CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8920 |
0.8907 |
-0.0013 |
-0.1% |
0.8984 |
| High |
0.8924 |
0.8932 |
0.0008 |
0.1% |
0.9014 |
| Low |
0.8905 |
0.8892 |
-0.0013 |
-0.1% |
0.8914 |
| Close |
0.8908 |
0.8916 |
0.0008 |
0.1% |
0.8941 |
| Range |
0.0020 |
0.0040 |
0.0021 |
105.1% |
0.0100 |
| ATR |
0.0043 |
0.0042 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
84,425 |
120,965 |
36,540 |
43.3% |
492,782 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9033 |
0.9015 |
0.8938 |
|
| R3 |
0.8993 |
0.8975 |
0.8927 |
|
| R2 |
0.8953 |
0.8953 |
0.8923 |
|
| R1 |
0.8935 |
0.8935 |
0.8920 |
0.8944 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8918 |
| S1 |
0.8895 |
0.8895 |
0.8912 |
0.8904 |
| S2 |
0.8873 |
0.8873 |
0.8909 |
|
| S3 |
0.8833 |
0.8855 |
0.8905 |
|
| S4 |
0.8793 |
0.8815 |
0.8894 |
|
|
| 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 |
0.8892 |
0.0089 |
1.0% |
0.0034 |
0.4% |
27% |
False |
True |
99,430 |
| 10 |
0.9055 |
0.8892 |
0.0163 |
1.8% |
0.0039 |
0.4% |
15% |
False |
True |
100,329 |
| 20 |
0.9124 |
0.8892 |
0.0232 |
2.6% |
0.0045 |
0.5% |
10% |
False |
True |
59,288 |
| 40 |
0.9184 |
0.8892 |
0.0292 |
3.3% |
0.0044 |
0.5% |
8% |
False |
True |
29,875 |
| 60 |
0.9184 |
0.8892 |
0.0292 |
3.3% |
0.0045 |
0.5% |
8% |
False |
True |
19,929 |
| 80 |
0.9266 |
0.8892 |
0.0374 |
4.2% |
0.0043 |
0.5% |
6% |
False |
True |
14,953 |
| 100 |
0.9374 |
0.8892 |
0.0482 |
5.4% |
0.0039 |
0.4% |
5% |
False |
True |
11,966 |
| 120 |
0.9540 |
0.8892 |
0.0648 |
7.3% |
0.0036 |
0.4% |
4% |
False |
True |
9,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9102 |
|
2.618 |
0.9037 |
|
1.618 |
0.8997 |
|
1.000 |
0.8972 |
|
0.618 |
0.8957 |
|
HIGH |
0.8932 |
|
0.618 |
0.8917 |
|
0.500 |
0.8912 |
|
0.382 |
0.8907 |
|
LOW |
0.8892 |
|
0.618 |
0.8867 |
|
1.000 |
0.8852 |
|
1.618 |
0.8827 |
|
2.618 |
0.8787 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8915 |
0.8921 |
| PP |
0.8913 |
0.8919 |
| S1 |
0.8912 |
0.8918 |
|