CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8924 |
0.8867 |
-0.0057 |
-0.6% |
0.8940 |
| High |
0.8935 |
0.8876 |
-0.0059 |
-0.7% |
0.8949 |
| Low |
0.8863 |
0.8842 |
-0.0021 |
-0.2% |
0.8842 |
| Close |
0.8867 |
0.8854 |
-0.0013 |
-0.1% |
0.8854 |
| Range |
0.0073 |
0.0034 |
-0.0039 |
-53.1% |
0.0107 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
138,154 |
128,405 |
-9,749 |
-7.1% |
546,083 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8959 |
0.8941 |
0.8873 |
|
| R3 |
0.8925 |
0.8907 |
0.8863 |
|
| R2 |
0.8891 |
0.8891 |
0.8860 |
|
| R1 |
0.8873 |
0.8873 |
0.8857 |
0.8865 |
| PP |
0.8857 |
0.8857 |
0.8857 |
0.8854 |
| S1 |
0.8839 |
0.8839 |
0.8851 |
0.8831 |
| S2 |
0.8823 |
0.8823 |
0.8848 |
|
| S3 |
0.8789 |
0.8805 |
0.8845 |
|
| S4 |
0.8755 |
0.8771 |
0.8835 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9203 |
0.9135 |
0.8913 |
|
| R3 |
0.9096 |
0.9028 |
0.8883 |
|
| R2 |
0.8989 |
0.8989 |
0.8874 |
|
| R1 |
0.8921 |
0.8921 |
0.8864 |
0.8902 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8872 |
| S1 |
0.8814 |
0.8814 |
0.8844 |
0.8795 |
| S2 |
0.8775 |
0.8775 |
0.8834 |
|
| S3 |
0.8668 |
0.8707 |
0.8825 |
|
| S4 |
0.8561 |
0.8600 |
0.8795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8949 |
0.8842 |
0.0107 |
1.2% |
0.0040 |
0.4% |
11% |
False |
True |
109,216 |
| 10 |
0.9014 |
0.8842 |
0.0172 |
1.9% |
0.0039 |
0.4% |
7% |
False |
True |
103,886 |
| 20 |
0.9124 |
0.8842 |
0.0282 |
3.2% |
0.0044 |
0.5% |
4% |
False |
True |
72,405 |
| 40 |
0.9184 |
0.8842 |
0.0342 |
3.9% |
0.0045 |
0.5% |
4% |
False |
True |
36,533 |
| 60 |
0.9184 |
0.8842 |
0.0342 |
3.9% |
0.0045 |
0.5% |
4% |
False |
True |
24,372 |
| 80 |
0.9266 |
0.8842 |
0.0424 |
4.8% |
0.0044 |
0.5% |
3% |
False |
True |
18,285 |
| 100 |
0.9374 |
0.8842 |
0.0532 |
6.0% |
0.0040 |
0.4% |
2% |
False |
True |
14,631 |
| 120 |
0.9540 |
0.8842 |
0.0698 |
7.9% |
0.0036 |
0.4% |
2% |
False |
True |
12,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9021 |
|
2.618 |
0.8965 |
|
1.618 |
0.8931 |
|
1.000 |
0.8910 |
|
0.618 |
0.8897 |
|
HIGH |
0.8876 |
|
0.618 |
0.8863 |
|
0.500 |
0.8859 |
|
0.382 |
0.8855 |
|
LOW |
0.8842 |
|
0.618 |
0.8821 |
|
1.000 |
0.8808 |
|
1.618 |
0.8787 |
|
2.618 |
0.8753 |
|
4.250 |
0.8698 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8859 |
0.8889 |
| PP |
0.8857 |
0.8877 |
| S1 |
0.8856 |
0.8866 |
|