CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9055 |
0.9068 |
0.0014 |
0.1% |
0.9123 |
| High |
0.9084 |
0.9080 |
-0.0004 |
0.0% |
0.9184 |
| Low |
0.9055 |
0.9052 |
-0.0003 |
0.0% |
0.9042 |
| Close |
0.9072 |
0.9062 |
-0.0011 |
-0.1% |
0.9064 |
| Range |
0.0030 |
0.0028 |
-0.0002 |
-6.7% |
0.0142 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
919 |
1,068 |
149 |
16.2% |
5,260 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9149 |
0.9133 |
0.9077 |
|
| R3 |
0.9121 |
0.9105 |
0.9069 |
|
| R2 |
0.9093 |
0.9093 |
0.9067 |
|
| R1 |
0.9077 |
0.9077 |
0.9064 |
0.9071 |
| PP |
0.9065 |
0.9065 |
0.9065 |
0.9061 |
| S1 |
0.9049 |
0.9049 |
0.9059 |
0.9043 |
| S2 |
0.9037 |
0.9037 |
0.9056 |
|
| S3 |
0.9009 |
0.9021 |
0.9054 |
|
| S4 |
0.8981 |
0.8993 |
0.9046 |
|
|
| 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 |
0.9162 |
0.9042 |
0.0120 |
1.3% |
0.0038 |
0.4% |
16% |
False |
False |
1,060 |
| 10 |
0.9184 |
0.9042 |
0.0142 |
1.6% |
0.0047 |
0.5% |
14% |
False |
False |
779 |
| 20 |
0.9184 |
0.9006 |
0.0178 |
2.0% |
0.0044 |
0.5% |
31% |
False |
False |
462 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.7% |
0.0045 |
0.5% |
51% |
False |
False |
250 |
| 60 |
0.9266 |
0.8935 |
0.0331 |
3.6% |
0.0042 |
0.5% |
38% |
False |
False |
175 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0038 |
0.4% |
29% |
False |
False |
135 |
| 100 |
0.9540 |
0.8935 |
0.0605 |
6.7% |
0.0034 |
0.4% |
21% |
False |
False |
110 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0033 |
0.4% |
16% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9199 |
|
2.618 |
0.9153 |
|
1.618 |
0.9125 |
|
1.000 |
0.9108 |
|
0.618 |
0.9097 |
|
HIGH |
0.9080 |
|
0.618 |
0.9069 |
|
0.500 |
0.9066 |
|
0.382 |
0.9063 |
|
LOW |
0.9052 |
|
0.618 |
0.9035 |
|
1.000 |
0.9024 |
|
1.618 |
0.9007 |
|
2.618 |
0.8979 |
|
4.250 |
0.8933 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9066 |
0.9063 |
| PP |
0.9065 |
0.9063 |
| S1 |
0.9063 |
0.9062 |
|