CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.9021 |
-0.0013 |
-0.1% |
0.9166 |
| High |
0.9039 |
0.9041 |
0.0002 |
0.0% |
0.9177 |
| Low |
0.8992 |
0.9009 |
0.0017 |
0.2% |
0.9018 |
| Close |
0.9016 |
0.9023 |
0.0008 |
0.1% |
0.9052 |
| Range |
0.0047 |
0.0032 |
-0.0016 |
-33.0% |
0.0159 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
122,018 |
113,549 |
-8,469 |
-6.9% |
612,964 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9119 |
0.9103 |
0.9041 |
|
| R3 |
0.9087 |
0.9071 |
0.9032 |
|
| R2 |
0.9056 |
0.9056 |
0.9029 |
|
| R1 |
0.9040 |
0.9040 |
0.9026 |
0.9048 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9028 |
| S1 |
0.9008 |
0.9008 |
0.9021 |
0.9016 |
| S2 |
0.8993 |
0.8993 |
0.9018 |
|
| S3 |
0.8961 |
0.8977 |
0.9015 |
|
| S4 |
0.8930 |
0.8945 |
0.9006 |
|
|
| 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 |
0.9106 |
0.8992 |
0.0114 |
1.3% |
0.0043 |
0.5% |
28% |
False |
False |
124,740 |
| 10 |
0.9197 |
0.8992 |
0.0205 |
2.3% |
0.0048 |
0.5% |
15% |
False |
False |
118,401 |
| 20 |
0.9229 |
0.8992 |
0.0237 |
2.6% |
0.0050 |
0.5% |
13% |
False |
False |
115,540 |
| 40 |
0.9546 |
0.8992 |
0.0554 |
6.1% |
0.0056 |
0.6% |
6% |
False |
False |
122,894 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0060 |
0.7% |
5% |
False |
False |
105,043 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0064 |
0.7% |
5% |
False |
False |
78,864 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0063 |
0.7% |
17% |
False |
False |
63,117 |
| 120 |
0.9615 |
0.8894 |
0.0721 |
8.0% |
0.0057 |
0.6% |
18% |
False |
False |
52,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9123 |
|
1.618 |
0.9091 |
|
1.000 |
0.9072 |
|
0.618 |
0.9060 |
|
HIGH |
0.9041 |
|
0.618 |
0.9028 |
|
0.500 |
0.9025 |
|
0.382 |
0.9021 |
|
LOW |
0.9009 |
|
0.618 |
0.8990 |
|
1.000 |
0.8978 |
|
1.618 |
0.8958 |
|
2.618 |
0.8927 |
|
4.250 |
0.8875 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9025 |
| PP |
0.9024 |
0.9024 |
| S1 |
0.9024 |
0.9024 |
|