CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9039 |
0.9034 |
-0.0005 |
-0.1% |
0.9089 |
| High |
0.9064 |
0.9082 |
0.0018 |
0.2% |
0.9107 |
| Low |
0.9039 |
0.9034 |
-0.0006 |
-0.1% |
0.9006 |
| Close |
0.9039 |
0.9074 |
0.0035 |
0.4% |
0.9074 |
| Range |
0.0025 |
0.0048 |
0.0023 |
92.0% |
0.0101 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.3% |
0.0000 |
| Volume |
38 |
83 |
45 |
118.4% |
409 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9207 |
0.9189 |
0.9100 |
|
| R3 |
0.9159 |
0.9141 |
0.9087 |
|
| R2 |
0.9111 |
0.9111 |
0.9083 |
|
| R1 |
0.9093 |
0.9093 |
0.9078 |
0.9102 |
| PP |
0.9063 |
0.9063 |
0.9063 |
0.9068 |
| S1 |
0.9045 |
0.9045 |
0.9070 |
0.9054 |
| S2 |
0.9015 |
0.9015 |
0.9065 |
|
| S3 |
0.8967 |
0.8997 |
0.9061 |
|
| S4 |
0.8919 |
0.8949 |
0.9048 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9321 |
0.9130 |
|
| R3 |
0.9264 |
0.9220 |
0.9102 |
|
| R2 |
0.9163 |
0.9163 |
0.9093 |
|
| R1 |
0.9119 |
0.9119 |
0.9083 |
0.9091 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9048 |
| S1 |
0.9018 |
0.9018 |
0.9065 |
0.8990 |
| S2 |
0.8961 |
0.8961 |
0.9055 |
|
| S3 |
0.8860 |
0.8917 |
0.9046 |
|
| S4 |
0.8759 |
0.8816 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9107 |
0.9006 |
0.0101 |
1.1% |
0.0045 |
0.5% |
67% |
False |
False |
81 |
| 10 |
0.9128 |
0.9006 |
0.0122 |
1.3% |
0.0043 |
0.5% |
56% |
False |
False |
59 |
| 20 |
0.9160 |
0.8935 |
0.0225 |
2.5% |
0.0046 |
0.5% |
62% |
False |
False |
53 |
| 40 |
0.9266 |
0.8935 |
0.0331 |
3.6% |
0.0042 |
0.5% |
42% |
False |
False |
39 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0037 |
0.4% |
32% |
False |
False |
29 |
| 80 |
0.9515 |
0.8935 |
0.0580 |
6.4% |
0.0032 |
0.4% |
24% |
False |
False |
26 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0032 |
0.4% |
18% |
False |
False |
22 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0032 |
0.4% |
18% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9286 |
|
2.618 |
0.9207 |
|
1.618 |
0.9159 |
|
1.000 |
0.9130 |
|
0.618 |
0.9111 |
|
HIGH |
0.9082 |
|
0.618 |
0.9063 |
|
0.500 |
0.9058 |
|
0.382 |
0.9052 |
|
LOW |
0.9034 |
|
0.618 |
0.9004 |
|
1.000 |
0.8986 |
|
1.618 |
0.8956 |
|
2.618 |
0.8908 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9069 |
0.9064 |
| PP |
0.9063 |
0.9054 |
| S1 |
0.9058 |
0.9044 |
|