CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9381 |
0.9362 |
-0.0019 |
-0.2% |
0.9396 |
| High |
0.9381 |
0.9364 |
-0.0018 |
-0.2% |
0.9421 |
| Low |
0.9347 |
0.9334 |
-0.0013 |
-0.1% |
0.9315 |
| Close |
0.9357 |
0.9344 |
-0.0013 |
-0.1% |
0.9347 |
| Range |
0.0035 |
0.0030 |
-0.0005 |
-14.5% |
0.0106 |
| ATR |
0.0063 |
0.0060 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
89,713 |
108,836 |
19,123 |
21.3% |
647,930 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9436 |
0.9419 |
0.9360 |
|
| R3 |
0.9406 |
0.9390 |
0.9352 |
|
| R2 |
0.9377 |
0.9377 |
0.9349 |
|
| R1 |
0.9360 |
0.9360 |
0.9347 |
0.9354 |
| PP |
0.9347 |
0.9347 |
0.9347 |
0.9344 |
| S1 |
0.9331 |
0.9331 |
0.9341 |
0.9324 |
| S2 |
0.9318 |
0.9318 |
0.9339 |
|
| S3 |
0.9288 |
0.9301 |
0.9336 |
|
| S4 |
0.9259 |
0.9272 |
0.9328 |
|
|
| 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 |
0.9393 |
0.9315 |
0.0078 |
0.8% |
0.0039 |
0.4% |
37% |
False |
False |
100,396 |
| 10 |
0.9421 |
0.9315 |
0.0106 |
1.1% |
0.0049 |
0.5% |
27% |
False |
False |
121,641 |
| 20 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0064 |
0.7% |
10% |
False |
False |
138,900 |
| 40 |
0.9615 |
0.9315 |
0.0300 |
3.2% |
0.0066 |
0.7% |
10% |
False |
False |
90,270 |
| 60 |
0.9615 |
0.9126 |
0.0489 |
5.2% |
0.0071 |
0.8% |
45% |
False |
False |
60,290 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0064 |
0.7% |
62% |
False |
False |
45,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9489 |
|
2.618 |
0.9441 |
|
1.618 |
0.9411 |
|
1.000 |
0.9393 |
|
0.618 |
0.9382 |
|
HIGH |
0.9364 |
|
0.618 |
0.9352 |
|
0.500 |
0.9349 |
|
0.382 |
0.9345 |
|
LOW |
0.9334 |
|
0.618 |
0.9316 |
|
1.000 |
0.9305 |
|
1.618 |
0.9286 |
|
2.618 |
0.9257 |
|
4.250 |
0.9209 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9349 |
0.9363 |
| PP |
0.9347 |
0.9357 |
| S1 |
0.9346 |
0.9350 |
|