CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9151 |
0.9091 |
-0.0060 |
-0.7% |
0.9141 |
| High |
0.9153 |
0.9092 |
-0.0062 |
-0.7% |
0.9162 |
| Low |
0.9085 |
0.9053 |
-0.0032 |
-0.4% |
0.9076 |
| Close |
0.9093 |
0.9067 |
-0.0027 |
-0.3% |
0.9138 |
| Range |
0.0068 |
0.0039 |
-0.0030 |
-43.4% |
0.0087 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
101,600 |
153,122 |
51,522 |
50.7% |
582,841 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9186 |
0.9165 |
0.9088 |
|
| R3 |
0.9147 |
0.9126 |
0.9077 |
|
| R2 |
0.9109 |
0.9109 |
0.9074 |
|
| R1 |
0.9088 |
0.9088 |
0.9070 |
0.9079 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9066 |
| S1 |
0.9049 |
0.9049 |
0.9063 |
0.9041 |
| S2 |
0.9032 |
0.9032 |
0.9059 |
|
| S3 |
0.8993 |
0.9011 |
0.9056 |
|
| S4 |
0.8955 |
0.8972 |
0.9045 |
|
|
| 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 |
0.9053 |
0.0109 |
1.2% |
0.0052 |
0.6% |
12% |
False |
True |
125,961 |
| 10 |
0.9240 |
0.9053 |
0.0187 |
2.1% |
0.0054 |
0.6% |
7% |
False |
True |
136,519 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
3.0% |
0.0061 |
0.7% |
28% |
False |
False |
154,384 |
| 40 |
0.9393 |
0.8992 |
0.0401 |
4.4% |
0.0055 |
0.6% |
19% |
False |
False |
132,432 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0060 |
0.7% |
12% |
False |
False |
136,058 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0063 |
0.7% |
12% |
False |
False |
107,842 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0065 |
0.7% |
12% |
False |
False |
86,328 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0061 |
0.7% |
23% |
False |
False |
71,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9255 |
|
2.618 |
0.9192 |
|
1.618 |
0.9154 |
|
1.000 |
0.9130 |
|
0.618 |
0.9115 |
|
HIGH |
0.9092 |
|
0.618 |
0.9077 |
|
0.500 |
0.9072 |
|
0.382 |
0.9068 |
|
LOW |
0.9053 |
|
0.618 |
0.9029 |
|
1.000 |
0.9015 |
|
1.618 |
0.8991 |
|
2.618 |
0.8952 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9072 |
0.9108 |
| PP |
0.9070 |
0.9094 |
| S1 |
0.9068 |
0.9080 |
|