CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9158 |
0.9166 |
0.0008 |
0.1% |
0.9192 |
| High |
0.9182 |
0.9177 |
-0.0006 |
-0.1% |
0.9219 |
| Low |
0.9147 |
0.9137 |
-0.0010 |
-0.1% |
0.9110 |
| Close |
0.9170 |
0.9138 |
-0.0032 |
-0.3% |
0.9170 |
| Range |
0.0036 |
0.0040 |
0.0004 |
11.3% |
0.0109 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
89,423 |
83,149 |
-6,274 |
-7.0% |
532,308 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9269 |
0.9243 |
0.9160 |
|
| R3 |
0.9230 |
0.9204 |
0.9149 |
|
| R2 |
0.9190 |
0.9190 |
0.9145 |
|
| R1 |
0.9164 |
0.9164 |
0.9142 |
0.9157 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9147 |
| S1 |
0.9125 |
0.9125 |
0.9134 |
0.9118 |
| S2 |
0.9111 |
0.9111 |
0.9131 |
|
| S3 |
0.9072 |
0.9085 |
0.9127 |
|
| S4 |
0.9032 |
0.9046 |
0.9116 |
|
|
| 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 |
0.9212 |
0.9110 |
0.0102 |
1.1% |
0.0050 |
0.5% |
27% |
False |
False |
106,720 |
| 10 |
0.9229 |
0.9110 |
0.0119 |
1.3% |
0.0053 |
0.6% |
24% |
False |
False |
108,946 |
| 20 |
0.9393 |
0.9110 |
0.0283 |
3.1% |
0.0050 |
0.5% |
10% |
False |
False |
110,481 |
| 40 |
0.9615 |
0.9110 |
0.0505 |
5.5% |
0.0059 |
0.6% |
6% |
False |
False |
126,895 |
| 60 |
0.9615 |
0.9110 |
0.0505 |
5.5% |
0.0063 |
0.7% |
6% |
False |
False |
92,328 |
| 80 |
0.9615 |
0.9073 |
0.0542 |
5.9% |
0.0067 |
0.7% |
12% |
False |
False |
69,314 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0061 |
0.7% |
33% |
False |
False |
55,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9344 |
|
2.618 |
0.9280 |
|
1.618 |
0.9240 |
|
1.000 |
0.9216 |
|
0.618 |
0.9201 |
|
HIGH |
0.9177 |
|
0.618 |
0.9161 |
|
0.500 |
0.9157 |
|
0.382 |
0.9152 |
|
LOW |
0.9137 |
|
0.618 |
0.9113 |
|
1.000 |
0.9098 |
|
1.618 |
0.9073 |
|
2.618 |
0.9034 |
|
4.250 |
0.8969 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9157 |
0.9146 |
| PP |
0.9151 |
0.9143 |
| S1 |
0.9144 |
0.9141 |
|