CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9091 |
0.9063 |
-0.0028 |
-0.3% |
0.9141 |
| High |
0.9092 |
0.9072 |
-0.0020 |
-0.2% |
0.9162 |
| Low |
0.9053 |
0.9024 |
-0.0029 |
-0.3% |
0.9076 |
| Close |
0.9067 |
0.9050 |
-0.0017 |
-0.2% |
0.9138 |
| Range |
0.0039 |
0.0048 |
0.0009 |
23.4% |
0.0087 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
153,122 |
144,649 |
-8,473 |
-5.5% |
582,841 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9168 |
0.9076 |
|
| R3 |
0.9143 |
0.9120 |
0.9063 |
|
| R2 |
0.9096 |
0.9096 |
0.9058 |
|
| R1 |
0.9073 |
0.9073 |
0.9054 |
0.9061 |
| PP |
0.9048 |
0.9048 |
0.9048 |
0.9042 |
| S1 |
0.9025 |
0.9025 |
0.9045 |
0.9013 |
| S2 |
0.9001 |
0.9001 |
0.9041 |
|
| S3 |
0.8953 |
0.8978 |
0.9036 |
|
| S4 |
0.8906 |
0.8930 |
0.9023 |
|
|
| 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 |
0.9024 |
0.0138 |
1.5% |
0.0054 |
0.6% |
18% |
False |
True |
132,276 |
| 10 |
0.9235 |
0.9024 |
0.0211 |
2.3% |
0.0053 |
0.6% |
12% |
False |
True |
130,626 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
3.0% |
0.0060 |
0.7% |
21% |
False |
False |
154,532 |
| 40 |
0.9381 |
0.8992 |
0.0389 |
4.3% |
0.0056 |
0.6% |
15% |
False |
False |
133,955 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0060 |
0.7% |
9% |
False |
False |
136,351 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0062 |
0.7% |
9% |
False |
False |
109,646 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0066 |
0.7% |
9% |
False |
False |
87,774 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0062 |
0.7% |
21% |
False |
False |
73,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9273 |
|
2.618 |
0.9196 |
|
1.618 |
0.9148 |
|
1.000 |
0.9119 |
|
0.618 |
0.9101 |
|
HIGH |
0.9072 |
|
0.618 |
0.9053 |
|
0.500 |
0.9048 |
|
0.382 |
0.9042 |
|
LOW |
0.9024 |
|
0.618 |
0.8995 |
|
1.000 |
0.8977 |
|
1.618 |
0.8947 |
|
2.618 |
0.8900 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9049 |
0.9089 |
| PP |
0.9048 |
0.9076 |
| S1 |
0.9048 |
0.9063 |
|