CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9107 |
0.9082 |
-0.0025 |
-0.3% |
0.9099 |
| High |
0.9128 |
0.9108 |
-0.0020 |
-0.2% |
0.9128 |
| Low |
0.9081 |
0.9082 |
0.0002 |
0.0% |
0.9063 |
| Close |
0.9081 |
0.9100 |
0.0019 |
0.2% |
0.9100 |
| Range |
0.0047 |
0.0026 |
-0.0022 |
-45.7% |
0.0065 |
| ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
50 |
24 |
-26 |
-52.0% |
188 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9173 |
0.9162 |
0.9114 |
|
| R3 |
0.9147 |
0.9136 |
0.9107 |
|
| R2 |
0.9122 |
0.9122 |
0.9104 |
|
| R1 |
0.9111 |
0.9111 |
0.9102 |
0.9116 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9099 |
| S1 |
0.9085 |
0.9085 |
0.9097 |
0.9091 |
| S2 |
0.9071 |
0.9071 |
0.9095 |
|
| S3 |
0.9045 |
0.9060 |
0.9092 |
|
| S4 |
0.9020 |
0.9034 |
0.9085 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9259 |
0.9135 |
|
| R3 |
0.9226 |
0.9195 |
0.9117 |
|
| R2 |
0.9161 |
0.9161 |
0.9111 |
|
| R1 |
0.9130 |
0.9130 |
0.9105 |
0.9146 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9104 |
| S1 |
0.9066 |
0.9066 |
0.9094 |
0.9081 |
| S2 |
0.9032 |
0.9032 |
0.9088 |
|
| S3 |
0.8968 |
0.9001 |
0.9082 |
|
| S4 |
0.8903 |
0.8937 |
0.9064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9128 |
0.9063 |
0.0065 |
0.7% |
0.0041 |
0.5% |
57% |
False |
False |
37 |
| 10 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0045 |
0.5% |
85% |
False |
False |
33 |
| 20 |
0.9172 |
0.8935 |
0.0237 |
2.6% |
0.0044 |
0.5% |
69% |
False |
False |
37 |
| 40 |
0.9266 |
0.8935 |
0.0331 |
3.6% |
0.0039 |
0.4% |
50% |
False |
False |
30 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0035 |
0.4% |
38% |
False |
False |
25 |
| 80 |
0.9540 |
0.8935 |
0.0605 |
6.6% |
0.0031 |
0.3% |
27% |
False |
False |
21 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0031 |
0.3% |
21% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9216 |
|
2.618 |
0.9174 |
|
1.618 |
0.9149 |
|
1.000 |
0.9133 |
|
0.618 |
0.9123 |
|
HIGH |
0.9108 |
|
0.618 |
0.9098 |
|
0.500 |
0.9095 |
|
0.382 |
0.9092 |
|
LOW |
0.9082 |
|
0.618 |
0.9066 |
|
1.000 |
0.9057 |
|
1.618 |
0.9041 |
|
2.618 |
0.9015 |
|
4.250 |
0.8974 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9098 |
0.9102 |
| PP |
0.9096 |
0.9101 |
| S1 |
0.9095 |
0.9100 |
|