CME Japanese Yen Future June 2018
Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.9193 |
0.9201 |
0.0009 |
0.1% |
0.9121 |
High |
0.9235 |
0.9206 |
-0.0029 |
-0.3% |
0.9261 |
Low |
0.9183 |
0.9121 |
-0.0062 |
-0.7% |
0.9118 |
Close |
0.9215 |
0.9140 |
-0.0076 |
-0.8% |
0.9140 |
Range |
0.0053 |
0.0085 |
0.0033 |
61.9% |
0.0143 |
ATR |
0.0065 |
0.0067 |
0.0002 |
3.3% |
0.0000 |
Volume |
172,307 |
151,743 |
-20,564 |
-11.9% |
852,207 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9411 |
0.9360 |
0.9186 |
|
R3 |
0.9326 |
0.9275 |
0.9163 |
|
R2 |
0.9241 |
0.9241 |
0.9155 |
|
R1 |
0.9190 |
0.9190 |
0.9147 |
0.9173 |
PP |
0.9156 |
0.9156 |
0.9156 |
0.9147 |
S1 |
0.9105 |
0.9105 |
0.9132 |
0.9088 |
S2 |
0.9071 |
0.9071 |
0.9124 |
|
S3 |
0.8986 |
0.9020 |
0.9116 |
|
S4 |
0.8901 |
0.8935 |
0.9093 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9602 |
0.9514 |
0.9218 |
|
R3 |
0.9459 |
0.9371 |
0.9179 |
|
R2 |
0.9316 |
0.9316 |
0.9166 |
|
R1 |
0.9228 |
0.9228 |
0.9153 |
0.9272 |
PP |
0.9173 |
0.9173 |
0.9173 |
0.9195 |
S1 |
0.9085 |
0.9085 |
0.9126 |
0.9129 |
S2 |
0.9030 |
0.9030 |
0.9113 |
|
S3 |
0.8887 |
0.8942 |
0.9100 |
|
S4 |
0.8744 |
0.8799 |
0.9061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9261 |
0.9118 |
0.0143 |
1.6% |
0.0079 |
0.9% |
15% |
False |
False |
202,382 |
10 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0072 |
0.8% |
55% |
False |
False |
184,272 |
20 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0062 |
0.7% |
55% |
False |
False |
149,050 |
40 |
0.9421 |
0.8992 |
0.0429 |
4.7% |
0.0057 |
0.6% |
34% |
False |
False |
134,846 |
60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
24% |
False |
False |
129,400 |
80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0065 |
0.7% |
24% |
False |
False |
97,403 |
100 |
0.9615 |
0.8915 |
0.0700 |
7.7% |
0.0067 |
0.7% |
32% |
False |
False |
77,961 |
120 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0060 |
0.7% |
34% |
False |
False |
64,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9567 |
2.618 |
0.9429 |
1.618 |
0.9344 |
1.000 |
0.9291 |
0.618 |
0.9259 |
HIGH |
0.9206 |
0.618 |
0.9174 |
0.500 |
0.9164 |
0.382 |
0.9153 |
LOW |
0.9121 |
0.618 |
0.9068 |
1.000 |
0.9036 |
1.618 |
0.8983 |
2.618 |
0.8898 |
4.250 |
0.8760 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9164 |
0.9180 |
PP |
0.9156 |
0.9167 |
S1 |
0.9148 |
0.9153 |
|