CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9362 |
0.9345 |
-0.0017 |
-0.2% |
0.9336 |
| High |
0.9364 |
0.9346 |
-0.0018 |
-0.2% |
0.9393 |
| Low |
0.9334 |
0.9304 |
-0.0030 |
-0.3% |
0.9304 |
| Close |
0.9344 |
0.9328 |
-0.0017 |
-0.2% |
0.9328 |
| Range |
0.0030 |
0.0042 |
0.0013 |
42.4% |
0.0089 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
108,836 |
115,602 |
6,766 |
6.2% |
497,471 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9432 |
0.9351 |
|
| R3 |
0.9410 |
0.9390 |
0.9339 |
|
| R2 |
0.9368 |
0.9368 |
0.9335 |
|
| R1 |
0.9348 |
0.9348 |
0.9331 |
0.9337 |
| PP |
0.9326 |
0.9326 |
0.9326 |
0.9320 |
| S1 |
0.9306 |
0.9306 |
0.9324 |
0.9295 |
| S2 |
0.9284 |
0.9284 |
0.9320 |
|
| S3 |
0.9242 |
0.9264 |
0.9316 |
|
| S4 |
0.9200 |
0.9222 |
0.9304 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9556 |
0.9376 |
|
| R3 |
0.9518 |
0.9467 |
0.9352 |
|
| R2 |
0.9430 |
0.9430 |
0.9344 |
|
| R1 |
0.9379 |
0.9379 |
0.9336 |
0.9360 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9332 |
| S1 |
0.9290 |
0.9290 |
0.9319 |
0.9272 |
| S2 |
0.9253 |
0.9253 |
0.9311 |
|
| S3 |
0.9164 |
0.9202 |
0.9303 |
|
| S4 |
0.9076 |
0.9113 |
0.9279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9393 |
0.9304 |
0.0089 |
0.9% |
0.0037 |
0.4% |
27% |
False |
True |
99,494 |
| 10 |
0.9421 |
0.9304 |
0.0117 |
1.2% |
0.0047 |
0.5% |
20% |
False |
True |
114,540 |
| 20 |
0.9615 |
0.9304 |
0.0311 |
3.3% |
0.0062 |
0.7% |
8% |
False |
True |
134,281 |
| 40 |
0.9615 |
0.9304 |
0.0311 |
3.3% |
0.0065 |
0.7% |
8% |
False |
True |
93,152 |
| 60 |
0.9615 |
0.9126 |
0.0489 |
5.2% |
0.0070 |
0.8% |
41% |
False |
False |
62,214 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.6% |
0.0065 |
0.7% |
60% |
False |
False |
46,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9525 |
|
2.618 |
0.9456 |
|
1.618 |
0.9414 |
|
1.000 |
0.9388 |
|
0.618 |
0.9372 |
|
HIGH |
0.9346 |
|
0.618 |
0.9330 |
|
0.500 |
0.9325 |
|
0.382 |
0.9320 |
|
LOW |
0.9304 |
|
0.618 |
0.9278 |
|
1.000 |
0.9262 |
|
1.618 |
0.9236 |
|
2.618 |
0.9194 |
|
4.250 |
0.9126 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9327 |
0.9343 |
| PP |
0.9326 |
0.9338 |
| S1 |
0.9325 |
0.9333 |
|