CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9054 |
0.9055 |
0.0001 |
0.0% |
0.9123 |
| High |
0.9070 |
0.9084 |
0.0015 |
0.2% |
0.9184 |
| Low |
0.9042 |
0.9055 |
0.0013 |
0.1% |
0.9042 |
| Close |
0.9064 |
0.9072 |
0.0008 |
0.1% |
0.9064 |
| Range |
0.0028 |
0.0030 |
0.0002 |
9.1% |
0.0142 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
871 |
919 |
48 |
5.5% |
5,260 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9160 |
0.9146 |
0.9088 |
|
| R3 |
0.9130 |
0.9116 |
0.9080 |
|
| R2 |
0.9100 |
0.9100 |
0.9077 |
|
| R1 |
0.9086 |
0.9086 |
0.9075 |
0.9093 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9074 |
| S1 |
0.9056 |
0.9056 |
0.9069 |
0.9063 |
| S2 |
0.9040 |
0.9040 |
0.9067 |
|
| S3 |
0.9010 |
0.9026 |
0.9064 |
|
| S4 |
0.8980 |
0.8996 |
0.9056 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9435 |
0.9142 |
|
| R3 |
0.9381 |
0.9293 |
0.9103 |
|
| R2 |
0.9239 |
0.9239 |
0.9090 |
|
| R1 |
0.9151 |
0.9151 |
0.9077 |
0.9124 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9083 |
| S1 |
0.9009 |
0.9009 |
0.9051 |
0.8982 |
| S2 |
0.8955 |
0.8955 |
0.9038 |
|
| S3 |
0.8813 |
0.8867 |
0.9025 |
|
| S4 |
0.8671 |
0.8725 |
0.8986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9184 |
0.9042 |
0.0142 |
1.6% |
0.0045 |
0.5% |
21% |
False |
False |
901 |
| 10 |
0.9184 |
0.9042 |
0.0142 |
1.6% |
0.0050 |
0.5% |
21% |
False |
False |
713 |
| 20 |
0.9184 |
0.9006 |
0.0178 |
2.0% |
0.0047 |
0.5% |
37% |
False |
False |
412 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.7% |
0.0045 |
0.5% |
55% |
False |
False |
225 |
| 60 |
0.9266 |
0.8935 |
0.0331 |
3.6% |
0.0042 |
0.5% |
41% |
False |
False |
158 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0038 |
0.4% |
31% |
False |
False |
122 |
| 100 |
0.9540 |
0.8935 |
0.0605 |
6.7% |
0.0034 |
0.4% |
23% |
False |
False |
99 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0033 |
0.4% |
17% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9212 |
|
2.618 |
0.9163 |
|
1.618 |
0.9133 |
|
1.000 |
0.9114 |
|
0.618 |
0.9103 |
|
HIGH |
0.9084 |
|
0.618 |
0.9073 |
|
0.500 |
0.9069 |
|
0.382 |
0.9066 |
|
LOW |
0.9055 |
|
0.618 |
0.9036 |
|
1.000 |
0.9025 |
|
1.618 |
0.9006 |
|
2.618 |
0.8976 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9071 |
0.9081 |
| PP |
0.9070 |
0.9078 |
| S1 |
0.9069 |
0.9075 |
|