CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9281 |
0.9255 |
-0.0026 |
-0.3% |
0.9091 |
| High |
0.9299 |
0.9292 |
-0.0007 |
-0.1% |
0.9248 |
| Low |
0.9239 |
0.9242 |
0.0004 |
0.0% |
0.9052 |
| Close |
0.9255 |
0.9274 |
0.0019 |
0.2% |
0.9212 |
| Range |
0.0060 |
0.0050 |
-0.0010 |
-16.7% |
0.0197 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,258 |
4,627 |
2,369 |
104.9% |
10,409 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9419 |
0.9396 |
0.9301 |
|
| R3 |
0.9369 |
0.9346 |
0.9287 |
|
| R2 |
0.9319 |
0.9319 |
0.9283 |
|
| R1 |
0.9296 |
0.9296 |
0.9278 |
0.9308 |
| PP |
0.9269 |
0.9269 |
0.9269 |
0.9275 |
| S1 |
0.9246 |
0.9246 |
0.9269 |
0.9258 |
| S2 |
0.9219 |
0.9219 |
0.9264 |
|
| S3 |
0.9169 |
0.9196 |
0.9260 |
|
| S4 |
0.9119 |
0.9146 |
0.9246 |
|
|
| 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 |
0.9165 |
0.0156 |
1.7% |
0.0077 |
0.8% |
70% |
False |
False |
3,071 |
| 10 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0066 |
0.7% |
83% |
False |
False |
2,560 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0056 |
0.6% |
83% |
False |
False |
1,405 |
| 40 |
0.9480 |
0.9052 |
0.0429 |
4.6% |
0.0049 |
0.5% |
52% |
False |
False |
747 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0050 |
0.5% |
36% |
False |
False |
517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9505 |
|
2.618 |
0.9423 |
|
1.618 |
0.9373 |
|
1.000 |
0.9342 |
|
0.618 |
0.9323 |
|
HIGH |
0.9292 |
|
0.618 |
0.9273 |
|
0.500 |
0.9267 |
|
0.382 |
0.9261 |
|
LOW |
0.9242 |
|
0.618 |
0.9211 |
|
1.000 |
0.9192 |
|
1.618 |
0.9161 |
|
2.618 |
0.9111 |
|
4.250 |
0.9030 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9271 |
0.9266 |
| PP |
0.9269 |
0.9258 |
| S1 |
0.9267 |
0.9250 |
|