CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9064 |
0.9120 |
0.0057 |
0.6% |
0.9075 |
| High |
0.9128 |
0.9130 |
0.0002 |
0.0% |
0.9127 |
| Low |
0.9059 |
0.9079 |
0.0021 |
0.2% |
0.9050 |
| Close |
0.9123 |
0.9096 |
-0.0027 |
-0.3% |
0.9123 |
| Range |
0.0070 |
0.0051 |
-0.0019 |
-26.6% |
0.0077 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
| Volume |
162 |
130 |
-32 |
-19.8% |
642 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9255 |
0.9226 |
0.9124 |
|
| R3 |
0.9204 |
0.9175 |
0.9110 |
|
| R2 |
0.9153 |
0.9153 |
0.9105 |
|
| R1 |
0.9124 |
0.9124 |
0.9101 |
0.9113 |
| PP |
0.9102 |
0.9102 |
0.9102 |
0.9096 |
| S1 |
0.9073 |
0.9073 |
0.9091 |
0.9062 |
| S2 |
0.9051 |
0.9051 |
0.9087 |
|
| S3 |
0.9000 |
0.9022 |
0.9082 |
|
| S4 |
0.8949 |
0.8971 |
0.9068 |
|
|
| 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 |
0.9059 |
0.0100 |
1.1% |
0.0056 |
0.6% |
38% |
False |
False |
221 |
| 10 |
0.9159 |
0.9034 |
0.0125 |
1.4% |
0.0046 |
0.5% |
50% |
False |
False |
151 |
| 20 |
0.9159 |
0.8973 |
0.0186 |
2.0% |
0.0047 |
0.5% |
66% |
False |
False |
103 |
| 40 |
0.9257 |
0.8935 |
0.0322 |
3.5% |
0.0044 |
0.5% |
50% |
False |
False |
69 |
| 60 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0041 |
0.5% |
37% |
False |
False |
53 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0035 |
0.4% |
37% |
False |
False |
42 |
| 100 |
0.9666 |
0.8935 |
0.0731 |
8.0% |
0.0035 |
0.4% |
22% |
False |
False |
36 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0032 |
0.4% |
20% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9347 |
|
2.618 |
0.9264 |
|
1.618 |
0.9213 |
|
1.000 |
0.9181 |
|
0.618 |
0.9162 |
|
HIGH |
0.9130 |
|
0.618 |
0.9111 |
|
0.500 |
0.9105 |
|
0.382 |
0.9098 |
|
LOW |
0.9079 |
|
0.618 |
0.9047 |
|
1.000 |
0.9028 |
|
1.618 |
0.8996 |
|
2.618 |
0.8945 |
|
4.250 |
0.8862 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9105 |
0.9095 |
| PP |
0.9102 |
0.9095 |
| S1 |
0.9099 |
0.9094 |
|