CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9092 |
0.9016 |
-0.0077 |
-0.8% |
0.9099 |
| High |
0.9107 |
0.9058 |
-0.0050 |
-0.5% |
0.9128 |
| Low |
0.9023 |
0.9006 |
-0.0017 |
-0.2% |
0.9063 |
| Close |
0.9031 |
0.9051 |
0.0020 |
0.2% |
0.9100 |
| Range |
0.0085 |
0.0052 |
-0.0033 |
-39.1% |
0.0065 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.6% |
0.0000 |
| Volume |
58 |
200 |
142 |
244.8% |
188 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9193 |
0.9173 |
0.9079 |
|
| R3 |
0.9141 |
0.9122 |
0.9065 |
|
| R2 |
0.9090 |
0.9090 |
0.9060 |
|
| R1 |
0.9070 |
0.9070 |
0.9055 |
0.9080 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9043 |
| S1 |
0.9019 |
0.9019 |
0.9046 |
0.9028 |
| S2 |
0.8987 |
0.8987 |
0.9041 |
|
| S3 |
0.8935 |
0.8967 |
0.9036 |
|
| S4 |
0.8884 |
0.8916 |
0.9022 |
|
|
| 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 |
0.9006 |
0.0122 |
1.3% |
0.0045 |
0.5% |
37% |
False |
True |
72 |
| 10 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0053 |
0.6% |
60% |
False |
False |
53 |
| 20 |
0.9172 |
0.8935 |
0.0237 |
2.6% |
0.0046 |
0.5% |
49% |
False |
False |
48 |
| 40 |
0.9266 |
0.8935 |
0.0331 |
3.7% |
0.0042 |
0.5% |
35% |
False |
False |
36 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0036 |
0.4% |
26% |
False |
False |
29 |
| 80 |
0.9540 |
0.8935 |
0.0605 |
6.7% |
0.0032 |
0.3% |
19% |
False |
False |
24 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0032 |
0.3% |
15% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9192 |
|
1.618 |
0.9141 |
|
1.000 |
0.9109 |
|
0.618 |
0.9089 |
|
HIGH |
0.9058 |
|
0.618 |
0.9038 |
|
0.500 |
0.9032 |
|
0.382 |
0.9026 |
|
LOW |
0.9006 |
|
0.618 |
0.8974 |
|
1.000 |
0.8955 |
|
1.618 |
0.8923 |
|
2.618 |
0.8871 |
|
4.250 |
0.8787 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9044 |
0.9057 |
| PP |
0.9038 |
0.9055 |
| S1 |
0.9032 |
0.9053 |
|