CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9163 |
0.9177 |
0.0014 |
0.2% |
0.9313 |
| High |
0.9198 |
0.9210 |
0.0012 |
0.1% |
0.9321 |
| Low |
0.9161 |
0.9156 |
-0.0005 |
0.0% |
0.9156 |
| Close |
0.9174 |
0.9200 |
0.0027 |
0.3% |
0.9200 |
| Range |
0.0037 |
0.0054 |
0.0017 |
44.6% |
0.0165 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
114,905 |
132,311 |
17,406 |
15.1% |
638,002 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9328 |
0.9229 |
|
| R3 |
0.9296 |
0.9275 |
0.9215 |
|
| R2 |
0.9242 |
0.9242 |
0.9210 |
|
| R1 |
0.9221 |
0.9221 |
0.9205 |
0.9232 |
| PP |
0.9189 |
0.9189 |
0.9189 |
0.9194 |
| S1 |
0.9168 |
0.9168 |
0.9195 |
0.9178 |
| S2 |
0.9135 |
0.9135 |
0.9190 |
|
| S3 |
0.9082 |
0.9114 |
0.9185 |
|
| S4 |
0.9028 |
0.9061 |
0.9171 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9721 |
0.9625 |
0.9291 |
|
| R3 |
0.9556 |
0.9460 |
0.9245 |
|
| R2 |
0.9391 |
0.9391 |
0.9230 |
|
| R1 |
0.9295 |
0.9295 |
0.9215 |
0.9261 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9208 |
| S1 |
0.9130 |
0.9130 |
0.9185 |
0.9096 |
| S2 |
0.9061 |
0.9061 |
0.9170 |
|
| S3 |
0.8896 |
0.8965 |
0.9155 |
|
| S4 |
0.8731 |
0.8800 |
0.9109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9321 |
0.9156 |
0.0165 |
1.8% |
0.0059 |
0.6% |
27% |
False |
True |
127,600 |
| 10 |
0.9393 |
0.9156 |
0.0237 |
2.6% |
0.0048 |
0.5% |
19% |
False |
True |
113,547 |
| 20 |
0.9511 |
0.9156 |
0.0355 |
3.9% |
0.0057 |
0.6% |
12% |
False |
True |
124,618 |
| 40 |
0.9615 |
0.9156 |
0.0459 |
5.0% |
0.0063 |
0.7% |
10% |
False |
True |
108,993 |
| 60 |
0.9615 |
0.9126 |
0.0489 |
5.3% |
0.0069 |
0.7% |
15% |
False |
False |
72,825 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0067 |
0.7% |
42% |
False |
False |
54,656 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0059 |
0.6% |
42% |
False |
False |
43,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9437 |
|
2.618 |
0.9350 |
|
1.618 |
0.9296 |
|
1.000 |
0.9263 |
|
0.618 |
0.9243 |
|
HIGH |
0.9210 |
|
0.618 |
0.9189 |
|
0.500 |
0.9183 |
|
0.382 |
0.9176 |
|
LOW |
0.9156 |
|
0.618 |
0.9123 |
|
1.000 |
0.9103 |
|
1.618 |
0.9069 |
|
2.618 |
0.9016 |
|
4.250 |
0.8929 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9194 |
0.9197 |
| PP |
0.9189 |
0.9193 |
| S1 |
0.9183 |
0.9190 |
|