CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9542 |
0.9408 |
-0.0134 |
-1.4% |
0.9489 |
| High |
0.9542 |
0.9457 |
-0.0085 |
-0.9% |
0.9614 |
| Low |
0.9393 |
0.9398 |
0.0005 |
0.0% |
0.9434 |
| Close |
0.9406 |
0.9444 |
0.0038 |
0.4% |
0.9596 |
| Range |
0.0149 |
0.0060 |
-0.0090 |
-60.1% |
0.0180 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
209,296 |
134,018 |
-75,278 |
-36.0% |
784,347 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9611 |
0.9587 |
0.9476 |
|
| R3 |
0.9552 |
0.9527 |
0.9460 |
|
| R2 |
0.9492 |
0.9492 |
0.9454 |
|
| R1 |
0.9468 |
0.9468 |
0.9449 |
0.9480 |
| PP |
0.9433 |
0.9433 |
0.9433 |
0.9439 |
| S1 |
0.9408 |
0.9408 |
0.9438 |
0.9421 |
| S2 |
0.9373 |
0.9373 |
0.9433 |
|
| S3 |
0.9314 |
0.9349 |
0.9427 |
|
| S4 |
0.9254 |
0.9289 |
0.9411 |
|
|
| 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 |
2.3% |
0.0081 |
0.9% |
23% |
False |
False |
166,251 |
| 10 |
0.9615 |
0.9393 |
0.0222 |
2.3% |
0.0073 |
0.8% |
23% |
False |
False |
156,219 |
| 20 |
0.9615 |
0.9382 |
0.0233 |
2.5% |
0.0070 |
0.7% |
26% |
False |
False |
93,369 |
| 40 |
0.9615 |
0.9126 |
0.0489 |
5.2% |
0.0075 |
0.8% |
65% |
False |
False |
46,929 |
| 60 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0071 |
0.7% |
76% |
False |
False |
31,335 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.6% |
0.0060 |
0.6% |
76% |
False |
False |
23,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9710 |
|
2.618 |
0.9613 |
|
1.618 |
0.9553 |
|
1.000 |
0.9517 |
|
0.618 |
0.9494 |
|
HIGH |
0.9457 |
|
0.618 |
0.9434 |
|
0.500 |
0.9427 |
|
0.382 |
0.9420 |
|
LOW |
0.9398 |
|
0.618 |
0.9361 |
|
1.000 |
0.9338 |
|
1.618 |
0.9301 |
|
2.618 |
0.9242 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9469 |
| PP |
0.9433 |
0.9461 |
| S1 |
0.9427 |
0.9452 |
|