CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9381 |
0.0009 |
0.1% |
0.9396 |
| High |
0.9393 |
0.9381 |
-0.0012 |
-0.1% |
0.9421 |
| Low |
0.9363 |
0.9347 |
-0.0016 |
-0.2% |
0.9315 |
| Close |
0.9381 |
0.9357 |
-0.0023 |
-0.2% |
0.9347 |
| Range |
0.0030 |
0.0035 |
0.0005 |
15.0% |
0.0106 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
83,736 |
89,713 |
5,977 |
7.1% |
647,930 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9465 |
0.9446 |
0.9376 |
|
| R3 |
0.9431 |
0.9411 |
0.9367 |
|
| R2 |
0.9396 |
0.9396 |
0.9364 |
|
| R1 |
0.9377 |
0.9377 |
0.9361 |
0.9369 |
| PP |
0.9362 |
0.9362 |
0.9362 |
0.9358 |
| S1 |
0.9342 |
0.9342 |
0.9354 |
0.9335 |
| S2 |
0.9327 |
0.9327 |
0.9351 |
|
| S3 |
0.9293 |
0.9308 |
0.9348 |
|
| S4 |
0.9258 |
0.9273 |
0.9339 |
|
|
| 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 |
0.9411 |
0.9315 |
0.0096 |
1.0% |
0.0046 |
0.5% |
45% |
False |
False |
105,680 |
| 10 |
0.9421 |
0.9315 |
0.0106 |
1.1% |
0.0053 |
0.6% |
40% |
False |
False |
124,119 |
| 20 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0066 |
0.7% |
14% |
False |
False |
139,571 |
| 40 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0067 |
0.7% |
14% |
False |
False |
87,556 |
| 60 |
0.9615 |
0.9074 |
0.0541 |
5.8% |
0.0072 |
0.8% |
52% |
False |
False |
58,481 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0064 |
0.7% |
64% |
False |
False |
43,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9528 |
|
2.618 |
0.9471 |
|
1.618 |
0.9437 |
|
1.000 |
0.9416 |
|
0.618 |
0.9402 |
|
HIGH |
0.9381 |
|
0.618 |
0.9368 |
|
0.500 |
0.9364 |
|
0.382 |
0.9360 |
|
LOW |
0.9347 |
|
0.618 |
0.9325 |
|
1.000 |
0.9312 |
|
1.618 |
0.9291 |
|
2.618 |
0.9256 |
|
4.250 |
0.9200 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9361 |
| PP |
0.9362 |
0.9360 |
| S1 |
0.9360 |
0.9359 |
|