CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9101 |
0.9068 |
-0.0034 |
-0.4% |
0.9070 |
| High |
0.9124 |
0.9084 |
-0.0039 |
-0.4% |
0.9124 |
| Low |
0.9054 |
0.9052 |
-0.0002 |
0.0% |
0.9015 |
| Close |
0.9068 |
0.9055 |
-0.0013 |
-0.1% |
0.9068 |
| Range |
0.0070 |
0.0032 |
-0.0038 |
-53.6% |
0.0109 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
10,669 |
19,607 |
8,938 |
83.8% |
28,998 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9161 |
0.9141 |
0.9073 |
|
| R3 |
0.9129 |
0.9108 |
0.9064 |
|
| R2 |
0.9096 |
0.9096 |
0.9061 |
|
| R1 |
0.9076 |
0.9076 |
0.9058 |
0.9070 |
| PP |
0.9064 |
0.9064 |
0.9064 |
0.9061 |
| S1 |
0.9043 |
0.9043 |
0.9052 |
0.9037 |
| S2 |
0.9031 |
0.9031 |
0.9049 |
|
| S3 |
0.8999 |
0.9011 |
0.9046 |
|
| S4 |
0.8966 |
0.8978 |
0.9037 |
|
|
| 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% |
37% |
False |
False |
9,721 |
| 10 |
0.9124 |
0.9013 |
0.0111 |
1.2% |
0.0048 |
0.5% |
38% |
False |
False |
5,953 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0050 |
0.6% |
25% |
False |
False |
3,292 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.7% |
0.0046 |
0.5% |
48% |
False |
False |
1,680 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0045 |
0.5% |
37% |
False |
False |
1,131 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.8% |
0.0041 |
0.5% |
27% |
False |
False |
853 |
| 100 |
0.9478 |
0.8935 |
0.0543 |
6.0% |
0.0037 |
0.4% |
22% |
False |
False |
685 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0036 |
0.4% |
15% |
False |
False |
572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9223 |
|
2.618 |
0.9170 |
|
1.618 |
0.9137 |
|
1.000 |
0.9117 |
|
0.618 |
0.9105 |
|
HIGH |
0.9084 |
|
0.618 |
0.9072 |
|
0.500 |
0.9068 |
|
0.382 |
0.9064 |
|
LOW |
0.9052 |
|
0.618 |
0.9032 |
|
1.000 |
0.9020 |
|
1.618 |
0.8999 |
|
2.618 |
0.8967 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9068 |
0.9078 |
| PP |
0.9064 |
0.9071 |
| S1 |
0.9059 |
0.9063 |
|