CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9001 |
0.8958 |
-0.0043 |
-0.5% |
0.9068 |
| High |
0.9014 |
0.8974 |
-0.0040 |
-0.4% |
0.9084 |
| Low |
0.8955 |
0.8950 |
-0.0005 |
-0.1% |
0.8973 |
| Close |
0.8957 |
0.8966 |
0.0009 |
0.1% |
0.8986 |
| Range |
0.0059 |
0.0024 |
-0.0036 |
-60.2% |
0.0111 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
124,792 |
85,718 |
-39,074 |
-31.3% |
375,513 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9034 |
0.9023 |
0.8978 |
|
| R3 |
0.9010 |
0.9000 |
0.8972 |
|
| R2 |
0.8987 |
0.8987 |
0.8970 |
|
| R1 |
0.8976 |
0.8976 |
0.8968 |
0.8981 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8966 |
| S1 |
0.8953 |
0.8953 |
0.8963 |
0.8958 |
| S2 |
0.8940 |
0.8940 |
0.8961 |
|
| S3 |
0.8916 |
0.8929 |
0.8959 |
|
| S4 |
0.8893 |
0.8906 |
0.8953 |
|
|
| 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 |
0.9055 |
0.8950 |
0.0105 |
1.2% |
0.0043 |
0.5% |
15% |
False |
True |
101,229 |
| 10 |
0.9124 |
0.8950 |
0.0174 |
1.9% |
0.0049 |
0.5% |
9% |
False |
True |
66,970 |
| 20 |
0.9162 |
0.8950 |
0.0212 |
2.4% |
0.0046 |
0.5% |
7% |
False |
True |
34,695 |
| 40 |
0.9184 |
0.8950 |
0.0234 |
2.6% |
0.0046 |
0.5% |
7% |
False |
True |
17,451 |
| 60 |
0.9228 |
0.8935 |
0.0293 |
3.3% |
0.0045 |
0.5% |
10% |
False |
False |
11,646 |
| 80 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0043 |
0.5% |
7% |
False |
False |
8,740 |
| 100 |
0.9374 |
0.8935 |
0.0439 |
4.9% |
0.0038 |
0.4% |
7% |
False |
False |
6,995 |
| 120 |
0.9626 |
0.8935 |
0.0691 |
7.7% |
0.0036 |
0.4% |
4% |
False |
False |
5,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9073 |
|
2.618 |
0.9035 |
|
1.618 |
0.9012 |
|
1.000 |
0.8997 |
|
0.618 |
0.8988 |
|
HIGH |
0.8974 |
|
0.618 |
0.8965 |
|
0.500 |
0.8962 |
|
0.382 |
0.8959 |
|
LOW |
0.8950 |
|
0.618 |
0.8935 |
|
1.000 |
0.8927 |
|
1.618 |
0.8912 |
|
2.618 |
0.8888 |
|
4.250 |
0.8850 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8964 |
0.8982 |
| PP |
0.8963 |
0.8976 |
| S1 |
0.8962 |
0.8971 |
|