CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9429 |
0.9413 |
-0.0017 |
-0.2% |
0.9610 |
| High |
0.9481 |
0.9414 |
-0.0067 |
-0.7% |
0.9615 |
| Low |
0.9405 |
0.9345 |
-0.0060 |
-0.6% |
0.9393 |
| Close |
0.9415 |
0.9350 |
-0.0065 |
-0.7% |
0.9444 |
| Range |
0.0077 |
0.0069 |
-0.0008 |
-9.8% |
0.0222 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
151,520 |
133,614 |
-17,906 |
-11.8% |
625,359 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9577 |
0.9532 |
0.9388 |
|
| R3 |
0.9508 |
0.9463 |
0.9369 |
|
| R2 |
0.9439 |
0.9439 |
0.9363 |
|
| R1 |
0.9394 |
0.9394 |
0.9356 |
0.9382 |
| PP |
0.9370 |
0.9370 |
0.9370 |
0.9364 |
| S1 |
0.9325 |
0.9325 |
0.9344 |
0.9313 |
| S2 |
0.9301 |
0.9301 |
0.9337 |
|
| S3 |
0.9232 |
0.9256 |
0.9331 |
|
| S4 |
0.9163 |
0.9187 |
0.9312 |
|
|
| 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 |
0.9511 |
0.9345 |
0.0166 |
1.8% |
0.0073 |
0.8% |
3% |
False |
True |
131,273 |
| 10 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0078 |
0.8% |
2% |
False |
True |
156,159 |
| 20 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0071 |
0.8% |
2% |
False |
True |
118,506 |
| 40 |
0.9615 |
0.9187 |
0.0428 |
4.6% |
0.0074 |
0.8% |
38% |
False |
False |
59,960 |
| 60 |
0.9615 |
0.8915 |
0.0700 |
7.5% |
0.0074 |
0.8% |
62% |
False |
False |
40,038 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.7% |
0.0062 |
0.7% |
63% |
False |
False |
30,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9707 |
|
2.618 |
0.9595 |
|
1.618 |
0.9526 |
|
1.000 |
0.9483 |
|
0.618 |
0.9457 |
|
HIGH |
0.9414 |
|
0.618 |
0.9388 |
|
0.500 |
0.9380 |
|
0.382 |
0.9371 |
|
LOW |
0.9345 |
|
0.618 |
0.9302 |
|
1.000 |
0.9276 |
|
1.618 |
0.9233 |
|
2.618 |
0.9164 |
|
4.250 |
0.9052 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9380 |
0.9426 |
| PP |
0.9370 |
0.9401 |
| S1 |
0.9360 |
0.9375 |
|