CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9088 |
0.9098 |
0.0010 |
0.1% |
0.9230 |
| High |
0.9096 |
0.9202 |
0.0106 |
1.2% |
0.9234 |
| Low |
0.9069 |
0.9095 |
0.0026 |
0.3% |
0.9080 |
| Close |
0.9083 |
0.9159 |
0.0076 |
0.8% |
0.9111 |
| Range |
0.0028 |
0.0107 |
0.0080 |
289.1% |
0.0154 |
| ATR |
0.0047 |
0.0052 |
0.0005 |
10.9% |
0.0000 |
| Volume |
852 |
6,363 |
5,511 |
646.8% |
4,060 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9473 |
0.9423 |
0.9217 |
|
| R3 |
0.9366 |
0.9316 |
0.9188 |
|
| R2 |
0.9259 |
0.9259 |
0.9178 |
|
| R1 |
0.9209 |
0.9209 |
0.9168 |
0.9234 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9164 |
| S1 |
0.9102 |
0.9102 |
0.9149 |
0.9127 |
| S2 |
0.9045 |
0.9045 |
0.9139 |
|
| S3 |
0.8938 |
0.8995 |
0.9129 |
|
| S4 |
0.8831 |
0.8888 |
0.9100 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9511 |
0.9195 |
|
| R3 |
0.9449 |
0.9357 |
0.9153 |
|
| R2 |
0.9295 |
0.9295 |
0.9139 |
|
| R1 |
0.9203 |
0.9203 |
0.9125 |
0.9172 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9126 |
| S1 |
0.9049 |
0.9049 |
0.9096 |
0.9018 |
| S2 |
0.8987 |
0.8987 |
0.9082 |
|
| S3 |
0.8833 |
0.8895 |
0.9068 |
|
| S4 |
0.8679 |
0.8741 |
0.9026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9202 |
0.9052 |
0.0150 |
1.6% |
0.0055 |
0.6% |
71% |
True |
False |
2,049 |
| 10 |
0.9240 |
0.9052 |
0.0189 |
2.1% |
0.0048 |
0.5% |
57% |
False |
False |
1,222 |
| 20 |
0.9288 |
0.9052 |
0.0237 |
2.6% |
0.0045 |
0.5% |
45% |
False |
False |
660 |
| 40 |
0.9601 |
0.9052 |
0.0549 |
6.0% |
0.0049 |
0.5% |
19% |
False |
False |
373 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0048 |
0.5% |
17% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9656 |
|
2.618 |
0.9482 |
|
1.618 |
0.9375 |
|
1.000 |
0.9309 |
|
0.618 |
0.9268 |
|
HIGH |
0.9202 |
|
0.618 |
0.9161 |
|
0.500 |
0.9148 |
|
0.382 |
0.9135 |
|
LOW |
0.9095 |
|
0.618 |
0.9028 |
|
1.000 |
0.8988 |
|
1.618 |
0.8921 |
|
2.618 |
0.8814 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9148 |
| PP |
0.9152 |
0.9137 |
| S1 |
0.9148 |
0.9127 |
|