CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9193 |
0.9175 |
-0.0018 |
-0.2% |
0.9313 |
| High |
0.9201 |
0.9180 |
-0.0021 |
-0.2% |
0.9321 |
| Low |
0.9164 |
0.9125 |
-0.0039 |
-0.4% |
0.9156 |
| Close |
0.9178 |
0.9134 |
-0.0044 |
-0.5% |
0.9200 |
| Range |
0.0037 |
0.0055 |
0.0019 |
50.7% |
0.0165 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
84,271 |
87,975 |
3,704 |
4.4% |
638,002 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9278 |
0.9164 |
|
| R3 |
0.9256 |
0.9223 |
0.9149 |
|
| R2 |
0.9201 |
0.9201 |
0.9144 |
|
| R1 |
0.9168 |
0.9168 |
0.9139 |
0.9157 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9141 |
| S1 |
0.9113 |
0.9113 |
0.9129 |
0.9102 |
| S2 |
0.9091 |
0.9091 |
0.9124 |
|
| S3 |
0.9036 |
0.9058 |
0.9119 |
|
| S4 |
0.8981 |
0.9003 |
0.9104 |
|
|
| 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 |
0.9223 |
0.9125 |
0.0098 |
1.1% |
0.0048 |
0.5% |
9% |
False |
True |
108,787 |
| 10 |
0.9381 |
0.9125 |
0.0256 |
2.8% |
0.0049 |
0.5% |
4% |
False |
True |
112,439 |
| 20 |
0.9481 |
0.9125 |
0.0356 |
3.9% |
0.0053 |
0.6% |
3% |
False |
True |
121,370 |
| 40 |
0.9615 |
0.9125 |
0.0490 |
5.4% |
0.0061 |
0.7% |
2% |
False |
True |
113,134 |
| 60 |
0.9615 |
0.9125 |
0.0490 |
5.4% |
0.0068 |
0.7% |
2% |
False |
True |
75,685 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0068 |
0.7% |
33% |
False |
False |
56,808 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0059 |
0.7% |
33% |
False |
False |
45,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9414 |
|
2.618 |
0.9324 |
|
1.618 |
0.9269 |
|
1.000 |
0.9235 |
|
0.618 |
0.9214 |
|
HIGH |
0.9180 |
|
0.618 |
0.9159 |
|
0.500 |
0.9153 |
|
0.382 |
0.9146 |
|
LOW |
0.9125 |
|
0.618 |
0.9091 |
|
1.000 |
0.9070 |
|
1.618 |
0.9036 |
|
2.618 |
0.8981 |
|
4.250 |
0.8891 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9153 |
0.9167 |
| PP |
0.9146 |
0.9156 |
| S1 |
0.9140 |
0.9145 |
|