CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9403 |
0.9358 |
-0.0045 |
-0.5% |
0.9396 |
| High |
0.9411 |
0.9365 |
-0.0046 |
-0.5% |
0.9421 |
| Low |
0.9346 |
0.9315 |
-0.0031 |
-0.3% |
0.9315 |
| Close |
0.9365 |
0.9347 |
-0.0019 |
-0.2% |
0.9347 |
| Range |
0.0065 |
0.0050 |
-0.0015 |
-22.5% |
0.0106 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
135,255 |
120,112 |
-15,143 |
-11.2% |
647,930 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9469 |
0.9374 |
|
| R3 |
0.9442 |
0.9419 |
0.9360 |
|
| R2 |
0.9392 |
0.9392 |
0.9356 |
|
| R1 |
0.9369 |
0.9369 |
0.9351 |
0.9356 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9335 |
| S1 |
0.9319 |
0.9319 |
0.9342 |
0.9306 |
| S2 |
0.9292 |
0.9292 |
0.9337 |
|
| S3 |
0.9242 |
0.9269 |
0.9333 |
|
| S4 |
0.9192 |
0.9219 |
0.9319 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9677 |
0.9617 |
0.9405 |
|
| R3 |
0.9572 |
0.9512 |
0.9376 |
|
| R2 |
0.9466 |
0.9466 |
0.9366 |
|
| R1 |
0.9406 |
0.9406 |
0.9356 |
0.9384 |
| PP |
0.9361 |
0.9361 |
0.9361 |
0.9349 |
| S1 |
0.9301 |
0.9301 |
0.9337 |
0.9278 |
| S2 |
0.9255 |
0.9255 |
0.9327 |
|
| S3 |
0.9150 |
0.9195 |
0.9317 |
|
| S4 |
0.9044 |
0.9090 |
0.9288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9421 |
0.9315 |
0.0106 |
1.1% |
0.0057 |
0.6% |
30% |
False |
True |
129,586 |
| 10 |
0.9511 |
0.9315 |
0.0196 |
2.1% |
0.0065 |
0.7% |
16% |
False |
True |
135,689 |
| 20 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0069 |
0.7% |
11% |
False |
True |
145,954 |
| 40 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0070 |
0.8% |
11% |
False |
True |
80,770 |
| 60 |
0.9615 |
0.9050 |
0.0565 |
6.0% |
0.0072 |
0.8% |
53% |
False |
False |
53,934 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0064 |
0.7% |
62% |
False |
False |
40,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9496 |
|
1.618 |
0.9446 |
|
1.000 |
0.9415 |
|
0.618 |
0.9396 |
|
HIGH |
0.9365 |
|
0.618 |
0.9346 |
|
0.500 |
0.9340 |
|
0.382 |
0.9334 |
|
LOW |
0.9315 |
|
0.618 |
0.9284 |
|
1.000 |
0.9265 |
|
1.618 |
0.9234 |
|
2.618 |
0.9184 |
|
4.250 |
0.9103 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9344 |
0.9366 |
| PP |
0.9342 |
0.9359 |
| S1 |
0.9340 |
0.9353 |
|