CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9068 |
0.9063 |
-0.0005 |
0.0% |
0.9070 |
| High |
0.9084 |
0.9066 |
-0.0019 |
-0.2% |
0.9124 |
| Low |
0.9052 |
0.9020 |
-0.0033 |
-0.4% |
0.9015 |
| Close |
0.9055 |
0.9023 |
-0.0032 |
-0.3% |
0.9068 |
| Range |
0.0032 |
0.0046 |
0.0014 |
41.5% |
0.0109 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
19,607 |
38,705 |
19,098 |
97.4% |
28,998 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9174 |
0.9145 |
0.9049 |
|
| R3 |
0.9128 |
0.9099 |
0.9036 |
|
| R2 |
0.9082 |
0.9082 |
0.9032 |
|
| R1 |
0.9053 |
0.9053 |
0.9028 |
0.9044 |
| PP |
0.9036 |
0.9036 |
0.9036 |
0.9032 |
| S1 |
0.9007 |
0.9007 |
0.9019 |
0.8998 |
| S2 |
0.8990 |
0.8990 |
0.9015 |
|
| S3 |
0.8944 |
0.8961 |
0.9011 |
|
| S4 |
0.8898 |
0.8915 |
0.8998 |
|
|
| 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% |
0.0051 |
0.6% |
8% |
False |
False |
17,014 |
| 10 |
0.9124 |
0.9013 |
0.0111 |
1.2% |
0.0049 |
0.5% |
10% |
False |
False |
9,732 |
| 20 |
0.9184 |
0.9013 |
0.0172 |
1.9% |
0.0049 |
0.5% |
6% |
False |
False |
5,223 |
| 40 |
0.9184 |
0.8935 |
0.0249 |
2.8% |
0.0047 |
0.5% |
36% |
False |
False |
2,647 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0045 |
0.5% |
27% |
False |
False |
1,776 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0042 |
0.5% |
20% |
False |
False |
1,336 |
| 100 |
0.9460 |
0.8935 |
0.0525 |
5.8% |
0.0037 |
0.4% |
17% |
False |
False |
1,072 |
| 120 |
0.9728 |
0.8935 |
0.0793 |
8.8% |
0.0036 |
0.4% |
11% |
False |
False |
894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9261 |
|
2.618 |
0.9186 |
|
1.618 |
0.9140 |
|
1.000 |
0.9112 |
|
0.618 |
0.9094 |
|
HIGH |
0.9066 |
|
0.618 |
0.9048 |
|
0.500 |
0.9043 |
|
0.382 |
0.9037 |
|
LOW |
0.9020 |
|
0.618 |
0.8991 |
|
1.000 |
0.8974 |
|
1.618 |
0.8945 |
|
2.618 |
0.8899 |
|
4.250 |
0.8824 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9043 |
0.9072 |
| PP |
0.9036 |
0.9055 |
| S1 |
0.9030 |
0.9039 |
|