CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9063 |
0.9070 |
0.0008 |
0.1% |
0.9141 |
| High |
0.9072 |
0.9099 |
0.0027 |
0.3% |
0.9162 |
| Low |
0.9024 |
0.9035 |
0.0011 |
0.1% |
0.9076 |
| Close |
0.9050 |
0.9045 |
-0.0005 |
0.0% |
0.9138 |
| Range |
0.0048 |
0.0064 |
0.0016 |
33.7% |
0.0087 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
144,649 |
139,216 |
-5,433 |
-3.8% |
582,841 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9250 |
0.9211 |
0.9080 |
|
| R3 |
0.9186 |
0.9147 |
0.9062 |
|
| R2 |
0.9123 |
0.9123 |
0.9057 |
|
| R1 |
0.9084 |
0.9084 |
0.9051 |
0.9072 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9053 |
| S1 |
0.9020 |
0.9020 |
0.9039 |
0.9008 |
| S2 |
0.8996 |
0.8996 |
0.9033 |
|
| S3 |
0.8932 |
0.8957 |
0.9028 |
|
| S4 |
0.8869 |
0.8893 |
0.9010 |
|
|
| 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% |
0.0055 |
0.6% |
15% |
False |
False |
134,243 |
| 10 |
0.9206 |
0.9024 |
0.0182 |
2.0% |
0.0054 |
0.6% |
12% |
False |
False |
127,317 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
3.0% |
0.0062 |
0.7% |
20% |
False |
False |
155,465 |
| 40 |
0.9364 |
0.8992 |
0.0372 |
4.1% |
0.0057 |
0.6% |
14% |
False |
False |
135,192 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0060 |
0.7% |
9% |
False |
False |
136,652 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0062 |
0.7% |
9% |
False |
False |
111,374 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0066 |
0.7% |
9% |
False |
False |
89,166 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0062 |
0.7% |
20% |
False |
False |
74,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9368 |
|
2.618 |
0.9265 |
|
1.618 |
0.9201 |
|
1.000 |
0.9162 |
|
0.618 |
0.9138 |
|
HIGH |
0.9099 |
|
0.618 |
0.9074 |
|
0.500 |
0.9067 |
|
0.382 |
0.9059 |
|
LOW |
0.9035 |
|
0.618 |
0.8996 |
|
1.000 |
0.8972 |
|
1.618 |
0.8932 |
|
2.618 |
0.8869 |
|
4.250 |
0.8765 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9067 |
0.9061 |
| PP |
0.9059 |
0.9056 |
| S1 |
0.9052 |
0.9050 |
|