CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9454 |
0.9492 |
0.0038 |
0.4% |
0.9610 |
| High |
0.9511 |
0.9507 |
-0.0005 |
0.0% |
0.9615 |
| Low |
0.9440 |
0.9421 |
-0.0019 |
-0.2% |
0.9393 |
| Close |
0.9494 |
0.9428 |
-0.0066 |
-0.7% |
0.9444 |
| Range |
0.0072 |
0.0086 |
0.0015 |
20.3% |
0.0222 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.0% |
0.0000 |
| Volume |
96,032 |
141,185 |
45,153 |
47.0% |
625,359 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9655 |
0.9475 |
|
| R3 |
0.9624 |
0.9569 |
0.9451 |
|
| R2 |
0.9538 |
0.9538 |
0.9443 |
|
| R1 |
0.9483 |
0.9483 |
0.9435 |
0.9467 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9444 |
| S1 |
0.9397 |
0.9397 |
0.9420 |
0.9381 |
| S2 |
0.9366 |
0.9366 |
0.9412 |
|
| S3 |
0.9280 |
0.9311 |
0.9404 |
|
| S4 |
0.9194 |
0.9225 |
0.9380 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0017 |
0.9565 |
|
| R3 |
0.9927 |
0.9796 |
0.9504 |
|
| R2 |
0.9705 |
0.9705 |
0.9484 |
|
| R1 |
0.9574 |
0.9574 |
0.9464 |
0.9529 |
| PP |
0.9484 |
0.9484 |
0.9484 |
0.9461 |
| S1 |
0.9353 |
0.9353 |
0.9423 |
0.9308 |
| S2 |
0.9262 |
0.9262 |
0.9403 |
|
| S3 |
0.9041 |
0.9131 |
0.9383 |
|
| S4 |
0.8819 |
0.8910 |
0.9322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9546 |
0.9393 |
0.0153 |
1.6% |
0.0084 |
0.9% |
23% |
False |
False |
144,299 |
| 10 |
0.9615 |
0.9393 |
0.0222 |
2.3% |
0.0077 |
0.8% |
16% |
False |
False |
151,987 |
| 20 |
0.9615 |
0.9382 |
0.0233 |
2.5% |
0.0069 |
0.7% |
20% |
False |
False |
104,898 |
| 40 |
0.9615 |
0.9144 |
0.0471 |
5.0% |
0.0075 |
0.8% |
60% |
False |
False |
52,843 |
| 60 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0072 |
0.8% |
74% |
False |
False |
35,287 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.6% |
0.0061 |
0.6% |
74% |
False |
False |
26,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9872 |
|
2.618 |
0.9732 |
|
1.618 |
0.9646 |
|
1.000 |
0.9593 |
|
0.618 |
0.9560 |
|
HIGH |
0.9507 |
|
0.618 |
0.9474 |
|
0.500 |
0.9464 |
|
0.382 |
0.9453 |
|
LOW |
0.9421 |
|
0.618 |
0.9367 |
|
1.000 |
0.9335 |
|
1.618 |
0.9281 |
|
2.618 |
0.9195 |
|
4.250 |
0.9055 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9464 |
0.9454 |
| PP |
0.9452 |
0.9445 |
| S1 |
0.9440 |
0.9436 |
|