CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9083 |
0.9041 |
-0.0042 |
-0.5% |
0.9166 |
| High |
0.9102 |
0.9058 |
-0.0044 |
-0.5% |
0.9177 |
| Low |
0.9036 |
0.9018 |
-0.0018 |
-0.2% |
0.9018 |
| Close |
0.9046 |
0.9052 |
0.0007 |
0.1% |
0.9052 |
| Range |
0.0066 |
0.0040 |
-0.0026 |
-39.7% |
0.0159 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
145,170 |
122,419 |
-22,751 |
-15.7% |
612,964 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9161 |
0.9146 |
0.9074 |
|
| R3 |
0.9122 |
0.9107 |
0.9063 |
|
| R2 |
0.9082 |
0.9082 |
0.9059 |
|
| R1 |
0.9067 |
0.9067 |
0.9056 |
0.9075 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9046 |
| S1 |
0.9028 |
0.9028 |
0.9048 |
0.9035 |
| S2 |
0.9003 |
0.9003 |
0.9045 |
|
| S3 |
0.8964 |
0.8988 |
0.9041 |
|
| S4 |
0.8924 |
0.8949 |
0.9030 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9558 |
0.9463 |
0.9139 |
|
| R3 |
0.9399 |
0.9305 |
0.9096 |
|
| R2 |
0.9241 |
0.9241 |
0.9081 |
|
| R1 |
0.9146 |
0.9146 |
0.9067 |
0.9114 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9066 |
| S1 |
0.8988 |
0.8988 |
0.9037 |
0.8956 |
| S2 |
0.8924 |
0.8924 |
0.9023 |
|
| S3 |
0.8765 |
0.8829 |
0.9008 |
|
| S4 |
0.8607 |
0.8671 |
0.8965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9177 |
0.9018 |
0.0159 |
1.8% |
0.0048 |
0.5% |
21% |
False |
True |
122,592 |
| 10 |
0.9219 |
0.9018 |
0.0201 |
2.2% |
0.0050 |
0.6% |
17% |
False |
True |
114,527 |
| 20 |
0.9321 |
0.9018 |
0.0303 |
3.3% |
0.0053 |
0.6% |
11% |
False |
True |
117,077 |
| 40 |
0.9615 |
0.9018 |
0.0597 |
6.6% |
0.0058 |
0.6% |
6% |
False |
True |
125,679 |
| 60 |
0.9615 |
0.9018 |
0.0597 |
6.6% |
0.0061 |
0.7% |
6% |
False |
True |
101,127 |
| 80 |
0.9615 |
0.9018 |
0.0597 |
6.6% |
0.0066 |
0.7% |
6% |
False |
True |
75,929 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0063 |
0.7% |
21% |
False |
False |
60,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9225 |
|
2.618 |
0.9161 |
|
1.618 |
0.9121 |
|
1.000 |
0.9097 |
|
0.618 |
0.9082 |
|
HIGH |
0.9058 |
|
0.618 |
0.9042 |
|
0.500 |
0.9038 |
|
0.382 |
0.9033 |
|
LOW |
0.9018 |
|
0.618 |
0.8994 |
|
1.000 |
0.8979 |
|
1.618 |
0.8954 |
|
2.618 |
0.8915 |
|
4.250 |
0.8850 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9047 |
0.9062 |
| PP |
0.9043 |
0.9059 |
| S1 |
0.9038 |
0.9055 |
|