CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9371 |
0.9403 |
0.0032 |
0.3% |
0.9454 |
| High |
0.9416 |
0.9411 |
-0.0006 |
-0.1% |
0.9511 |
| Low |
0.9365 |
0.9346 |
-0.0019 |
-0.2% |
0.9345 |
| Close |
0.9391 |
0.9365 |
-0.0026 |
-0.3% |
0.9401 |
| Range |
0.0051 |
0.0065 |
0.0014 |
26.5% |
0.0166 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
137,015 |
135,255 |
-1,760 |
-1.3% |
708,969 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9567 |
0.9531 |
0.9400 |
|
| R3 |
0.9503 |
0.9466 |
0.9383 |
|
| R2 |
0.9438 |
0.9438 |
0.9377 |
|
| R1 |
0.9402 |
0.9402 |
0.9371 |
0.9388 |
| PP |
0.9374 |
0.9374 |
0.9374 |
0.9367 |
| S1 |
0.9337 |
0.9337 |
0.9359 |
0.9323 |
| S2 |
0.9309 |
0.9309 |
0.9353 |
|
| S3 |
0.9245 |
0.9273 |
0.9347 |
|
| S4 |
0.9180 |
0.9208 |
0.9330 |
|
|
| 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 |
0.9346 |
0.0075 |
0.8% |
0.0059 |
0.6% |
26% |
False |
True |
142,887 |
| 10 |
0.9511 |
0.9345 |
0.0166 |
1.8% |
0.0066 |
0.7% |
12% |
False |
False |
137,080 |
| 20 |
0.9615 |
0.9345 |
0.0270 |
2.9% |
0.0070 |
0.7% |
7% |
False |
False |
143,797 |
| 40 |
0.9615 |
0.9343 |
0.0272 |
2.9% |
0.0072 |
0.8% |
8% |
False |
False |
77,779 |
| 60 |
0.9615 |
0.9050 |
0.0565 |
6.0% |
0.0073 |
0.8% |
56% |
False |
False |
51,934 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0063 |
0.7% |
65% |
False |
False |
38,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9685 |
|
2.618 |
0.9579 |
|
1.618 |
0.9515 |
|
1.000 |
0.9475 |
|
0.618 |
0.9450 |
|
HIGH |
0.9411 |
|
0.618 |
0.9386 |
|
0.500 |
0.9378 |
|
0.382 |
0.9371 |
|
LOW |
0.9346 |
|
0.618 |
0.9306 |
|
1.000 |
0.9282 |
|
1.618 |
0.9242 |
|
2.618 |
0.9177 |
|
4.250 |
0.9072 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9378 |
0.9383 |
| PP |
0.9374 |
0.9377 |
| S1 |
0.9369 |
0.9371 |
|