CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9048 |
0.8994 |
-0.0054 |
-0.6% |
0.9068 |
| High |
0.9055 |
0.9008 |
-0.0048 |
-0.5% |
0.9084 |
| Low |
0.8987 |
0.8973 |
-0.0014 |
-0.2% |
0.8973 |
| Close |
0.8998 |
0.8986 |
-0.0012 |
-0.1% |
0.8986 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.9% |
0.0111 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
105,545 |
125,446 |
19,901 |
18.9% |
375,513 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9092 |
0.9073 |
0.9004 |
|
| R3 |
0.9058 |
0.9039 |
0.8995 |
|
| R2 |
0.9023 |
0.9023 |
0.8992 |
|
| R1 |
0.9004 |
0.9004 |
0.8989 |
0.8997 |
| PP |
0.8989 |
0.8989 |
0.8989 |
0.8985 |
| S1 |
0.8970 |
0.8970 |
0.8982 |
0.8962 |
| S2 |
0.8954 |
0.8954 |
0.8979 |
|
| S3 |
0.8920 |
0.8935 |
0.8976 |
|
| S4 |
0.8885 |
0.8901 |
0.8967 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9279 |
0.9047 |
|
| R3 |
0.9237 |
0.9167 |
0.9016 |
|
| R2 |
0.9126 |
0.9126 |
0.9006 |
|
| R1 |
0.9056 |
0.9056 |
0.8996 |
0.9035 |
| PP |
0.9014 |
0.9014 |
0.9014 |
0.9004 |
| S1 |
0.8944 |
0.8944 |
0.8975 |
0.8924 |
| S2 |
0.8903 |
0.8903 |
0.8965 |
|
| S3 |
0.8791 |
0.8833 |
0.8955 |
|
| S4 |
0.8680 |
0.8721 |
0.8924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9084 |
0.8973 |
0.0111 |
1.2% |
0.0045 |
0.5% |
11% |
False |
True |
75,102 |
| 10 |
0.9124 |
0.8973 |
0.0151 |
1.7% |
0.0049 |
0.5% |
8% |
False |
True |
40,925 |
| 20 |
0.9184 |
0.8973 |
0.0211 |
2.3% |
0.0048 |
0.5% |
6% |
False |
True |
21,047 |
| 40 |
0.9184 |
0.8973 |
0.0212 |
2.4% |
0.0047 |
0.5% |
6% |
False |
False |
10,575 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0046 |
0.5% |
16% |
False |
False |
7,062 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0043 |
0.5% |
12% |
False |
False |
5,301 |
| 100 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0038 |
0.4% |
12% |
False |
False |
4,243 |
| 120 |
0.9666 |
0.8935 |
0.0731 |
8.1% |
0.0037 |
0.4% |
7% |
False |
False |
3,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9154 |
|
2.618 |
0.9098 |
|
1.618 |
0.9063 |
|
1.000 |
0.9042 |
|
0.618 |
0.9029 |
|
HIGH |
0.9008 |
|
0.618 |
0.8994 |
|
0.500 |
0.8990 |
|
0.382 |
0.8986 |
|
LOW |
0.8973 |
|
0.618 |
0.8952 |
|
1.000 |
0.8939 |
|
1.618 |
0.8917 |
|
2.618 |
0.8883 |
|
4.250 |
0.8826 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.9018 |
| PP |
0.8989 |
0.9007 |
| S1 |
0.8987 |
0.8996 |
|