CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9063 |
0.9018 |
-0.0045 |
-0.5% |
0.9123 |
| High |
0.9067 |
0.9081 |
0.0014 |
0.1% |
0.9184 |
| Low |
0.9013 |
0.9017 |
0.0005 |
0.0% |
0.9042 |
| Close |
0.9023 |
0.9074 |
0.0051 |
0.6% |
0.9064 |
| Range |
0.0055 |
0.0064 |
0.0009 |
16.5% |
0.0142 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.8% |
0.0000 |
| Volume |
2,220 |
1,986 |
-234 |
-10.5% |
5,260 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9224 |
0.9109 |
|
| R3 |
0.9184 |
0.9161 |
0.9091 |
|
| R2 |
0.9121 |
0.9121 |
0.9086 |
|
| R1 |
0.9097 |
0.9097 |
0.9080 |
0.9109 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9063 |
| S1 |
0.9034 |
0.9034 |
0.9068 |
0.9046 |
| S2 |
0.8994 |
0.8994 |
0.9062 |
|
| S3 |
0.8930 |
0.8970 |
0.9057 |
|
| S4 |
0.8867 |
0.8907 |
0.9039 |
|
|
| 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 |
0.9084 |
0.9013 |
0.0072 |
0.8% |
0.0041 |
0.4% |
85% |
False |
False |
1,412 |
| 10 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0047 |
0.5% |
36% |
False |
False |
1,170 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0046 |
0.5% |
36% |
False |
False |
661 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.7% |
0.0046 |
0.5% |
56% |
False |
False |
355 |
| 60 |
0.9266 |
0.8935 |
0.0331 |
3.6% |
0.0044 |
0.5% |
42% |
False |
False |
245 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0038 |
0.4% |
32% |
False |
False |
188 |
| 100 |
0.9540 |
0.8935 |
0.0605 |
6.7% |
0.0035 |
0.4% |
23% |
False |
False |
152 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0034 |
0.4% |
18% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9350 |
|
2.618 |
0.9247 |
|
1.618 |
0.9183 |
|
1.000 |
0.9144 |
|
0.618 |
0.9120 |
|
HIGH |
0.9081 |
|
0.618 |
0.9056 |
|
0.500 |
0.9049 |
|
0.382 |
0.9041 |
|
LOW |
0.9017 |
|
0.618 |
0.8978 |
|
1.000 |
0.8954 |
|
1.618 |
0.8914 |
|
2.618 |
0.8851 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9066 |
0.9065 |
| PP |
0.9057 |
0.9056 |
| S1 |
0.9049 |
0.9047 |
|