CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9492 |
0.9429 |
-0.0063 |
-0.7% |
0.9610 |
| High |
0.9507 |
0.9481 |
-0.0026 |
-0.3% |
0.9615 |
| Low |
0.9421 |
0.9405 |
-0.0016 |
-0.2% |
0.9393 |
| Close |
0.9428 |
0.9415 |
-0.0013 |
-0.1% |
0.9444 |
| Range |
0.0086 |
0.0077 |
-0.0010 |
-11.0% |
0.0222 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.1% |
0.0000 |
| Volume |
141,185 |
151,520 |
10,335 |
7.3% |
625,359 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9663 |
0.9615 |
0.9457 |
|
| R3 |
0.9586 |
0.9539 |
0.9436 |
|
| R2 |
0.9510 |
0.9510 |
0.9429 |
|
| R1 |
0.9462 |
0.9462 |
0.9422 |
0.9448 |
| PP |
0.9433 |
0.9433 |
0.9433 |
0.9426 |
| S1 |
0.9386 |
0.9386 |
0.9407 |
0.9371 |
| S2 |
0.9357 |
0.9357 |
0.9400 |
|
| S3 |
0.9280 |
0.9309 |
0.9393 |
|
| S4 |
0.9204 |
0.9233 |
0.9372 |
|
|
| 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 |
0.9542 |
0.9393 |
0.0149 |
1.6% |
0.0089 |
0.9% |
14% |
False |
False |
146,410 |
| 10 |
0.9615 |
0.9393 |
0.0222 |
2.4% |
0.0078 |
0.8% |
10% |
False |
False |
155,022 |
| 20 |
0.9615 |
0.9382 |
0.0233 |
2.5% |
0.0071 |
0.7% |
14% |
False |
False |
112,299 |
| 40 |
0.9615 |
0.9187 |
0.0428 |
4.5% |
0.0075 |
0.8% |
53% |
False |
False |
56,625 |
| 60 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0073 |
0.8% |
72% |
False |
False |
37,811 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.7% |
0.0062 |
0.7% |
72% |
False |
False |
28,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9806 |
|
2.618 |
0.9681 |
|
1.618 |
0.9605 |
|
1.000 |
0.9558 |
|
0.618 |
0.9528 |
|
HIGH |
0.9481 |
|
0.618 |
0.9452 |
|
0.500 |
0.9443 |
|
0.382 |
0.9434 |
|
LOW |
0.9405 |
|
0.618 |
0.9357 |
|
1.000 |
0.9328 |
|
1.618 |
0.9281 |
|
2.618 |
0.9204 |
|
4.250 |
0.9079 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9443 |
0.9458 |
| PP |
0.9433 |
0.9443 |
| S1 |
0.9424 |
0.9429 |
|