CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9345 |
0.9313 |
-0.0033 |
-0.3% |
0.9336 |
| High |
0.9346 |
0.9321 |
-0.0025 |
-0.3% |
0.9393 |
| Low |
0.9304 |
0.9227 |
-0.0077 |
-0.8% |
0.9304 |
| Close |
0.9328 |
0.9238 |
-0.0090 |
-1.0% |
0.9328 |
| Range |
0.0042 |
0.0094 |
0.0052 |
123.8% |
0.0089 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.0% |
0.0000 |
| Volume |
115,602 |
128,879 |
13,277 |
11.5% |
497,471 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9544 |
0.9485 |
0.9289 |
|
| R3 |
0.9450 |
0.9391 |
0.9263 |
|
| R2 |
0.9356 |
0.9356 |
0.9255 |
|
| R1 |
0.9297 |
0.9297 |
0.9246 |
0.9279 |
| PP |
0.9262 |
0.9262 |
0.9262 |
0.9253 |
| S1 |
0.9203 |
0.9203 |
0.9229 |
0.9185 |
| S2 |
0.9168 |
0.9168 |
0.9220 |
|
| S3 |
0.9074 |
0.9109 |
0.9212 |
|
| S4 |
0.8980 |
0.9015 |
0.9186 |
|
|
| 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 |
0.9227 |
0.0166 |
1.8% |
0.0046 |
0.5% |
6% |
False |
True |
105,353 |
| 10 |
0.9421 |
0.9227 |
0.0194 |
2.1% |
0.0052 |
0.6% |
5% |
False |
True |
116,580 |
| 20 |
0.9615 |
0.9227 |
0.0388 |
4.2% |
0.0064 |
0.7% |
3% |
False |
True |
130,430 |
| 40 |
0.9615 |
0.9227 |
0.0388 |
4.2% |
0.0066 |
0.7% |
3% |
False |
True |
96,365 |
| 60 |
0.9615 |
0.9126 |
0.0489 |
5.3% |
0.0070 |
0.8% |
23% |
False |
False |
64,351 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.7% |
0.0066 |
0.7% |
47% |
False |
False |
48,294 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0058 |
0.6% |
48% |
False |
False |
38,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9721 |
|
2.618 |
0.9567 |
|
1.618 |
0.9473 |
|
1.000 |
0.9415 |
|
0.618 |
0.9379 |
|
HIGH |
0.9321 |
|
0.618 |
0.9285 |
|
0.500 |
0.9274 |
|
0.382 |
0.9263 |
|
LOW |
0.9227 |
|
0.618 |
0.9169 |
|
1.000 |
0.9133 |
|
1.618 |
0.9075 |
|
2.618 |
0.8981 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9274 |
0.9295 |
| PP |
0.9262 |
0.9276 |
| S1 |
0.9250 |
0.9257 |
|