CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9137 |
-0.0029 |
-0.3% |
0.9192 |
| High |
0.9177 |
0.9138 |
-0.0039 |
-0.4% |
0.9219 |
| Low |
0.9137 |
0.9072 |
-0.0066 |
-0.7% |
0.9110 |
| Close |
0.9138 |
0.9079 |
-0.0059 |
-0.6% |
0.9170 |
| Range |
0.0040 |
0.0067 |
0.0027 |
68.4% |
0.0109 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
83,149 |
141,680 |
58,531 |
70.4% |
532,308 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9254 |
0.9116 |
|
| R3 |
0.9229 |
0.9187 |
0.9097 |
|
| R2 |
0.9163 |
0.9163 |
0.9091 |
|
| R1 |
0.9121 |
0.9121 |
0.9085 |
0.9109 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9090 |
| S1 |
0.9054 |
0.9054 |
0.9073 |
0.9042 |
| S2 |
0.9030 |
0.9030 |
0.9067 |
|
| S3 |
0.8963 |
0.8988 |
0.9061 |
|
| S4 |
0.8897 |
0.8921 |
0.9042 |
|
|
| 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 |
0.9197 |
0.9072 |
0.0126 |
1.4% |
0.0054 |
0.6% |
6% |
False |
True |
112,063 |
| 10 |
0.9229 |
0.9072 |
0.0157 |
1.7% |
0.0054 |
0.6% |
5% |
False |
True |
114,316 |
| 20 |
0.9381 |
0.9072 |
0.0310 |
3.4% |
0.0052 |
0.6% |
2% |
False |
True |
113,378 |
| 40 |
0.9615 |
0.9072 |
0.0543 |
6.0% |
0.0059 |
0.7% |
1% |
False |
True |
127,261 |
| 60 |
0.9615 |
0.9072 |
0.0543 |
6.0% |
0.0063 |
0.7% |
1% |
False |
True |
94,685 |
| 80 |
0.9615 |
0.9072 |
0.0543 |
6.0% |
0.0067 |
0.7% |
1% |
False |
True |
71,085 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0062 |
0.7% |
25% |
False |
False |
56,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9312 |
|
1.618 |
0.9246 |
|
1.000 |
0.9205 |
|
0.618 |
0.9179 |
|
HIGH |
0.9138 |
|
0.618 |
0.9113 |
|
0.500 |
0.9105 |
|
0.382 |
0.9097 |
|
LOW |
0.9072 |
|
0.618 |
0.9030 |
|
1.000 |
0.9005 |
|
1.618 |
0.8964 |
|
2.618 |
0.8897 |
|
4.250 |
0.8789 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9105 |
0.9127 |
| PP |
0.9096 |
0.9111 |
| S1 |
0.9088 |
0.9095 |
|