CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9126 |
0.9184 |
0.0058 |
0.6% |
0.9193 |
| High |
0.9204 |
0.9229 |
0.0025 |
0.3% |
0.9229 |
| Low |
0.9125 |
0.9175 |
0.0051 |
0.6% |
0.9112 |
| Close |
0.9181 |
0.9189 |
0.0008 |
0.1% |
0.9189 |
| Range |
0.0080 |
0.0054 |
-0.0026 |
-32.7% |
0.0117 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
149,524 |
115,433 |
-34,091 |
-22.8% |
558,276 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9358 |
0.9327 |
0.9218 |
|
| R3 |
0.9304 |
0.9273 |
0.9203 |
|
| R2 |
0.9251 |
0.9251 |
0.9198 |
|
| R1 |
0.9220 |
0.9220 |
0.9193 |
0.9235 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9205 |
| S1 |
0.9166 |
0.9166 |
0.9184 |
0.9182 |
| S2 |
0.9144 |
0.9144 |
0.9179 |
|
| S3 |
0.9090 |
0.9113 |
0.9174 |
|
| S4 |
0.9037 |
0.9059 |
0.9159 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9527 |
0.9475 |
0.9253 |
|
| R3 |
0.9410 |
0.9358 |
0.9221 |
|
| R2 |
0.9293 |
0.9293 |
0.9210 |
|
| R1 |
0.9241 |
0.9241 |
0.9199 |
0.9209 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9160 |
| S1 |
0.9124 |
0.9124 |
0.9178 |
0.9092 |
| S2 |
0.9059 |
0.9059 |
0.9167 |
|
| S3 |
0.8942 |
0.9007 |
0.9156 |
|
| S4 |
0.8825 |
0.8890 |
0.9124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9229 |
0.9112 |
0.0117 |
1.3% |
0.0052 |
0.6% |
66% |
True |
False |
111,655 |
| 10 |
0.9321 |
0.9112 |
0.0210 |
2.3% |
0.0056 |
0.6% |
37% |
False |
False |
119,627 |
| 20 |
0.9421 |
0.9112 |
0.0309 |
3.4% |
0.0052 |
0.6% |
25% |
False |
False |
117,083 |
| 40 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0062 |
0.7% |
15% |
False |
False |
122,186 |
| 60 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0066 |
0.7% |
15% |
False |
False |
82,110 |
| 80 |
0.9615 |
0.8949 |
0.0666 |
7.2% |
0.0068 |
0.7% |
36% |
False |
False |
61,631 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0060 |
0.7% |
41% |
False |
False |
49,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9456 |
|
2.618 |
0.9369 |
|
1.618 |
0.9315 |
|
1.000 |
0.9282 |
|
0.618 |
0.9262 |
|
HIGH |
0.9229 |
|
0.618 |
0.9208 |
|
0.500 |
0.9202 |
|
0.382 |
0.9195 |
|
LOW |
0.9175 |
|
0.618 |
0.9142 |
|
1.000 |
0.9122 |
|
1.618 |
0.9088 |
|
2.618 |
0.9035 |
|
4.250 |
0.8948 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9202 |
0.9182 |
| PP |
0.9197 |
0.9176 |
| S1 |
0.9193 |
0.9170 |
|