CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9536 |
0.9542 |
0.0006 |
0.1% |
0.9489 |
| High |
0.9546 |
0.9542 |
-0.0004 |
0.0% |
0.9614 |
| Low |
0.9494 |
0.9393 |
-0.0101 |
-1.1% |
0.9434 |
| Close |
0.9528 |
0.9406 |
-0.0122 |
-1.3% |
0.9596 |
| Range |
0.0052 |
0.0149 |
0.0097 |
189.3% |
0.0180 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
7.8% |
0.0000 |
| Volume |
140,964 |
209,296 |
68,332 |
48.5% |
784,347 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9894 |
0.9799 |
0.9487 |
|
| R3 |
0.9745 |
0.9650 |
0.9446 |
|
| R2 |
0.9596 |
0.9596 |
0.9433 |
|
| R1 |
0.9501 |
0.9501 |
0.9419 |
0.9474 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9433 |
| S1 |
0.9352 |
0.9352 |
0.9392 |
0.9325 |
| S2 |
0.9298 |
0.9298 |
0.9378 |
|
| S3 |
0.9149 |
0.9203 |
0.9365 |
|
| S4 |
0.9000 |
0.9054 |
0.9324 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0088 |
1.0022 |
0.9695 |
|
| R3 |
0.9908 |
0.9842 |
0.9645 |
|
| R2 |
0.9728 |
0.9728 |
0.9629 |
|
| R1 |
0.9662 |
0.9662 |
0.9612 |
0.9695 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9564 |
| S1 |
0.9482 |
0.9482 |
0.9579 |
0.9515 |
| S2 |
0.9368 |
0.9368 |
0.9563 |
|
| S3 |
0.9188 |
0.9302 |
0.9546 |
|
| S4 |
0.9008 |
0.9122 |
0.9497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9615 |
0.9393 |
0.0222 |
2.4% |
0.0084 |
0.9% |
6% |
False |
True |
181,045 |
| 10 |
0.9615 |
0.9393 |
0.0222 |
2.4% |
0.0073 |
0.8% |
6% |
False |
True |
150,514 |
| 20 |
0.9615 |
0.9382 |
0.0233 |
2.5% |
0.0072 |
0.8% |
10% |
False |
False |
86,758 |
| 40 |
0.9615 |
0.9126 |
0.0489 |
5.2% |
0.0075 |
0.8% |
57% |
False |
False |
43,581 |
| 60 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0070 |
0.7% |
71% |
False |
False |
29,103 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.7% |
0.0060 |
0.6% |
71% |
False |
False |
21,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0175 |
|
2.618 |
0.9932 |
|
1.618 |
0.9783 |
|
1.000 |
0.9691 |
|
0.618 |
0.9634 |
|
HIGH |
0.9542 |
|
0.618 |
0.9485 |
|
0.500 |
0.9468 |
|
0.382 |
0.9450 |
|
LOW |
0.9393 |
|
0.618 |
0.9301 |
|
1.000 |
0.9244 |
|
1.618 |
0.9152 |
|
2.618 |
0.9003 |
|
4.250 |
0.8760 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9468 |
0.9504 |
| PP |
0.9447 |
0.9471 |
| S1 |
0.9426 |
0.9438 |
|