CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9034 |
-0.0004 |
0.0% |
0.9151 |
| High |
0.9060 |
0.9066 |
0.0006 |
0.1% |
0.9153 |
| Low |
0.9017 |
0.9034 |
0.0018 |
0.2% |
0.9017 |
| Close |
0.9041 |
0.9058 |
0.0016 |
0.2% |
0.9041 |
| Range |
0.0043 |
0.0032 |
-0.0012 |
-26.7% |
0.0137 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
45,579 |
4,433 |
-41,146 |
-90.3% |
584,166 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9147 |
0.9134 |
0.9075 |
|
| R3 |
0.9115 |
0.9102 |
0.9066 |
|
| R2 |
0.9084 |
0.9084 |
0.9063 |
|
| R1 |
0.9071 |
0.9071 |
0.9060 |
0.9077 |
| PP |
0.9052 |
0.9052 |
0.9052 |
0.9056 |
| S1 |
0.9039 |
0.9039 |
0.9055 |
0.9046 |
| S2 |
0.9021 |
0.9021 |
0.9052 |
|
| S3 |
0.8989 |
0.9008 |
0.9049 |
|
| S4 |
0.8958 |
0.8976 |
0.9040 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9480 |
0.9397 |
0.9117 |
|
| R3 |
0.9343 |
0.9261 |
0.9079 |
|
| R2 |
0.9207 |
0.9207 |
0.9067 |
|
| R1 |
0.9124 |
0.9124 |
0.9054 |
0.9097 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9057 |
| S1 |
0.8988 |
0.8988 |
0.9029 |
0.8961 |
| S2 |
0.8934 |
0.8934 |
0.9016 |
|
| S3 |
0.8797 |
0.8851 |
0.9004 |
|
| S4 |
0.8661 |
0.8715 |
0.8966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9099 |
0.9017 |
0.0082 |
0.9% |
0.0045 |
0.5% |
50% |
False |
False |
97,399 |
| 10 |
0.9162 |
0.9017 |
0.0146 |
1.6% |
0.0049 |
0.5% |
28% |
False |
False |
107,796 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
3.0% |
0.0060 |
0.7% |
24% |
False |
False |
144,587 |
| 40 |
0.9321 |
0.8992 |
0.0329 |
3.6% |
0.0057 |
0.6% |
20% |
False |
False |
130,832 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0059 |
0.6% |
11% |
False |
False |
131,981 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0061 |
0.7% |
11% |
False |
False |
111,992 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0065 |
0.7% |
11% |
False |
False |
89,661 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0062 |
0.7% |
22% |
False |
False |
74,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9199 |
|
2.618 |
0.9148 |
|
1.618 |
0.9116 |
|
1.000 |
0.9097 |
|
0.618 |
0.9085 |
|
HIGH |
0.9066 |
|
0.618 |
0.9053 |
|
0.500 |
0.9050 |
|
0.382 |
0.9046 |
|
LOW |
0.9034 |
|
0.618 |
0.9015 |
|
1.000 |
0.9003 |
|
1.618 |
0.8983 |
|
2.618 |
0.8952 |
|
4.250 |
0.8900 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9055 |
0.9058 |
| PP |
0.9052 |
0.9058 |
| S1 |
0.9050 |
0.9058 |
|