 |
0.9057 |
| S2 |
0.9049 |
0.9049 |
0.9072 |
|
| S3 |
0.9002 |
0.9018 |
0.9068 |
|
| S4 |
0.8955 |
0.8971 |
0.9055 |
|
|
| 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 |
0.9128 |
0.8973 |
0.0155 |
1.7% |
0.0055 |
0.6% |
70% |
True |
False |
39 |
| 10 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0046 |
0.5% |
76% |
True |
False |
35 |
| 20 |
0.9202 |
0.8935 |
0.0267 |
2.9% |
0.0045 |
0.5% |
54% |
False |
False |
38 |
| 40 |
0.9351 |
0.8935 |
0.0416 |
4.6% |
0.0039 |
0.4% |
35% |
False |
False |
30 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0035 |
0.4% |
33% |
False |
False |
25 |
| 80 |
0.9604 |
0.8935 |
0.0669 |
7.4% |
0.0031 |
0.3% |
22% |
False |
False |
21 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0030 |
0.3% |
18% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9327 |
|
2.618 |
0.9251 |
|
1.618 |
0.9204 |
|
1.000 |
0.9175 |
|
0.618 |
0.9157 |
|
HIGH |
0.9128 |
|
0.618 |
0.9110 |
|
0.500 |
0.9104 |
|
0.382 |
0.9098 |
|
LOW |
0.9081 |
|
0.618 |
0.9051 |
|
1.000 |
0.9034 |
|
1.618 |
0.9004 |
|
2.618 |
0.8957 |
|
4.250 |
0.8881 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9104 |
0.9097 |
| PP |
0.9096 |
0.9091 |
| S1 |
0.9088 |
0.9086 |
|