CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8994 |
0.8984 |
-0.0011 |
-0.1% |
0.9068 |
| High |
0.9008 |
0.9007 |
-0.0001 |
0.0% |
0.9084 |
| Low |
0.8973 |
0.8977 |
0.0004 |
0.0% |
0.8973 |
| Close |
0.8986 |
0.8997 |
0.0012 |
0.1% |
0.8986 |
| Range |
0.0035 |
0.0030 |
-0.0005 |
-14.5% |
0.0111 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
125,446 |
64,646 |
-60,800 |
-48.5% |
375,513 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9082 |
0.9069 |
0.9013 |
|
| R3 |
0.9053 |
0.9040 |
0.9005 |
|
| R2 |
0.9023 |
0.9023 |
0.9002 |
|
| R1 |
0.9010 |
0.9010 |
0.9000 |
0.9017 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.8997 |
| S1 |
0.8981 |
0.8981 |
0.8994 |
0.8987 |
| S2 |
0.8964 |
0.8964 |
0.8992 |
|
| S3 |
0.8935 |
0.8951 |
0.8989 |
|
| S4 |
0.8905 |
0.8922 |
0.8981 |
|
|
| 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 |
0.9066 |
0.8973 |
0.0093 |
1.0% |
0.0044 |
0.5% |
26% |
False |
False |
84,110 |
| 10 |
0.9124 |
0.8973 |
0.0151 |
1.7% |
0.0049 |
0.5% |
16% |
False |
False |
46,915 |
| 20 |
0.9184 |
0.8973 |
0.0211 |
2.3% |
0.0047 |
0.5% |
11% |
False |
False |
24,267 |
| 40 |
0.9184 |
0.8973 |
0.0211 |
2.3% |
0.0046 |
0.5% |
11% |
False |
False |
12,190 |
| 60 |
0.9257 |
0.8935 |
0.0322 |
3.6% |
0.0045 |
0.5% |
19% |
False |
False |
8,139 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0043 |
0.5% |
14% |
False |
False |
6,108 |
| 100 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0038 |
0.4% |
14% |
False |
False |
4,890 |
| 120 |
0.9657 |
0.8935 |
0.0722 |
8.0% |
0.0037 |
0.4% |
9% |
False |
False |
4,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9132 |
|
2.618 |
0.9084 |
|
1.618 |
0.9054 |
|
1.000 |
0.9036 |
|
0.618 |
0.9025 |
|
HIGH |
0.9007 |
|
0.618 |
0.8995 |
|
0.500 |
0.8992 |
|
0.382 |
0.8988 |
|
LOW |
0.8977 |
|
0.618 |
0.8959 |
|
1.000 |
0.8948 |
|
1.618 |
0.8929 |
|
2.618 |
0.8900 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8995 |
0.9014 |
| PP |
0.8994 |
0.9008 |
| S1 |
0.8992 |
0.9003 |
|