CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9106 |
0.9168 |
0.0062 |
0.7% |
0.9034 |
| High |
0.9191 |
0.9177 |
-0.0014 |
-0.1% |
0.9191 |
| Low |
0.9100 |
0.9125 |
0.0025 |
0.3% |
0.8992 |
| Close |
0.9162 |
0.9152 |
-0.0011 |
-0.1% |
0.9152 |
| Range |
0.0091 |
0.0053 |
-0.0038 |
-42.0% |
0.0199 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
209,314 |
159,703 |
-49,611 |
-23.7% |
868,095 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9309 |
0.9283 |
0.9180 |
|
| R3 |
0.9256 |
0.9230 |
0.9166 |
|
| R2 |
0.9204 |
0.9204 |
0.9161 |
|
| R1 |
0.9178 |
0.9178 |
0.9156 |
0.9164 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9144 |
| S1 |
0.9125 |
0.9125 |
0.9147 |
0.9112 |
| S2 |
0.9099 |
0.9099 |
0.9142 |
|
| S3 |
0.9046 |
0.9073 |
0.9137 |
|
| S4 |
0.8994 |
0.9020 |
0.9123 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9707 |
0.9628 |
0.9261 |
|
| R3 |
0.9508 |
0.9429 |
0.9206 |
|
| R2 |
0.9310 |
0.9310 |
0.9188 |
|
| R1 |
0.9231 |
0.9231 |
0.9170 |
0.9270 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9131 |
| S1 |
0.9032 |
0.9032 |
0.9133 |
0.9072 |
| S2 |
0.8913 |
0.8913 |
0.9115 |
|
| S3 |
0.8714 |
0.8834 |
0.9097 |
|
| S4 |
0.8516 |
0.8635 |
0.9042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9191 |
0.8992 |
0.0199 |
2.2% |
0.0067 |
0.7% |
80% |
False |
False |
173,619 |
| 10 |
0.9191 |
0.8992 |
0.0199 |
2.2% |
0.0058 |
0.6% |
80% |
False |
False |
148,105 |
| 20 |
0.9229 |
0.8992 |
0.0237 |
2.6% |
0.0055 |
0.6% |
67% |
False |
False |
128,582 |
| 40 |
0.9511 |
0.8992 |
0.0519 |
5.7% |
0.0056 |
0.6% |
31% |
False |
False |
126,600 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
26% |
False |
False |
115,523 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0065 |
0.7% |
26% |
False |
False |
86,764 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0065 |
0.7% |
35% |
False |
False |
69,441 |
| 120 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0058 |
0.6% |
36% |
False |
False |
57,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9400 |
|
2.618 |
0.9314 |
|
1.618 |
0.9262 |
|
1.000 |
0.9230 |
|
0.618 |
0.9209 |
|
HIGH |
0.9177 |
|
0.618 |
0.9157 |
|
0.500 |
0.9151 |
|
0.382 |
0.9145 |
|
LOW |
0.9125 |
|
0.618 |
0.9092 |
|
1.000 |
0.9072 |
|
1.618 |
0.9040 |
|
2.618 |
0.8987 |
|
4.250 |
0.8901 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9138 |
| PP |
0.9151 |
0.9124 |
| S1 |
0.9151 |
0.9110 |
|