CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9118 |
0.9112 |
-0.0006 |
-0.1% |
0.9075 |
| High |
0.9159 |
0.9116 |
-0.0043 |
-0.5% |
0.9127 |
| Low |
0.9098 |
0.9064 |
-0.0035 |
-0.4% |
0.9050 |
| Close |
0.9117 |
0.9071 |
-0.0046 |
-0.5% |
0.9123 |
| Range |
0.0061 |
0.0052 |
-0.0009 |
-14.0% |
0.0077 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.4% |
0.0000 |
| Volume |
88 |
413 |
325 |
369.3% |
642 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9207 |
0.9100 |
|
| R3 |
0.9187 |
0.9155 |
0.9085 |
|
| R2 |
0.9135 |
0.9135 |
0.9081 |
|
| R1 |
0.9103 |
0.9103 |
0.9076 |
0.9093 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9078 |
| S1 |
0.9051 |
0.9051 |
0.9066 |
0.9041 |
| S2 |
0.9031 |
0.9031 |
0.9061 |
|
| S3 |
0.8979 |
0.8999 |
0.9057 |
|
| S4 |
0.8927 |
0.8947 |
0.9042 |
|
|
| 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 |
0.9159 |
0.9060 |
0.0099 |
1.1% |
0.0047 |
0.5% |
11% |
False |
False |
177 |
| 10 |
0.9159 |
0.9006 |
0.0153 |
1.7% |
0.0041 |
0.5% |
43% |
False |
False |
146 |
| 20 |
0.9159 |
0.8935 |
0.0224 |
2.5% |
0.0046 |
0.5% |
61% |
False |
False |
91 |
| 40 |
0.9257 |
0.8935 |
0.0322 |
3.5% |
0.0044 |
0.5% |
42% |
False |
False |
63 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0040 |
0.4% |
31% |
False |
False |
48 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0035 |
0.4% |
31% |
False |
False |
40 |
| 100 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0034 |
0.4% |
17% |
False |
False |
33 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0032 |
0.4% |
17% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9337 |
|
2.618 |
0.9252 |
|
1.618 |
0.9200 |
|
1.000 |
0.9168 |
|
0.618 |
0.9148 |
|
HIGH |
0.9116 |
|
0.618 |
0.9096 |
|
0.500 |
0.9090 |
|
0.382 |
0.9083 |
|
LOW |
0.9064 |
|
0.618 |
0.9031 |
|
1.000 |
0.9012 |
|
1.618 |
0.8979 |
|
2.618 |
0.8927 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9090 |
0.9111 |
| PP |
0.9083 |
0.9098 |
| S1 |
0.9077 |
0.9084 |
|