CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9137 |
0.9080 |
-0.0057 |
-0.6% |
0.9192 |
| High |
0.9138 |
0.9106 |
-0.0032 |
-0.4% |
0.9219 |
| Low |
0.9072 |
0.9076 |
0.0004 |
0.0% |
0.9110 |
| Close |
0.9079 |
0.9088 |
0.0009 |
0.1% |
0.9170 |
| Range |
0.0067 |
0.0031 |
-0.0036 |
-54.1% |
0.0109 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
141,680 |
120,546 |
-21,134 |
-14.9% |
532,308 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9181 |
0.9165 |
0.9104 |
|
| R3 |
0.9151 |
0.9134 |
0.9096 |
|
| R2 |
0.9120 |
0.9120 |
0.9093 |
|
| R1 |
0.9104 |
0.9104 |
0.9090 |
0.9112 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9094 |
| S1 |
0.9073 |
0.9073 |
0.9085 |
0.9082 |
| S2 |
0.9059 |
0.9059 |
0.9082 |
|
| S3 |
0.9029 |
0.9043 |
0.9079 |
|
| S4 |
0.8998 |
0.9012 |
0.9071 |
|
|
| 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 |
0.9182 |
0.9072 |
0.0111 |
1.2% |
0.0046 |
0.5% |
14% |
False |
False |
113,503 |
| 10 |
0.9229 |
0.9072 |
0.0157 |
1.7% |
0.0053 |
0.6% |
10% |
False |
False |
114,264 |
| 20 |
0.9364 |
0.9072 |
0.0292 |
3.2% |
0.0051 |
0.6% |
5% |
False |
False |
114,919 |
| 40 |
0.9615 |
0.9072 |
0.0543 |
6.0% |
0.0059 |
0.6% |
3% |
False |
False |
127,245 |
| 60 |
0.9615 |
0.9072 |
0.0543 |
6.0% |
0.0062 |
0.7% |
3% |
False |
False |
96,677 |
| 80 |
0.9615 |
0.9072 |
0.0543 |
6.0% |
0.0067 |
0.7% |
3% |
False |
False |
72,591 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0062 |
0.7% |
26% |
False |
False |
58,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9236 |
|
2.618 |
0.9186 |
|
1.618 |
0.9155 |
|
1.000 |
0.9137 |
|
0.618 |
0.9125 |
|
HIGH |
0.9106 |
|
0.618 |
0.9094 |
|
0.500 |
0.9091 |
|
0.382 |
0.9087 |
|
LOW |
0.9076 |
|
0.618 |
0.9057 |
|
1.000 |
0.9045 |
|
1.618 |
0.9026 |
|
2.618 |
0.8996 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9091 |
0.9124 |
| PP |
0.9090 |
0.9112 |
| S1 |
0.9089 |
0.9100 |
|