CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8964 |
0.8946 |
-0.0018 |
-0.2% |
0.8984 |
| High |
0.8981 |
0.8949 |
-0.0032 |
-0.4% |
0.9014 |
| Low |
0.8937 |
0.8914 |
-0.0023 |
-0.3% |
0.8914 |
| Close |
0.8947 |
0.8941 |
-0.0006 |
-0.1% |
0.8941 |
| Range |
0.0044 |
0.0036 |
-0.0009 |
-19.3% |
0.0100 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
109,231 |
108,395 |
-836 |
-0.8% |
492,782 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9041 |
0.9026 |
0.8960 |
|
| R3 |
0.9005 |
0.8991 |
0.8950 |
|
| R2 |
0.8970 |
0.8970 |
0.8947 |
|
| R1 |
0.8955 |
0.8955 |
0.8944 |
0.8945 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8929 |
| S1 |
0.8920 |
0.8920 |
0.8937 |
0.8909 |
| S2 |
0.8899 |
0.8899 |
0.8934 |
|
| S3 |
0.8863 |
0.8884 |
0.8931 |
|
| S4 |
0.8828 |
0.8849 |
0.8921 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9198 |
0.8996 |
|
| R3 |
0.9156 |
0.9098 |
0.8968 |
|
| R2 |
0.9056 |
0.9056 |
0.8959 |
|
| R1 |
0.8998 |
0.8998 |
0.8950 |
0.8977 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8945 |
| S1 |
0.8898 |
0.8898 |
0.8931 |
0.8877 |
| S2 |
0.8856 |
0.8856 |
0.8922 |
|
| S3 |
0.8756 |
0.8798 |
0.8913 |
|
| S4 |
0.8656 |
0.8698 |
0.8886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9014 |
0.8914 |
0.0100 |
1.1% |
0.0038 |
0.4% |
27% |
False |
True |
98,556 |
| 10 |
0.9084 |
0.8914 |
0.0171 |
1.9% |
0.0042 |
0.5% |
16% |
False |
True |
86,829 |
| 20 |
0.9124 |
0.8914 |
0.0210 |
2.3% |
0.0044 |
0.5% |
13% |
False |
True |
45,454 |
| 40 |
0.9184 |
0.8914 |
0.0271 |
3.0% |
0.0045 |
0.5% |
10% |
False |
True |
22,890 |
| 60 |
0.9202 |
0.8914 |
0.0289 |
3.2% |
0.0045 |
0.5% |
9% |
False |
True |
15,272 |
| 80 |
0.9351 |
0.8914 |
0.0438 |
4.9% |
0.0042 |
0.5% |
6% |
False |
True |
11,460 |
| 100 |
0.9374 |
0.8914 |
0.0460 |
5.1% |
0.0039 |
0.4% |
6% |
False |
True |
9,171 |
| 120 |
0.9604 |
0.8914 |
0.0690 |
7.7% |
0.0036 |
0.4% |
4% |
False |
True |
7,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9100 |
|
2.618 |
0.9042 |
|
1.618 |
0.9006 |
|
1.000 |
0.8985 |
|
0.618 |
0.8971 |
|
HIGH |
0.8949 |
|
0.618 |
0.8935 |
|
0.500 |
0.8931 |
|
0.382 |
0.8927 |
|
LOW |
0.8914 |
|
0.618 |
0.8892 |
|
1.000 |
0.8878 |
|
1.618 |
0.8856 |
|
2.618 |
0.8821 |
|
4.250 |
0.8763 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8937 |
0.8947 |
| PP |
0.8934 |
0.8945 |
| S1 |
0.8931 |
0.8943 |
|