CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9076 |
0.9070 |
-0.0006 |
-0.1% |
0.9055 |
| High |
0.9102 |
0.9088 |
-0.0015 |
-0.2% |
0.9102 |
| Low |
0.9067 |
0.9033 |
-0.0034 |
-0.4% |
0.9013 |
| Close |
0.9077 |
0.9038 |
-0.0039 |
-0.4% |
0.9077 |
| Range |
0.0035 |
0.0055 |
0.0019 |
53.5% |
0.0090 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.3% |
0.0000 |
| Volume |
4,739 |
2,238 |
-2,501 |
-52.8% |
10,932 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9216 |
0.9181 |
0.9067 |
|
| R3 |
0.9162 |
0.9127 |
0.9052 |
|
| R2 |
0.9107 |
0.9107 |
0.9047 |
|
| R1 |
0.9072 |
0.9072 |
0.9042 |
0.9063 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9048 |
| S1 |
0.9018 |
0.9018 |
0.9033 |
0.9008 |
| S2 |
0.8998 |
0.8998 |
0.9028 |
|
| S3 |
0.8944 |
0.8963 |
0.9023 |
|
| S4 |
0.8889 |
0.8909 |
0.9008 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9334 |
0.9295 |
0.9126 |
|
| R3 |
0.9244 |
0.9205 |
0.9101 |
|
| R2 |
0.9154 |
0.9154 |
0.9093 |
|
| R1 |
0.9115 |
0.9115 |
0.9085 |
0.9134 |
| PP |
0.9064 |
0.9064 |
0.9064 |
0.9073 |
| S1 |
0.9025 |
0.9025 |
0.9068 |
0.9045 |
| S2 |
0.8974 |
0.8974 |
0.9060 |
|
| S3 |
0.8884 |
0.8935 |
0.9052 |
|
| S4 |
0.8794 |
0.8845 |
0.9027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9102 |
0.9013 |
0.0090 |
1.0% |
0.0047 |
0.5% |
28% |
False |
False |
2,450 |
| 10 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0046 |
0.5% |
15% |
False |
False |
1,675 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0047 |
0.5% |
15% |
False |
False |
1,002 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.8% |
0.0047 |
0.5% |
41% |
False |
False |
528 |
| 60 |
0.9264 |
0.8935 |
0.0329 |
3.6% |
0.0044 |
0.5% |
31% |
False |
False |
361 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0040 |
0.4% |
23% |
False |
False |
273 |
| 100 |
0.9515 |
0.8935 |
0.0580 |
6.4% |
0.0035 |
0.4% |
18% |
False |
False |
222 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0035 |
0.4% |
13% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9319 |
|
2.618 |
0.9230 |
|
1.618 |
0.9176 |
|
1.000 |
0.9142 |
|
0.618 |
0.9121 |
|
HIGH |
0.9088 |
|
0.618 |
0.9067 |
|
0.500 |
0.9060 |
|
0.382 |
0.9054 |
|
LOW |
0.9033 |
|
0.618 |
0.8999 |
|
1.000 |
0.8979 |
|
1.618 |
0.8945 |
|
2.618 |
0.8890 |
|
4.250 |
0.8801 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9060 |
0.9060 |
| PP |
0.9053 |
0.9052 |
| S1 |
0.9045 |
0.9045 |
|