CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9083 |
-0.0029 |
-0.3% |
0.9121 |
| High |
0.9114 |
0.9140 |
0.0026 |
0.3% |
0.9261 |
| Low |
0.9076 |
0.9078 |
0.0002 |
0.0% |
0.9118 |
| Close |
0.9082 |
0.9119 |
0.0037 |
0.4% |
0.9140 |
| Range |
0.0039 |
0.0062 |
0.0024 |
61.0% |
0.0143 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
113,075 |
129,380 |
16,305 |
14.4% |
852,207 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9271 |
0.9153 |
|
| R3 |
0.9236 |
0.9209 |
0.9136 |
|
| R2 |
0.9174 |
0.9174 |
0.9130 |
|
| R1 |
0.9147 |
0.9147 |
0.9125 |
0.9160 |
| PP |
0.9112 |
0.9112 |
0.9112 |
0.9119 |
| S1 |
0.9085 |
0.9085 |
0.9113 |
0.9098 |
| S2 |
0.9050 |
0.9050 |
0.9108 |
|
| S3 |
0.8988 |
0.9023 |
0.9102 |
|
| S4 |
0.8926 |
0.8961 |
0.9085 |
|
|
| 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 |
0.9206 |
0.9076 |
0.0131 |
1.4% |
0.0054 |
0.6% |
33% |
False |
False |
120,390 |
| 10 |
0.9261 |
0.9076 |
0.0186 |
2.0% |
0.0067 |
0.7% |
23% |
False |
False |
167,143 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0060 |
0.7% |
47% |
False |
False |
150,280 |
| 40 |
0.9411 |
0.8992 |
0.0419 |
4.6% |
0.0056 |
0.6% |
30% |
False |
False |
131,622 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0060 |
0.7% |
20% |
False |
False |
134,866 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0064 |
0.7% |
20% |
False |
False |
103,019 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0066 |
0.7% |
20% |
False |
False |
82,459 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0061 |
0.7% |
31% |
False |
False |
68,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9403 |
|
2.618 |
0.9302 |
|
1.618 |
0.9240 |
|
1.000 |
0.9202 |
|
0.618 |
0.9178 |
|
HIGH |
0.9140 |
|
0.618 |
0.9116 |
|
0.500 |
0.9109 |
|
0.382 |
0.9101 |
|
LOW |
0.9078 |
|
0.618 |
0.9039 |
|
1.000 |
0.9016 |
|
1.618 |
0.8977 |
|
2.618 |
0.8915 |
|
4.250 |
0.8814 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9116 |
| PP |
0.9112 |
0.9112 |
| S1 |
0.9109 |
0.9109 |
|