CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9089 |
0.9092 |
0.0004 |
0.0% |
0.9099 |
| High |
0.9104 |
0.9107 |
0.0004 |
0.0% |
0.9128 |
| Low |
0.9086 |
0.9023 |
-0.0063 |
-0.7% |
0.9063 |
| Close |
0.9097 |
0.9031 |
-0.0067 |
-0.7% |
0.9100 |
| Range |
0.0018 |
0.0085 |
0.0067 |
369.4% |
0.0065 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
6.3% |
0.0000 |
| Volume |
30 |
58 |
28 |
93.3% |
188 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9253 |
0.9077 |
|
| R3 |
0.9222 |
0.9169 |
0.9054 |
|
| R2 |
0.9138 |
0.9138 |
0.9046 |
|
| R1 |
0.9084 |
0.9084 |
0.9038 |
0.9069 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9046 |
| S1 |
0.9000 |
0.9000 |
0.9023 |
0.8984 |
| S2 |
0.8969 |
0.8969 |
0.9015 |
|
| S3 |
0.8884 |
0.8915 |
0.9007 |
|
| S4 |
0.8800 |
0.8831 |
0.8984 |
|
|
| 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 |
0.9023 |
0.0105 |
1.2% |
0.0044 |
0.5% |
8% |
False |
True |
39 |
| 10 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0051 |
0.6% |
50% |
False |
False |
36 |
| 20 |
0.9172 |
0.8935 |
0.0237 |
2.6% |
0.0045 |
0.5% |
40% |
False |
False |
39 |
| 40 |
0.9266 |
0.8935 |
0.0331 |
3.7% |
0.0041 |
0.5% |
29% |
False |
False |
32 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0035 |
0.4% |
22% |
False |
False |
26 |
| 80 |
0.9540 |
0.8935 |
0.0605 |
6.7% |
0.0031 |
0.3% |
16% |
False |
False |
22 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0031 |
0.3% |
12% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9466 |
|
2.618 |
0.9328 |
|
1.618 |
0.9244 |
|
1.000 |
0.9192 |
|
0.618 |
0.9159 |
|
HIGH |
0.9107 |
|
0.618 |
0.9075 |
|
0.500 |
0.9065 |
|
0.382 |
0.9055 |
|
LOW |
0.9023 |
|
0.618 |
0.8970 |
|
1.000 |
0.8938 |
|
1.618 |
0.8886 |
|
2.618 |
0.8801 |
|
4.250 |
0.8663 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9065 |
0.9065 |
| PP |
0.9053 |
0.9054 |
| S1 |
0.9042 |
0.9042 |
|