CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9126 |
0.9126 |
0.0000 |
0.0% |
0.9313 |
| High |
0.9149 |
0.9204 |
0.0056 |
0.6% |
0.9321 |
| Low |
0.9112 |
0.9125 |
0.0013 |
0.1% |
0.9156 |
| Close |
0.9136 |
0.9181 |
0.0045 |
0.5% |
0.9200 |
| Range |
0.0037 |
0.0080 |
0.0043 |
114.9% |
0.0165 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
2.9% |
0.0000 |
| Volume |
121,073 |
149,524 |
28,451 |
23.5% |
638,002 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9374 |
0.9225 |
|
| R3 |
0.9329 |
0.9295 |
0.9203 |
|
| R2 |
0.9249 |
0.9249 |
0.9196 |
|
| R1 |
0.9215 |
0.9215 |
0.9188 |
0.9232 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9178 |
| S1 |
0.9136 |
0.9136 |
0.9174 |
0.9153 |
| S2 |
0.9090 |
0.9090 |
0.9166 |
|
| S3 |
0.9011 |
0.9056 |
0.9159 |
|
| S4 |
0.8931 |
0.8977 |
0.9137 |
|
|
| 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 |
0.9210 |
0.9112 |
0.0098 |
1.1% |
0.0052 |
0.6% |
71% |
False |
False |
115,030 |
| 10 |
0.9346 |
0.9112 |
0.0235 |
2.6% |
0.0055 |
0.6% |
30% |
False |
False |
119,644 |
| 20 |
0.9421 |
0.9112 |
0.0309 |
3.4% |
0.0052 |
0.6% |
22% |
False |
False |
120,643 |
| 40 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0061 |
0.7% |
14% |
False |
False |
119,575 |
| 60 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0067 |
0.7% |
14% |
False |
False |
80,188 |
| 80 |
0.9615 |
0.8915 |
0.0700 |
7.6% |
0.0069 |
0.7% |
38% |
False |
False |
60,189 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0060 |
0.7% |
40% |
False |
False |
48,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9542 |
|
2.618 |
0.9412 |
|
1.618 |
0.9333 |
|
1.000 |
0.9284 |
|
0.618 |
0.9253 |
|
HIGH |
0.9204 |
|
0.618 |
0.9174 |
|
0.500 |
0.9164 |
|
0.382 |
0.9155 |
|
LOW |
0.9125 |
|
0.618 |
0.9075 |
|
1.000 |
0.9045 |
|
1.618 |
0.8996 |
|
2.618 |
0.8916 |
|
4.250 |
0.8787 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9175 |
0.9173 |
| PP |
0.9170 |
0.9166 |
| S1 |
0.9164 |
0.9158 |
|