CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9408 |
0.9371 |
-0.0037 |
-0.4% |
0.9454 |
| High |
0.9421 |
0.9416 |
-0.0005 |
0.0% |
0.9511 |
| Low |
0.9351 |
0.9365 |
0.0015 |
0.2% |
0.9345 |
| Close |
0.9372 |
0.9391 |
0.0020 |
0.2% |
0.9401 |
| Range |
0.0070 |
0.0051 |
-0.0019 |
-27.1% |
0.0166 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
147,073 |
137,015 |
-10,058 |
-6.8% |
708,969 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9544 |
0.9518 |
0.9419 |
|
| R3 |
0.9493 |
0.9467 |
0.9405 |
|
| R2 |
0.9442 |
0.9442 |
0.9400 |
|
| R1 |
0.9416 |
0.9416 |
0.9396 |
0.9429 |
| PP |
0.9391 |
0.9391 |
0.9391 |
0.9397 |
| S1 |
0.9365 |
0.9365 |
0.9386 |
0.9378 |
| S2 |
0.9340 |
0.9340 |
0.9382 |
|
| S3 |
0.9289 |
0.9314 |
0.9377 |
|
| S4 |
0.9238 |
0.9263 |
0.9363 |
|
|
| 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 |
0.9421 |
0.9345 |
0.0076 |
0.8% |
0.0060 |
0.6% |
61% |
False |
False |
142,559 |
| 10 |
0.9542 |
0.9345 |
0.0197 |
2.1% |
0.0074 |
0.8% |
23% |
False |
False |
144,484 |
| 20 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0069 |
0.7% |
17% |
False |
False |
141,353 |
| 40 |
0.9615 |
0.9270 |
0.0345 |
3.7% |
0.0073 |
0.8% |
35% |
False |
False |
74,417 |
| 60 |
0.9615 |
0.9050 |
0.0565 |
6.0% |
0.0073 |
0.8% |
60% |
False |
False |
49,684 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0063 |
0.7% |
69% |
False |
False |
37,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9633 |
|
2.618 |
0.9550 |
|
1.618 |
0.9499 |
|
1.000 |
0.9467 |
|
0.618 |
0.9448 |
|
HIGH |
0.9416 |
|
0.618 |
0.9397 |
|
0.500 |
0.9391 |
|
0.382 |
0.9384 |
|
LOW |
0.9365 |
|
0.618 |
0.9333 |
|
1.000 |
0.9314 |
|
1.618 |
0.9282 |
|
2.618 |
0.9231 |
|
4.250 |
0.9148 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9391 |
0.9389 |
| PP |
0.9391 |
0.9387 |
| S1 |
0.9391 |
0.9386 |
|