CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9098 |
0.9166 |
0.0068 |
0.7% |
0.9230 |
| High |
0.9202 |
0.9248 |
0.0047 |
0.5% |
0.9234 |
| Low |
0.9095 |
0.9165 |
0.0070 |
0.8% |
0.9080 |
| Close |
0.9159 |
0.9222 |
0.0064 |
0.7% |
0.9111 |
| Range |
0.0107 |
0.0084 |
-0.0024 |
-22.0% |
0.0154 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.1% |
0.0000 |
| Volume |
6,363 |
2,033 |
-4,330 |
-68.0% |
4,060 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9426 |
0.9268 |
|
| R3 |
0.9379 |
0.9342 |
0.9245 |
|
| R2 |
0.9295 |
0.9295 |
0.9237 |
|
| R1 |
0.9259 |
0.9259 |
0.9230 |
0.9277 |
| PP |
0.9212 |
0.9212 |
0.9212 |
0.9221 |
| S1 |
0.9175 |
0.9175 |
0.9214 |
0.9193 |
| S2 |
0.9128 |
0.9128 |
0.9207 |
|
| S3 |
0.9045 |
0.9092 |
0.9199 |
|
| S4 |
0.8961 |
0.9008 |
0.9176 |
|
|
| 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 |
0.9248 |
0.9052 |
0.0197 |
2.1% |
0.0059 |
0.6% |
87% |
True |
False |
1,989 |
| 10 |
0.9248 |
0.9052 |
0.0197 |
2.1% |
0.0051 |
0.6% |
87% |
True |
False |
1,391 |
| 20 |
0.9288 |
0.9052 |
0.0237 |
2.6% |
0.0048 |
0.5% |
72% |
False |
False |
755 |
| 40 |
0.9568 |
0.9052 |
0.0516 |
5.6% |
0.0047 |
0.5% |
33% |
False |
False |
421 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0049 |
0.5% |
28% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9603 |
|
2.618 |
0.9467 |
|
1.618 |
0.9383 |
|
1.000 |
0.9332 |
|
0.618 |
0.9300 |
|
HIGH |
0.9248 |
|
0.618 |
0.9216 |
|
0.500 |
0.9206 |
|
0.382 |
0.9196 |
|
LOW |
0.9165 |
|
0.618 |
0.9113 |
|
1.000 |
0.9081 |
|
1.618 |
0.9029 |
|
2.618 |
0.8946 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9217 |
0.9201 |
| PP |
0.9212 |
0.9180 |
| S1 |
0.9206 |
0.9158 |
|