CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9132 |
0.9158 |
0.0027 |
0.3% |
0.9192 |
| High |
0.9169 |
0.9182 |
0.0013 |
0.1% |
0.9219 |
| Low |
0.9110 |
0.9147 |
0.0037 |
0.4% |
0.9110 |
| Close |
0.9164 |
0.9170 |
0.0006 |
0.1% |
0.9170 |
| Range |
0.0059 |
0.0036 |
-0.0024 |
-39.8% |
0.0109 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
132,720 |
89,423 |
-43,297 |
-32.6% |
532,308 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9273 |
0.9257 |
0.9190 |
|
| R3 |
0.9237 |
0.9221 |
0.9180 |
|
| R2 |
0.9202 |
0.9202 |
0.9177 |
|
| R1 |
0.9186 |
0.9186 |
0.9173 |
0.9194 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9170 |
| S1 |
0.9150 |
0.9150 |
0.9167 |
0.9158 |
| S2 |
0.9131 |
0.9131 |
0.9163 |
|
| S3 |
0.9095 |
0.9115 |
0.9160 |
|
| S4 |
0.9060 |
0.9079 |
0.9150 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9493 |
0.9441 |
0.9230 |
|
| R3 |
0.9384 |
0.9332 |
0.9200 |
|
| R2 |
0.9275 |
0.9275 |
0.9190 |
|
| R1 |
0.9223 |
0.9223 |
0.9180 |
0.9195 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9152 |
| S1 |
0.9114 |
0.9114 |
0.9160 |
0.9086 |
| S2 |
0.9057 |
0.9057 |
0.9150 |
|
| S3 |
0.8948 |
0.9005 |
0.9140 |
|
| S4 |
0.8839 |
0.8896 |
0.9110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9219 |
0.9110 |
0.0109 |
1.2% |
0.0053 |
0.6% |
55% |
False |
False |
106,461 |
| 10 |
0.9229 |
0.9110 |
0.0119 |
1.3% |
0.0052 |
0.6% |
51% |
False |
False |
109,058 |
| 20 |
0.9393 |
0.9110 |
0.0283 |
3.1% |
0.0050 |
0.5% |
21% |
False |
False |
111,302 |
| 40 |
0.9615 |
0.9110 |
0.0505 |
5.5% |
0.0060 |
0.7% |
12% |
False |
False |
128,628 |
| 60 |
0.9615 |
0.9110 |
0.0505 |
5.5% |
0.0064 |
0.7% |
12% |
False |
False |
90,947 |
| 80 |
0.9615 |
0.9050 |
0.0565 |
6.2% |
0.0067 |
0.7% |
21% |
False |
False |
68,276 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0061 |
0.7% |
38% |
False |
False |
54,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9333 |
|
2.618 |
0.9275 |
|
1.618 |
0.9239 |
|
1.000 |
0.9218 |
|
0.618 |
0.9204 |
|
HIGH |
0.9182 |
|
0.618 |
0.9168 |
|
0.500 |
0.9164 |
|
0.382 |
0.9160 |
|
LOW |
0.9147 |
|
0.618 |
0.9125 |
|
1.000 |
0.9111 |
|
1.618 |
0.9089 |
|
2.618 |
0.9054 |
|
4.250 |
0.8996 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9168 |
0.9165 |
| PP |
0.9166 |
0.9159 |
| S1 |
0.9164 |
0.9154 |
|