CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8843 |
0.8820 |
-0.0023 |
-0.3% |
0.8940 |
| High |
0.8845 |
0.8856 |
0.0011 |
0.1% |
0.8949 |
| Low |
0.8815 |
0.8818 |
0.0003 |
0.0% |
0.8842 |
| Close |
0.8822 |
0.8844 |
0.0023 |
0.3% |
0.8854 |
| Range |
0.0030 |
0.0038 |
0.0008 |
26.7% |
0.0107 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
102,298 |
122,332 |
20,034 |
19.6% |
546,083 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8953 |
0.8937 |
0.8865 |
|
| R3 |
0.8915 |
0.8899 |
0.8854 |
|
| R2 |
0.8877 |
0.8877 |
0.8851 |
|
| R1 |
0.8861 |
0.8861 |
0.8847 |
0.8869 |
| PP |
0.8839 |
0.8839 |
0.8839 |
0.8843 |
| S1 |
0.8823 |
0.8823 |
0.8841 |
0.8831 |
| S2 |
0.8801 |
0.8801 |
0.8837 |
|
| S3 |
0.8763 |
0.8785 |
0.8834 |
|
| S4 |
0.8725 |
0.8747 |
0.8823 |
|
|
| 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 |
0.8935 |
0.8815 |
0.0121 |
1.4% |
0.0043 |
0.5% |
24% |
False |
False |
122,430 |
| 10 |
0.8981 |
0.8815 |
0.0166 |
1.9% |
0.0037 |
0.4% |
18% |
False |
False |
107,405 |
| 20 |
0.9124 |
0.8815 |
0.0309 |
3.5% |
0.0043 |
0.5% |
10% |
False |
False |
83,288 |
| 40 |
0.9184 |
0.8815 |
0.0370 |
4.2% |
0.0045 |
0.5% |
8% |
False |
False |
42,145 |
| 60 |
0.9184 |
0.8815 |
0.0370 |
4.2% |
0.0045 |
0.5% |
8% |
False |
False |
28,115 |
| 80 |
0.9264 |
0.8815 |
0.0450 |
5.1% |
0.0043 |
0.5% |
7% |
False |
False |
21,093 |
| 100 |
0.9374 |
0.8815 |
0.0559 |
6.3% |
0.0040 |
0.5% |
5% |
False |
False |
16,876 |
| 120 |
0.9515 |
0.8815 |
0.0700 |
7.9% |
0.0037 |
0.4% |
4% |
False |
False |
14,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9017 |
|
2.618 |
0.8955 |
|
1.618 |
0.8917 |
|
1.000 |
0.8894 |
|
0.618 |
0.8879 |
|
HIGH |
0.8856 |
|
0.618 |
0.8841 |
|
0.500 |
0.8837 |
|
0.382 |
0.8832 |
|
LOW |
0.8818 |
|
0.618 |
0.8794 |
|
1.000 |
0.8780 |
|
1.618 |
0.8756 |
|
2.618 |
0.8718 |
|
4.250 |
0.8656 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8842 |
0.8845 |
| PP |
0.8839 |
0.8845 |
| S1 |
0.8837 |
0.8844 |
|