CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9336 |
0.9372 |
0.0036 |
0.4% |
0.9396 |
| High |
0.9380 |
0.9393 |
0.0013 |
0.1% |
0.9421 |
| Low |
0.9330 |
0.9363 |
0.0033 |
0.3% |
0.9315 |
| Close |
0.9375 |
0.9381 |
0.0005 |
0.1% |
0.9347 |
| Range |
0.0050 |
0.0030 |
-0.0020 |
-40.0% |
0.0106 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
99,584 |
83,736 |
-15,848 |
-15.9% |
647,930 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9455 |
0.9397 |
|
| R3 |
0.9439 |
0.9425 |
0.9389 |
|
| R2 |
0.9409 |
0.9409 |
0.9386 |
|
| R1 |
0.9395 |
0.9395 |
0.9383 |
0.9402 |
| PP |
0.9379 |
0.9379 |
0.9379 |
0.9382 |
| S1 |
0.9365 |
0.9365 |
0.9378 |
0.9372 |
| S2 |
0.9349 |
0.9349 |
0.9375 |
|
| S3 |
0.9319 |
0.9335 |
0.9372 |
|
| S4 |
0.9289 |
0.9305 |
0.9364 |
|
|
| 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 |
0.9416 |
0.9315 |
0.0101 |
1.1% |
0.0049 |
0.5% |
65% |
False |
False |
115,140 |
| 10 |
0.9481 |
0.9315 |
0.0166 |
1.8% |
0.0057 |
0.6% |
39% |
False |
False |
130,300 |
| 20 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0067 |
0.7% |
22% |
False |
False |
141,143 |
| 40 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0069 |
0.7% |
22% |
False |
False |
85,338 |
| 60 |
0.9615 |
0.9073 |
0.0542 |
5.8% |
0.0072 |
0.8% |
57% |
False |
False |
56,987 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0064 |
0.7% |
67% |
False |
False |
42,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9520 |
|
2.618 |
0.9471 |
|
1.618 |
0.9441 |
|
1.000 |
0.9423 |
|
0.618 |
0.9411 |
|
HIGH |
0.9393 |
|
0.618 |
0.9381 |
|
0.500 |
0.9378 |
|
0.382 |
0.9374 |
|
LOW |
0.9363 |
|
0.618 |
0.9344 |
|
1.000 |
0.9333 |
|
1.618 |
0.9314 |
|
2.618 |
0.9284 |
|
4.250 |
0.9235 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9380 |
0.9372 |
| PP |
0.9379 |
0.9363 |
| S1 |
0.9378 |
0.9354 |
|