CME Japanese Yen Future June 2018
Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.9041 |
0.9034 |
-0.0008 |
-0.1% |
0.9166 |
High |
0.9058 |
0.9039 |
-0.0019 |
-0.2% |
0.9177 |
Low |
0.9018 |
0.8992 |
-0.0026 |
-0.3% |
0.9018 |
Close |
0.9052 |
0.9016 |
-0.0037 |
-0.4% |
0.9052 |
Range |
0.0040 |
0.0047 |
0.0008 |
19.0% |
0.0159 |
ATR |
0.0054 |
0.0054 |
0.0000 |
0.9% |
0.0000 |
Volume |
122,419 |
122,018 |
-401 |
-0.3% |
612,964 |
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9157 |
0.9133 |
0.9041 |
|
R3 |
0.9110 |
0.9086 |
0.9028 |
|
R2 |
0.9063 |
0.9063 |
0.9024 |
|
R1 |
0.9039 |
0.9039 |
0.9020 |
0.9027 |
PP |
0.9016 |
0.9016 |
0.9016 |
0.9010 |
S1 |
0.8992 |
0.8992 |
0.9011 |
0.8980 |
S2 |
0.8969 |
0.8969 |
0.9007 |
|
S3 |
0.8922 |
0.8945 |
0.9003 |
|
S4 |
0.8875 |
0.8898 |
0.8990 |
|
|
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 |
0.9138 |
0.8992 |
0.0146 |
1.6% |
0.0050 |
0.6% |
16% |
False |
True |
130,366 |
10 |
0.9212 |
0.8992 |
0.0220 |
2.4% |
0.0050 |
0.6% |
11% |
False |
True |
118,543 |
20 |
0.9244 |
0.8992 |
0.0252 |
2.8% |
0.0051 |
0.6% |
9% |
False |
True |
116,734 |
40 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0057 |
0.6% |
4% |
False |
True |
123,582 |
60 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0061 |
0.7% |
4% |
False |
True |
103,155 |
80 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0065 |
0.7% |
4% |
False |
True |
77,447 |
100 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0063 |
0.7% |
16% |
False |
False |
61,982 |
120 |
0.9615 |
0.8894 |
0.0721 |
8.0% |
0.0057 |
0.6% |
17% |
False |
False |
51,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9239 |
2.618 |
0.9162 |
1.618 |
0.9115 |
1.000 |
0.9086 |
0.618 |
0.9068 |
HIGH |
0.9039 |
0.618 |
0.9021 |
0.500 |
0.9016 |
0.382 |
0.9010 |
LOW |
0.8992 |
0.618 |
0.8963 |
1.000 |
0.8945 |
1.618 |
0.8916 |
2.618 |
0.8869 |
4.250 |
0.8792 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9016 |
0.9047 |
PP |
0.9016 |
0.9036 |
S1 |
0.9016 |
0.9026 |
|