CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9177 |
0.9193 |
0.0016 |
0.2% |
0.9313 |
| High |
0.9210 |
0.9201 |
-0.0009 |
-0.1% |
0.9321 |
| Low |
0.9156 |
0.9164 |
0.0008 |
0.1% |
0.9156 |
| Close |
0.9200 |
0.9178 |
-0.0022 |
-0.2% |
0.9200 |
| Range |
0.0054 |
0.0037 |
-0.0017 |
-31.8% |
0.0165 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
132,311 |
84,271 |
-48,040 |
-36.3% |
638,002 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9271 |
0.9198 |
|
| R3 |
0.9254 |
0.9234 |
0.9188 |
|
| R2 |
0.9217 |
0.9217 |
0.9185 |
|
| R1 |
0.9198 |
0.9198 |
0.9181 |
0.9189 |
| PP |
0.9181 |
0.9181 |
0.9181 |
0.9177 |
| S1 |
0.9161 |
0.9161 |
0.9175 |
0.9153 |
| S2 |
0.9144 |
0.9144 |
0.9171 |
|
| S3 |
0.9108 |
0.9125 |
0.9168 |
|
| S4 |
0.9071 |
0.9088 |
0.9158 |
|
|
| 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 |
0.9244 |
0.9156 |
0.0088 |
1.0% |
0.0048 |
0.5% |
25% |
False |
False |
118,678 |
| 10 |
0.9393 |
0.9156 |
0.0237 |
2.6% |
0.0047 |
0.5% |
9% |
False |
False |
112,016 |
| 20 |
0.9507 |
0.9156 |
0.0351 |
3.8% |
0.0055 |
0.6% |
6% |
False |
False |
124,030 |
| 40 |
0.9615 |
0.9156 |
0.0459 |
5.0% |
0.0062 |
0.7% |
5% |
False |
False |
111,005 |
| 60 |
0.9615 |
0.9126 |
0.0489 |
5.3% |
0.0069 |
0.7% |
11% |
False |
False |
74,225 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0067 |
0.7% |
39% |
False |
False |
55,709 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0059 |
0.6% |
39% |
False |
False |
44,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9356 |
|
2.618 |
0.9296 |
|
1.618 |
0.9260 |
|
1.000 |
0.9237 |
|
0.618 |
0.9223 |
|
HIGH |
0.9201 |
|
0.618 |
0.9187 |
|
0.500 |
0.9182 |
|
0.382 |
0.9178 |
|
LOW |
0.9164 |
|
0.618 |
0.9141 |
|
1.000 |
0.9128 |
|
1.618 |
0.9105 |
|
2.618 |
0.9068 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9182 |
0.9183 |
| PP |
0.9181 |
0.9181 |
| S1 |
0.9179 |
0.9180 |
|