CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9151 |
0.0031 |
0.3% |
0.9141 |
| High |
0.9162 |
0.9153 |
-0.0009 |
-0.1% |
0.9162 |
| Low |
0.9107 |
0.9085 |
-0.0022 |
-0.2% |
0.9076 |
| Close |
0.9138 |
0.9093 |
-0.0045 |
-0.5% |
0.9138 |
| Range |
0.0055 |
0.0068 |
0.0013 |
23.6% |
0.0087 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.8% |
0.0000 |
| Volume |
132,632 |
101,600 |
-31,032 |
-23.4% |
582,841 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9272 |
0.9130 |
|
| R3 |
0.9246 |
0.9204 |
0.9112 |
|
| R2 |
0.9178 |
0.9178 |
0.9105 |
|
| R1 |
0.9136 |
0.9136 |
0.9099 |
0.9123 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9104 |
| S1 |
0.9068 |
0.9068 |
0.9087 |
0.9055 |
| S2 |
0.9042 |
0.9042 |
0.9081 |
|
| S3 |
0.8974 |
0.9000 |
0.9074 |
|
| S4 |
0.8906 |
0.8932 |
0.9056 |
|
|
| 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 |
1.0% |
0.0054 |
0.6% |
20% |
False |
False |
118,192 |
| 10 |
0.9261 |
0.9076 |
0.0186 |
2.0% |
0.0065 |
0.7% |
9% |
False |
False |
153,664 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
3.0% |
0.0061 |
0.7% |
38% |
False |
False |
150,885 |
| 40 |
0.9393 |
0.8992 |
0.0401 |
4.4% |
0.0056 |
0.6% |
25% |
False |
False |
131,094 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0060 |
0.7% |
16% |
False |
False |
136,047 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0063 |
0.7% |
16% |
False |
False |
105,932 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0066 |
0.7% |
16% |
False |
False |
84,798 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0061 |
0.7% |
27% |
False |
False |
70,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9331 |
|
1.618 |
0.9263 |
|
1.000 |
0.9221 |
|
0.618 |
0.9195 |
|
HIGH |
0.9153 |
|
0.618 |
0.9127 |
|
0.500 |
0.9119 |
|
0.382 |
0.9111 |
|
LOW |
0.9085 |
|
0.618 |
0.9043 |
|
1.000 |
0.9017 |
|
1.618 |
0.8975 |
|
2.618 |
0.8907 |
|
4.250 |
0.8796 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9119 |
0.9120 |
| PP |
0.9110 |
0.9111 |
| S1 |
0.9102 |
0.9102 |
|