CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9201 |
0.9141 |
-0.0060 |
-0.7% |
0.9121 |
| High |
0.9206 |
0.9151 |
-0.0056 |
-0.6% |
0.9261 |
| Low |
0.9121 |
0.9111 |
-0.0010 |
-0.1% |
0.9118 |
| Close |
0.9140 |
0.9120 |
-0.0020 |
-0.2% |
0.9140 |
| Range |
0.0085 |
0.0040 |
-0.0046 |
-53.5% |
0.0143 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
151,743 |
93,477 |
-58,266 |
-38.4% |
852,207 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9222 |
0.9141 |
|
| R3 |
0.9206 |
0.9183 |
0.9130 |
|
| R2 |
0.9167 |
0.9167 |
0.9127 |
|
| R1 |
0.9143 |
0.9143 |
0.9123 |
0.9135 |
| PP |
0.9127 |
0.9127 |
0.9127 |
0.9123 |
| S1 |
0.9104 |
0.9104 |
0.9116 |
0.9096 |
| S2 |
0.9088 |
0.9088 |
0.9112 |
|
| S3 |
0.9048 |
0.9064 |
0.9109 |
|
| S4 |
0.9009 |
0.9025 |
0.9098 |
|
|
| 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 |
0.9111 |
0.0150 |
1.6% |
0.0076 |
0.8% |
6% |
False |
True |
189,136 |
| 10 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0072 |
0.8% |
47% |
False |
False |
181,377 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0061 |
0.7% |
47% |
False |
False |
147,952 |
| 40 |
0.9421 |
0.8992 |
0.0429 |
4.7% |
0.0056 |
0.6% |
30% |
False |
False |
132,518 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
20% |
False |
False |
130,775 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0065 |
0.7% |
20% |
False |
False |
98,570 |
| 100 |
0.9615 |
0.8949 |
0.0666 |
7.3% |
0.0067 |
0.7% |
26% |
False |
False |
78,896 |
| 120 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0060 |
0.7% |
31% |
False |
False |
65,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9318 |
|
2.618 |
0.9254 |
|
1.618 |
0.9214 |
|
1.000 |
0.9190 |
|
0.618 |
0.9175 |
|
HIGH |
0.9151 |
|
0.618 |
0.9135 |
|
0.500 |
0.9131 |
|
0.382 |
0.9126 |
|
LOW |
0.9111 |
|
0.618 |
0.9087 |
|
1.000 |
0.9072 |
|
1.618 |
0.9047 |
|
2.618 |
0.9008 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9131 |
0.9173 |
| PP |
0.9127 |
0.9155 |
| S1 |
0.9123 |
0.9137 |
|