CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9021 |
0.9031 |
0.0010 |
0.1% |
0.9166 |
| High |
0.9041 |
0.9143 |
0.0102 |
1.1% |
0.9177 |
| Low |
0.9009 |
0.9030 |
0.0021 |
0.2% |
0.9018 |
| Close |
0.9023 |
0.9099 |
0.0076 |
0.8% |
0.9052 |
| Range |
0.0032 |
0.0113 |
0.0082 |
258.7% |
0.0159 |
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.1% |
0.0000 |
| Volume |
113,549 |
263,511 |
149,962 |
132.1% |
612,964 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9377 |
0.9161 |
|
| R3 |
0.9316 |
0.9264 |
0.9130 |
|
| R2 |
0.9203 |
0.9203 |
0.9120 |
|
| R1 |
0.9151 |
0.9151 |
0.9109 |
0.9177 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9103 |
| S1 |
0.9038 |
0.9038 |
0.9089 |
0.9064 |
| S2 |
0.8977 |
0.8977 |
0.9078 |
|
| S3 |
0.8864 |
0.8925 |
0.9068 |
|
| S4 |
0.8751 |
0.8812 |
0.9037 |
|
|
| 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 |
0.9143 |
0.8992 |
0.0151 |
1.7% |
0.0059 |
0.7% |
71% |
True |
False |
153,333 |
| 10 |
0.9182 |
0.8992 |
0.0190 |
2.1% |
0.0053 |
0.6% |
56% |
False |
False |
133,418 |
| 20 |
0.9229 |
0.8992 |
0.0237 |
2.6% |
0.0052 |
0.6% |
45% |
False |
False |
122,492 |
| 40 |
0.9542 |
0.8992 |
0.0550 |
6.0% |
0.0057 |
0.6% |
19% |
False |
False |
125,957 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
17% |
False |
False |
109,426 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0065 |
0.7% |
17% |
False |
False |
82,155 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0064 |
0.7% |
28% |
False |
False |
65,752 |
| 120 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0058 |
0.6% |
28% |
False |
False |
54,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9623 |
|
2.618 |
0.9438 |
|
1.618 |
0.9325 |
|
1.000 |
0.9256 |
|
0.618 |
0.9212 |
|
HIGH |
0.9143 |
|
0.618 |
0.9099 |
|
0.500 |
0.9086 |
|
0.382 |
0.9073 |
|
LOW |
0.9030 |
|
0.618 |
0.8960 |
|
1.000 |
0.8917 |
|
1.618 |
0.8847 |
|
2.618 |
0.8734 |
|
4.250 |
0.8549 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9095 |
0.9088 |
| PP |
0.9090 |
0.9078 |
| S1 |
0.9086 |
0.9067 |
|