CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9179 |
0.9281 |
0.0102 |
1.1% |
0.9091 |
| High |
0.9320 |
0.9299 |
-0.0022 |
-0.2% |
0.9248 |
| Low |
0.9179 |
0.9239 |
0.0060 |
0.6% |
0.9052 |
| Close |
0.9309 |
0.9255 |
-0.0055 |
-0.6% |
0.9212 |
| Range |
0.0141 |
0.0060 |
-0.0081 |
-57.4% |
0.0197 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.2% |
0.0000 |
| Volume |
5,753 |
2,258 |
-3,495 |
-60.8% |
10,409 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9444 |
0.9409 |
0.9288 |
|
| R3 |
0.9384 |
0.9349 |
0.9271 |
|
| R2 |
0.9324 |
0.9324 |
0.9266 |
|
| R1 |
0.9289 |
0.9289 |
0.9260 |
0.9277 |
| PP |
0.9264 |
0.9264 |
0.9264 |
0.9258 |
| S1 |
0.9229 |
0.9229 |
0.9249 |
0.9217 |
| S2 |
0.9204 |
0.9204 |
0.9244 |
|
| S3 |
0.9144 |
0.9169 |
0.9238 |
|
| S4 |
0.9084 |
0.9109 |
0.9222 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9683 |
0.9320 |
|
| R3 |
0.9564 |
0.9486 |
0.9266 |
|
| R2 |
0.9367 |
0.9367 |
0.9248 |
|
| R1 |
0.9290 |
0.9290 |
0.9230 |
0.9328 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9190 |
| S1 |
0.9093 |
0.9093 |
0.9194 |
0.9132 |
| S2 |
0.8974 |
0.8974 |
0.9176 |
|
| S3 |
0.8778 |
0.8897 |
0.9158 |
|
| S4 |
0.8581 |
0.8700 |
0.9104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9320 |
0.9095 |
0.0226 |
2.4% |
0.0088 |
0.9% |
71% |
False |
False |
3,418 |
| 10 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0063 |
0.7% |
76% |
False |
False |
2,140 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0056 |
0.6% |
76% |
False |
False |
1,179 |
| 40 |
0.9541 |
0.9052 |
0.0489 |
5.3% |
0.0049 |
0.5% |
42% |
False |
False |
632 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0049 |
0.5% |
33% |
False |
False |
440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9554 |
|
2.618 |
0.9456 |
|
1.618 |
0.9396 |
|
1.000 |
0.9359 |
|
0.618 |
0.9336 |
|
HIGH |
0.9299 |
|
0.618 |
0.9276 |
|
0.500 |
0.9269 |
|
0.382 |
0.9261 |
|
LOW |
0.9239 |
|
0.618 |
0.9201 |
|
1.000 |
0.9179 |
|
1.618 |
0.9141 |
|
2.618 |
0.9081 |
|
4.250 |
0.8984 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9269 |
0.9253 |
| PP |
0.9264 |
0.9251 |
| S1 |
0.9259 |
0.9250 |
|