CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9350 |
0.9396 |
0.0046 |
0.5% |
0.9454 |
| High |
0.9408 |
0.9420 |
0.0013 |
0.1% |
0.9511 |
| Low |
0.9348 |
0.9369 |
0.0022 |
0.2% |
0.9345 |
| Close |
0.9401 |
0.9406 |
0.0005 |
0.0% |
0.9401 |
| Range |
0.0060 |
0.0051 |
-0.0009 |
-15.0% |
0.0166 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
186,618 |
108,475 |
-78,143 |
-41.9% |
708,969 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9551 |
0.9529 |
0.9434 |
|
| R3 |
0.9500 |
0.9478 |
0.9420 |
|
| R2 |
0.9449 |
0.9449 |
0.9415 |
|
| R1 |
0.9427 |
0.9427 |
0.9410 |
0.9438 |
| PP |
0.9398 |
0.9398 |
0.9398 |
0.9404 |
| S1 |
0.9376 |
0.9376 |
0.9401 |
0.9387 |
| S2 |
0.9347 |
0.9347 |
0.9396 |
|
| S3 |
0.9296 |
0.9325 |
0.9391 |
|
| S4 |
0.9245 |
0.9274 |
0.9377 |
|
|
| 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 |
0.9507 |
0.9345 |
0.0162 |
1.7% |
0.0069 |
0.7% |
37% |
False |
False |
144,282 |
| 10 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0075 |
0.8% |
22% |
False |
False |
144,280 |
| 20 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0071 |
0.8% |
22% |
False |
False |
131,902 |
| 40 |
0.9615 |
0.9228 |
0.0387 |
4.1% |
0.0073 |
0.8% |
46% |
False |
False |
67,330 |
| 60 |
0.9615 |
0.9021 |
0.0594 |
6.3% |
0.0073 |
0.8% |
65% |
False |
False |
44,954 |
| 80 |
0.9615 |
0.8898 |
0.0717 |
7.6% |
0.0063 |
0.7% |
71% |
False |
False |
33,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9637 |
|
2.618 |
0.9554 |
|
1.618 |
0.9503 |
|
1.000 |
0.9471 |
|
0.618 |
0.9452 |
|
HIGH |
0.9420 |
|
0.618 |
0.9401 |
|
0.500 |
0.9395 |
|
0.382 |
0.9388 |
|
LOW |
0.9369 |
|
0.618 |
0.9337 |
|
1.000 |
0.9318 |
|
1.618 |
0.9286 |
|
2.618 |
0.9235 |
|
4.250 |
0.9152 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9402 |
0.9398 |
| PP |
0.9398 |
0.9390 |
| S1 |
0.9395 |
0.9383 |
|