CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9221 |
0.9163 |
-0.0058 |
-0.6% |
0.9336 |
| High |
0.9223 |
0.9198 |
-0.0026 |
-0.3% |
0.9393 |
| Low |
0.9167 |
0.9161 |
-0.0006 |
-0.1% |
0.9304 |
| Close |
0.9176 |
0.9174 |
-0.0003 |
0.0% |
0.9328 |
| Range |
0.0057 |
0.0037 |
-0.0020 |
-34.5% |
0.0089 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
124,474 |
114,905 |
-9,569 |
-7.7% |
497,471 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9288 |
0.9268 |
0.9194 |
|
| R3 |
0.9251 |
0.9231 |
0.9184 |
|
| R2 |
0.9214 |
0.9214 |
0.9180 |
|
| R1 |
0.9194 |
0.9194 |
0.9177 |
0.9204 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9182 |
| S1 |
0.9157 |
0.9157 |
0.9170 |
0.9167 |
| S2 |
0.9140 |
0.9140 |
0.9167 |
|
| S3 |
0.9103 |
0.9120 |
0.9163 |
|
| S4 |
0.9066 |
0.9083 |
0.9153 |
|
|
| 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 |
0.9346 |
0.9161 |
0.0186 |
2.0% |
0.0057 |
0.6% |
7% |
False |
True |
124,258 |
| 10 |
0.9393 |
0.9161 |
0.0232 |
2.5% |
0.0048 |
0.5% |
6% |
False |
True |
112,327 |
| 20 |
0.9511 |
0.9161 |
0.0351 |
3.8% |
0.0057 |
0.6% |
4% |
False |
True |
124,703 |
| 40 |
0.9615 |
0.9161 |
0.0454 |
4.9% |
0.0064 |
0.7% |
3% |
False |
True |
105,731 |
| 60 |
0.9615 |
0.9126 |
0.0489 |
5.3% |
0.0069 |
0.8% |
10% |
False |
False |
70,622 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0067 |
0.7% |
38% |
False |
False |
53,003 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0059 |
0.6% |
39% |
False |
False |
42,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9355 |
|
2.618 |
0.9294 |
|
1.618 |
0.9257 |
|
1.000 |
0.9235 |
|
0.618 |
0.9220 |
|
HIGH |
0.9198 |
|
0.618 |
0.9183 |
|
0.500 |
0.9179 |
|
0.382 |
0.9175 |
|
LOW |
0.9161 |
|
0.618 |
0.9138 |
|
1.000 |
0.9124 |
|
1.618 |
0.9101 |
|
2.618 |
0.9064 |
|
4.250 |
0.9003 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9179 |
0.9202 |
| PP |
0.9177 |
0.9193 |
| S1 |
0.9175 |
0.9183 |
|