CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9190 |
0.9132 |
-0.0059 |
-0.6% |
0.9193 |
| High |
0.9197 |
0.9169 |
-0.0028 |
-0.3% |
0.9229 |
| Low |
0.9127 |
0.9110 |
-0.0017 |
-0.2% |
0.9112 |
| Close |
0.9138 |
0.9164 |
0.0026 |
0.3% |
0.9189 |
| Range |
0.0070 |
0.0059 |
-0.0011 |
-15.7% |
0.0117 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.2% |
0.0000 |
| Volume |
113,344 |
132,720 |
19,376 |
17.1% |
558,276 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9303 |
0.9196 |
|
| R3 |
0.9266 |
0.9244 |
0.9180 |
|
| R2 |
0.9207 |
0.9207 |
0.9175 |
|
| R1 |
0.9185 |
0.9185 |
0.9169 |
0.9196 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9153 |
| S1 |
0.9126 |
0.9126 |
0.9159 |
0.9137 |
| S2 |
0.9089 |
0.9089 |
0.9153 |
|
| S3 |
0.9030 |
0.9067 |
0.9148 |
|
| S4 |
0.8971 |
0.9008 |
0.9132 |
|
|
| 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 |
0.9110 |
0.0119 |
1.3% |
0.0056 |
0.6% |
46% |
False |
True |
111,663 |
| 10 |
0.9229 |
0.9110 |
0.0119 |
1.3% |
0.0054 |
0.6% |
46% |
False |
True |
113,347 |
| 20 |
0.9393 |
0.9110 |
0.0283 |
3.1% |
0.0051 |
0.6% |
19% |
False |
True |
112,837 |
| 40 |
0.9615 |
0.9110 |
0.0505 |
5.5% |
0.0060 |
0.7% |
11% |
False |
True |
128,317 |
| 60 |
0.9615 |
0.9110 |
0.0505 |
5.5% |
0.0065 |
0.7% |
11% |
False |
True |
89,465 |
| 80 |
0.9615 |
0.9050 |
0.0565 |
6.2% |
0.0067 |
0.7% |
20% |
False |
False |
67,160 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0061 |
0.7% |
37% |
False |
False |
53,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9420 |
|
2.618 |
0.9323 |
|
1.618 |
0.9264 |
|
1.000 |
0.9228 |
|
0.618 |
0.9205 |
|
HIGH |
0.9169 |
|
0.618 |
0.9146 |
|
0.500 |
0.9140 |
|
0.382 |
0.9133 |
|
LOW |
0.9110 |
|
0.618 |
0.9074 |
|
1.000 |
0.9051 |
|
1.618 |
0.9015 |
|
2.618 |
0.8956 |
|
4.250 |
0.8859 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9163 |
| PP |
0.9148 |
0.9162 |
| S1 |
0.9140 |
0.9161 |
|