CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9358 |
0.9336 |
-0.0022 |
-0.2% |
0.9396 |
| High |
0.9365 |
0.9380 |
0.0015 |
0.2% |
0.9421 |
| Low |
0.9315 |
0.9330 |
0.0015 |
0.2% |
0.9315 |
| Close |
0.9347 |
0.9375 |
0.0029 |
0.3% |
0.9347 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0106 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
120,112 |
99,584 |
-20,528 |
-17.1% |
647,930 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9512 |
0.9494 |
0.9403 |
|
| R3 |
0.9462 |
0.9444 |
0.9389 |
|
| R2 |
0.9412 |
0.9412 |
0.9385 |
|
| R1 |
0.9394 |
0.9394 |
0.9380 |
0.9403 |
| PP |
0.9362 |
0.9362 |
0.9362 |
0.9366 |
| S1 |
0.9344 |
0.9344 |
0.9371 |
0.9353 |
| S2 |
0.9312 |
0.9312 |
0.9366 |
|
| S3 |
0.9262 |
0.9294 |
0.9362 |
|
| S4 |
0.9212 |
0.9244 |
0.9348 |
|
|
| 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% |
57% |
False |
False |
127,807 |
| 10 |
0.9507 |
0.9315 |
0.0192 |
2.0% |
0.0063 |
0.7% |
32% |
False |
False |
136,045 |
| 20 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0068 |
0.7% |
20% |
False |
False |
143,309 |
| 40 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0070 |
0.7% |
20% |
False |
False |
83,251 |
| 60 |
0.9615 |
0.9073 |
0.0542 |
5.8% |
0.0072 |
0.8% |
56% |
False |
False |
55,592 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0064 |
0.7% |
66% |
False |
False |
41,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9593 |
|
2.618 |
0.9511 |
|
1.618 |
0.9461 |
|
1.000 |
0.9430 |
|
0.618 |
0.9411 |
|
HIGH |
0.9380 |
|
0.618 |
0.9361 |
|
0.500 |
0.9355 |
|
0.382 |
0.9349 |
|
LOW |
0.9330 |
|
0.618 |
0.9299 |
|
1.000 |
0.9280 |
|
1.618 |
0.9249 |
|
2.618 |
0.9199 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9369 |
0.9371 |
| PP |
0.9362 |
0.9367 |
| S1 |
0.9355 |
0.9363 |
|