CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9108 |
0.9097 |
-0.0011 |
-0.1% |
0.9075 |
| High |
0.9109 |
0.9127 |
0.0018 |
0.2% |
0.9127 |
| Low |
0.9078 |
0.9080 |
0.0002 |
0.0% |
0.9050 |
| Close |
0.9088 |
0.9123 |
0.0035 |
0.4% |
0.9123 |
| Range |
0.0031 |
0.0047 |
0.0016 |
51.6% |
0.0077 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.7% |
0.0000 |
| Volume |
34 |
316 |
282 |
829.4% |
642 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9251 |
0.9234 |
0.9148 |
|
| R3 |
0.9204 |
0.9187 |
0.9135 |
|
| R2 |
0.9157 |
0.9157 |
0.9131 |
|
| R1 |
0.9140 |
0.9140 |
0.9127 |
0.9148 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9114 |
| S1 |
0.9093 |
0.9093 |
0.9118 |
0.9101 |
| S2 |
0.9063 |
0.9063 |
0.9114 |
|
| S3 |
0.9016 |
0.9046 |
0.9110 |
|
| S4 |
0.8969 |
0.8999 |
0.9097 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9331 |
0.9304 |
0.9165 |
|
| R3 |
0.9254 |
0.9227 |
0.9144 |
|
| R2 |
0.9177 |
0.9177 |
0.9137 |
|
| R1 |
0.9150 |
0.9150 |
0.9130 |
0.9163 |
| PP |
0.9100 |
0.9100 |
0.9100 |
0.9107 |
| S1 |
0.9073 |
0.9073 |
0.9115 |
0.9086 |
| S2 |
0.9023 |
0.9023 |
0.9108 |
|
| S3 |
0.8946 |
0.8996 |
0.9101 |
|
| S4 |
0.8869 |
0.8919 |
0.9080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9127 |
0.9050 |
0.0077 |
0.8% |
0.0035 |
0.4% |
94% |
True |
False |
128 |
| 10 |
0.9127 |
0.9006 |
0.0121 |
1.3% |
0.0040 |
0.4% |
96% |
True |
False |
105 |
| 20 |
0.9128 |
0.8935 |
0.0193 |
2.1% |
0.0043 |
0.5% |
97% |
False |
False |
69 |
| 40 |
0.9257 |
0.8935 |
0.0322 |
3.5% |
0.0042 |
0.5% |
58% |
False |
False |
51 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0038 |
0.4% |
43% |
False |
False |
40 |
| 80 |
0.9478 |
0.8935 |
0.0543 |
5.9% |
0.0033 |
0.4% |
35% |
False |
False |
34 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0033 |
0.4% |
24% |
False |
False |
28 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0032 |
0.3% |
24% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9327 |
|
2.618 |
0.9250 |
|
1.618 |
0.9203 |
|
1.000 |
0.9174 |
|
0.618 |
0.9156 |
|
HIGH |
0.9127 |
|
0.618 |
0.9109 |
|
0.500 |
0.9104 |
|
0.382 |
0.9098 |
|
LOW |
0.9080 |
|
0.618 |
0.9051 |
|
1.000 |
0.9033 |
|
1.618 |
0.9004 |
|
2.618 |
0.8957 |
|
4.250 |
0.8880 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9113 |
| PP |
0.9110 |
0.9103 |
| S1 |
0.9104 |
0.9094 |
|