CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9413 |
0.9350 |
-0.0063 |
-0.7% |
0.9454 |
| High |
0.9414 |
0.9408 |
-0.0007 |
-0.1% |
0.9511 |
| Low |
0.9345 |
0.9348 |
0.0003 |
0.0% |
0.9345 |
| Close |
0.9350 |
0.9401 |
0.0051 |
0.5% |
0.9401 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.0% |
0.0166 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
133,614 |
186,618 |
53,004 |
39.7% |
708,969 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9543 |
0.9434 |
|
| R3 |
0.9505 |
0.9483 |
0.9418 |
|
| R2 |
0.9445 |
0.9445 |
0.9412 |
|
| R1 |
0.9423 |
0.9423 |
0.9407 |
0.9434 |
| PP |
0.9385 |
0.9385 |
0.9385 |
0.9391 |
| S1 |
0.9363 |
0.9363 |
0.9396 |
0.9374 |
| S2 |
0.9325 |
0.9325 |
0.9390 |
|
| S3 |
0.9265 |
0.9303 |
0.9385 |
|
| S4 |
0.9205 |
0.9243 |
0.9368 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9917 |
0.9825 |
0.9492 |
|
| R3 |
0.9751 |
0.9659 |
0.9447 |
|
| R2 |
0.9585 |
0.9585 |
0.9431 |
|
| R1 |
0.9493 |
0.9493 |
0.9416 |
0.9456 |
| PP |
0.9419 |
0.9419 |
0.9419 |
0.9401 |
| S1 |
0.9327 |
0.9327 |
0.9386 |
0.9290 |
| S2 |
0.9253 |
0.9253 |
0.9371 |
|
| S3 |
0.9087 |
0.9161 |
0.9355 |
|
| S4 |
0.8921 |
0.8995 |
0.9310 |
|
|
| 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% |
34% |
False |
False |
141,793 |
| 10 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0077 |
0.8% |
21% |
False |
False |
154,022 |
| 20 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0072 |
0.8% |
21% |
False |
False |
127,288 |
| 40 |
0.9615 |
0.9187 |
0.0428 |
4.5% |
0.0074 |
0.8% |
50% |
False |
False |
64,623 |
| 60 |
0.9615 |
0.8949 |
0.0666 |
7.1% |
0.0074 |
0.8% |
68% |
False |
False |
43,147 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.7% |
0.0062 |
0.7% |
70% |
False |
False |
32,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9663 |
|
2.618 |
0.9565 |
|
1.618 |
0.9505 |
|
1.000 |
0.9468 |
|
0.618 |
0.9445 |
|
HIGH |
0.9408 |
|
0.618 |
0.9385 |
|
0.500 |
0.9378 |
|
0.382 |
0.9370 |
|
LOW |
0.9348 |
|
0.618 |
0.9310 |
|
1.000 |
0.9288 |
|
1.618 |
0.9250 |
|
2.618 |
0.9190 |
|
4.250 |
0.9093 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9393 |
0.9413 |
| PP |
0.9385 |
0.9409 |
| S1 |
0.9378 |
0.9405 |
|