CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8940 |
0.8920 |
-0.0021 |
-0.2% |
0.8984 |
| High |
0.8949 |
0.8924 |
-0.0025 |
-0.3% |
0.9014 |
| Low |
0.8917 |
0.8905 |
-0.0012 |
-0.1% |
0.8914 |
| Close |
0.8926 |
0.8908 |
-0.0018 |
-0.2% |
0.8941 |
| Range |
0.0033 |
0.0020 |
-0.0013 |
-40.0% |
0.0100 |
| ATR |
0.0044 |
0.0043 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
74,134 |
84,425 |
10,291 |
13.9% |
492,782 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8971 |
0.8959 |
0.8919 |
|
| R3 |
0.8951 |
0.8940 |
0.8914 |
|
| R2 |
0.8932 |
0.8932 |
0.8912 |
|
| R1 |
0.8920 |
0.8920 |
0.8910 |
0.8916 |
| PP |
0.8912 |
0.8912 |
0.8912 |
0.8910 |
| S1 |
0.8901 |
0.8901 |
0.8907 |
0.8897 |
| S2 |
0.8893 |
0.8893 |
0.8905 |
|
| S3 |
0.8873 |
0.8881 |
0.8903 |
|
| S4 |
0.8854 |
0.8862 |
0.8898 |
|
|
| 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 |
0.8981 |
0.8905 |
0.0076 |
0.9% |
0.0031 |
0.3% |
5% |
False |
True |
92,380 |
| 10 |
0.9062 |
0.8905 |
0.0158 |
1.8% |
0.0039 |
0.4% |
3% |
False |
True |
96,854 |
| 20 |
0.9124 |
0.8905 |
0.0219 |
2.5% |
0.0044 |
0.5% |
2% |
False |
True |
53,293 |
| 40 |
0.9184 |
0.8905 |
0.0280 |
3.1% |
0.0046 |
0.5% |
1% |
False |
True |
26,852 |
| 60 |
0.9184 |
0.8905 |
0.0280 |
3.1% |
0.0045 |
0.5% |
1% |
False |
True |
17,914 |
| 80 |
0.9266 |
0.8905 |
0.0361 |
4.1% |
0.0042 |
0.5% |
1% |
False |
True |
13,441 |
| 100 |
0.9374 |
0.8905 |
0.0469 |
5.3% |
0.0039 |
0.4% |
1% |
False |
True |
10,756 |
| 120 |
0.9540 |
0.8905 |
0.0636 |
7.1% |
0.0036 |
0.4% |
1% |
False |
True |
8,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9007 |
|
2.618 |
0.8975 |
|
1.618 |
0.8956 |
|
1.000 |
0.8944 |
|
0.618 |
0.8936 |
|
HIGH |
0.8924 |
|
0.618 |
0.8917 |
|
0.500 |
0.8914 |
|
0.382 |
0.8912 |
|
LOW |
0.8905 |
|
0.618 |
0.8892 |
|
1.000 |
0.8885 |
|
1.618 |
0.8873 |
|
2.618 |
0.8853 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8914 |
0.8927 |
| PP |
0.8912 |
0.8921 |
| S1 |
0.8910 |
0.8915 |
|