CME Japanese Yen Future June 2018
Trading Metrics calculated at close of trading on 29-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.9168 |
0.9121 |
-0.0047 |
-0.5% |
0.9034 |
High |
0.9177 |
0.9261 |
0.0084 |
0.9% |
0.9191 |
Low |
0.9125 |
0.9118 |
-0.0007 |
-0.1% |
0.8992 |
Close |
0.9152 |
0.9249 |
0.0097 |
1.1% |
0.9152 |
Range |
0.0053 |
0.0143 |
0.0091 |
172.4% |
0.0199 |
ATR |
0.0059 |
0.0065 |
0.0006 |
10.1% |
0.0000 |
Volume |
159,703 |
324,572 |
164,869 |
103.2% |
868,095 |
|
Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9638 |
0.9586 |
0.9327 |
|
R3 |
0.9495 |
0.9443 |
0.9288 |
|
R2 |
0.9352 |
0.9352 |
0.9275 |
|
R1 |
0.9300 |
0.9300 |
0.9262 |
0.9326 |
PP |
0.9209 |
0.9209 |
0.9209 |
0.9222 |
S1 |
0.9157 |
0.9157 |
0.9235 |
0.9183 |
S2 |
0.9066 |
0.9066 |
0.9222 |
|
S3 |
0.8923 |
0.9014 |
0.9209 |
|
S4 |
0.8780 |
0.8871 |
0.9170 |
|
|
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 |
0.9261 |
0.9009 |
0.0252 |
2.7% |
0.0086 |
0.9% |
95% |
True |
False |
214,129 |
10 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0068 |
0.7% |
95% |
True |
False |
172,248 |
20 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0060 |
0.7% |
95% |
True |
False |
140,597 |
40 |
0.9507 |
0.8992 |
0.0515 |
5.6% |
0.0058 |
0.6% |
50% |
False |
False |
132,313 |
60 |
0.9615 |
0.8992 |
0.0623 |
6.7% |
0.0061 |
0.7% |
41% |
False |
False |
120,869 |
80 |
0.9615 |
0.8992 |
0.0623 |
6.7% |
0.0066 |
0.7% |
41% |
False |
False |
90,818 |
100 |
0.9615 |
0.8902 |
0.0713 |
7.7% |
0.0066 |
0.7% |
49% |
False |
False |
72,686 |
120 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0059 |
0.6% |
49% |
False |
False |
60,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9869 |
2.618 |
0.9635 |
1.618 |
0.9492 |
1.000 |
0.9404 |
0.618 |
0.9349 |
HIGH |
0.9261 |
0.618 |
0.9206 |
0.500 |
0.9190 |
0.382 |
0.9173 |
LOW |
0.9118 |
0.618 |
0.9030 |
1.000 |
0.8975 |
1.618 |
0.8887 |
2.618 |
0.8744 |
4.250 |
0.8510 |
|
|
Fisher Pivots for day following 29-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9229 |
0.9226 |
PP |
0.9209 |
0.9203 |
S1 |
0.9190 |
0.9181 |
|