CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9141 |
0.9112 |
-0.0029 |
-0.3% |
0.9121 |
| High |
0.9151 |
0.9142 |
-0.0009 |
-0.1% |
0.9261 |
| Low |
0.9111 |
0.9098 |
-0.0014 |
-0.1% |
0.9118 |
| Close |
0.9120 |
0.9118 |
-0.0002 |
0.0% |
0.9140 |
| Range |
0.0040 |
0.0044 |
0.0005 |
11.4% |
0.0143 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
93,477 |
114,277 |
20,800 |
22.3% |
852,207 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9251 |
0.9229 |
0.9142 |
|
| R3 |
0.9207 |
0.9185 |
0.9130 |
|
| R2 |
0.9163 |
0.9163 |
0.9126 |
|
| R1 |
0.9141 |
0.9141 |
0.9122 |
0.9152 |
| PP |
0.9119 |
0.9119 |
0.9119 |
0.9125 |
| S1 |
0.9097 |
0.9097 |
0.9114 |
0.9108 |
| S2 |
0.9075 |
0.9075 |
0.9110 |
|
| S3 |
0.9031 |
0.9053 |
0.9106 |
|
| S4 |
0.8987 |
0.9009 |
0.9094 |
|
|
| 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 |
0.9240 |
0.9098 |
0.0142 |
1.6% |
0.0056 |
0.6% |
14% |
False |
True |
147,077 |
| 10 |
0.9261 |
0.9009 |
0.0252 |
2.8% |
0.0071 |
0.8% |
43% |
False |
False |
180,603 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
3.0% |
0.0060 |
0.7% |
47% |
False |
False |
149,573 |
| 40 |
0.9421 |
0.8992 |
0.0429 |
4.7% |
0.0056 |
0.6% |
29% |
False |
False |
132,663 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
20% |
False |
False |
132,409 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0064 |
0.7% |
20% |
False |
False |
99,996 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0066 |
0.7% |
20% |
False |
False |
80,038 |
| 120 |
0.9615 |
0.8898 |
0.0717 |
7.9% |
0.0060 |
0.7% |
31% |
False |
False |
66,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9329 |
|
2.618 |
0.9257 |
|
1.618 |
0.9213 |
|
1.000 |
0.9186 |
|
0.618 |
0.9169 |
|
HIGH |
0.9142 |
|
0.618 |
0.9125 |
|
0.500 |
0.9120 |
|
0.382 |
0.9114 |
|
LOW |
0.9098 |
|
0.618 |
0.9070 |
|
1.000 |
0.9054 |
|
1.618 |
0.9026 |
|
2.618 |
0.8982 |
|
4.250 |
0.8911 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9120 |
0.9152 |
| PP |
0.9119 |
0.9141 |
| S1 |
0.9119 |
0.9129 |
|