CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9083 |
0.9120 |
0.0037 |
0.4% |
0.9141 |
| High |
0.9140 |
0.9162 |
0.0023 |
0.2% |
0.9162 |
| Low |
0.9078 |
0.9107 |
0.0030 |
0.3% |
0.9076 |
| Close |
0.9119 |
0.9138 |
0.0019 |
0.2% |
0.9138 |
| Range |
0.0062 |
0.0055 |
-0.0007 |
-11.3% |
0.0087 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
129,380 |
132,632 |
3,252 |
2.5% |
582,841 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9301 |
0.9275 |
0.9169 |
|
| R3 |
0.9246 |
0.9220 |
0.9154 |
|
| R2 |
0.9191 |
0.9191 |
0.9149 |
|
| R1 |
0.9165 |
0.9165 |
0.9144 |
0.9178 |
| PP |
0.9136 |
0.9136 |
0.9136 |
0.9142 |
| S1 |
0.9110 |
0.9110 |
0.9133 |
0.9123 |
| S2 |
0.9081 |
0.9081 |
0.9128 |
|
| S3 |
0.9026 |
0.9055 |
0.9123 |
|
| S4 |
0.8971 |
0.9000 |
0.9108 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9348 |
0.9186 |
|
| R3 |
0.9298 |
0.9262 |
0.9162 |
|
| R2 |
0.9212 |
0.9212 |
0.9154 |
|
| R1 |
0.9175 |
0.9175 |
0.9146 |
0.9150 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9113 |
| S1 |
0.9089 |
0.9089 |
0.9131 |
0.9064 |
| S2 |
0.9039 |
0.9039 |
0.9123 |
|
| S3 |
0.8952 |
0.9002 |
0.9115 |
|
| S4 |
0.8866 |
0.8916 |
0.9091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9162 |
0.9076 |
0.0087 |
0.9% |
0.0048 |
0.5% |
73% |
True |
False |
116,568 |
| 10 |
0.9261 |
0.9076 |
0.0186 |
2.0% |
0.0063 |
0.7% |
34% |
False |
False |
159,475 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0060 |
0.7% |
54% |
False |
False |
150,276 |
| 40 |
0.9393 |
0.8992 |
0.0401 |
4.4% |
0.0055 |
0.6% |
37% |
False |
False |
131,556 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0060 |
0.7% |
24% |
False |
False |
135,637 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0063 |
0.7% |
24% |
False |
False |
104,667 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0066 |
0.7% |
24% |
False |
False |
83,783 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0061 |
0.7% |
33% |
False |
False |
69,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9306 |
|
1.618 |
0.9251 |
|
1.000 |
0.9217 |
|
0.618 |
0.9196 |
|
HIGH |
0.9162 |
|
0.618 |
0.9141 |
|
0.500 |
0.9135 |
|
0.382 |
0.9128 |
|
LOW |
0.9107 |
|
0.618 |
0.9073 |
|
1.000 |
0.9052 |
|
1.618 |
0.9018 |
|
2.618 |
0.8963 |
|
4.250 |
0.8873 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9137 |
0.9132 |
| PP |
0.9136 |
0.9125 |
| S1 |
0.9135 |
0.9119 |
|