CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.9101 |
0.0068 |
0.7% |
0.9070 |
| High |
0.9113 |
0.9124 |
0.0011 |
0.1% |
0.9124 |
| Low |
0.9033 |
0.9054 |
0.0021 |
0.2% |
0.9015 |
| Close |
0.9087 |
0.9068 |
-0.0019 |
-0.2% |
0.9068 |
| Range |
0.0080 |
0.0070 |
-0.0010 |
-12.5% |
0.0109 |
| ATR |
0.0048 |
0.0049 |
0.0002 |
3.3% |
0.0000 |
| Volume |
8,367 |
10,669 |
2,302 |
27.5% |
28,998 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9292 |
0.9250 |
0.9106 |
|
| R3 |
0.9222 |
0.9180 |
0.9087 |
|
| R2 |
0.9152 |
0.9152 |
0.9080 |
|
| R1 |
0.9110 |
0.9110 |
0.9074 |
0.9096 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9075 |
| S1 |
0.9040 |
0.9040 |
0.9061 |
0.9026 |
| S2 |
0.9012 |
0.9012 |
0.9055 |
|
| S3 |
0.8942 |
0.8970 |
0.9048 |
|
| S4 |
0.8872 |
0.8900 |
0.9029 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9341 |
0.9127 |
|
| R3 |
0.9287 |
0.9232 |
0.9097 |
|
| R2 |
0.9178 |
0.9178 |
0.9087 |
|
| R1 |
0.9123 |
0.9123 |
0.9077 |
0.9096 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9055 |
| S1 |
0.9014 |
0.9014 |
0.9058 |
0.8987 |
| S2 |
0.8960 |
0.8960 |
0.9048 |
|
| S3 |
0.8851 |
0.8905 |
0.9038 |
|
| S4 |
0.8742 |
0.8796 |
0.9008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9124 |
0.9015 |
0.0109 |
1.2% |
0.0053 |
0.6% |
49% |
True |
False |
6,747 |
| 10 |
0.9124 |
0.9013 |
0.0111 |
1.2% |
0.0047 |
0.5% |
50% |
True |
False |
4,080 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0051 |
0.6% |
32% |
False |
False |
2,327 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.7% |
0.0046 |
0.5% |
53% |
False |
False |
1,191 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0045 |
0.5% |
41% |
False |
False |
805 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0041 |
0.5% |
30% |
False |
False |
608 |
| 100 |
0.9492 |
0.8935 |
0.0557 |
6.1% |
0.0036 |
0.4% |
24% |
False |
False |
489 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.7% |
0.0036 |
0.4% |
17% |
False |
False |
409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9307 |
|
1.618 |
0.9237 |
|
1.000 |
0.9194 |
|
0.618 |
0.9167 |
|
HIGH |
0.9124 |
|
0.618 |
0.9097 |
|
0.500 |
0.9089 |
|
0.382 |
0.9080 |
|
LOW |
0.9054 |
|
0.618 |
0.9010 |
|
1.000 |
0.8984 |
|
1.618 |
0.8940 |
|
2.618 |
0.8870 |
|
4.250 |
0.8756 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9089 |
0.9069 |
| PP |
0.9082 |
0.9069 |
| S1 |
0.9075 |
0.9068 |
|