CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9396 |
0.9408 |
0.0012 |
0.1% |
0.9454 |
| High |
0.9420 |
0.9421 |
0.0001 |
0.0% |
0.9511 |
| Low |
0.9369 |
0.9351 |
-0.0019 |
-0.2% |
0.9345 |
| Close |
0.9406 |
0.9372 |
-0.0034 |
-0.4% |
0.9401 |
| Range |
0.0051 |
0.0070 |
0.0019 |
37.3% |
0.0166 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
108,475 |
147,073 |
38,598 |
35.6% |
708,969 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9551 |
0.9410 |
|
| R3 |
0.9521 |
0.9481 |
0.9391 |
|
| R2 |
0.9451 |
0.9451 |
0.9384 |
|
| R1 |
0.9411 |
0.9411 |
0.9378 |
0.9396 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9373 |
| S1 |
0.9341 |
0.9341 |
0.9365 |
0.9326 |
| S2 |
0.9311 |
0.9311 |
0.9359 |
|
| S3 |
0.9241 |
0.9271 |
0.9352 |
|
| S4 |
0.9171 |
0.9201 |
0.9333 |
|
|
| 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 |
0.9481 |
0.9345 |
0.0136 |
1.5% |
0.0065 |
0.7% |
19% |
False |
False |
145,460 |
| 10 |
0.9546 |
0.9345 |
0.0201 |
2.1% |
0.0074 |
0.8% |
13% |
False |
False |
144,879 |
| 20 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0071 |
0.8% |
10% |
False |
False |
136,308 |
| 40 |
0.9615 |
0.9270 |
0.0345 |
3.7% |
0.0072 |
0.8% |
29% |
False |
False |
70,995 |
| 60 |
0.9615 |
0.9035 |
0.0580 |
6.2% |
0.0073 |
0.8% |
58% |
False |
False |
47,403 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0063 |
0.7% |
66% |
False |
False |
35,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9718 |
|
2.618 |
0.9604 |
|
1.618 |
0.9534 |
|
1.000 |
0.9491 |
|
0.618 |
0.9464 |
|
HIGH |
0.9421 |
|
0.618 |
0.9394 |
|
0.500 |
0.9386 |
|
0.382 |
0.9377 |
|
LOW |
0.9351 |
|
0.618 |
0.9307 |
|
1.000 |
0.9281 |
|
1.618 |
0.9237 |
|
2.618 |
0.9167 |
|
4.250 |
0.9053 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9386 |
0.9384 |
| PP |
0.9381 |
0.9380 |
| S1 |
0.9376 |
0.9376 |
|