CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9196 |
0.9171 |
-0.0026 |
-0.3% |
0.9179 |
| High |
0.9208 |
0.9199 |
-0.0009 |
-0.1% |
0.9320 |
| Low |
0.9170 |
0.9156 |
-0.0015 |
-0.2% |
0.9179 |
| Close |
0.9178 |
0.9176 |
-0.0002 |
0.0% |
0.9198 |
| Range |
0.0038 |
0.0044 |
0.0006 |
14.5% |
0.0141 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1,772 |
3,203 |
1,431 |
80.8% |
14,165 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9285 |
0.9200 |
|
| R3 |
0.9264 |
0.9242 |
0.9188 |
|
| R2 |
0.9220 |
0.9220 |
0.9184 |
|
| R1 |
0.9198 |
0.9198 |
0.9180 |
0.9209 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9182 |
| S1 |
0.9155 |
0.9155 |
0.9172 |
0.9166 |
| S2 |
0.9133 |
0.9133 |
0.9168 |
|
| S3 |
0.9090 |
0.9111 |
0.9164 |
|
| S4 |
0.9046 |
0.9068 |
0.9152 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9568 |
0.9276 |
|
| R3 |
0.9514 |
0.9427 |
0.9237 |
|
| R2 |
0.9373 |
0.9373 |
0.9224 |
|
| R1 |
0.9286 |
0.9286 |
0.9211 |
0.9330 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9254 |
| S1 |
0.9145 |
0.9145 |
0.9185 |
0.9189 |
| S2 |
0.9091 |
0.9091 |
0.9172 |
|
| S3 |
0.8950 |
0.9004 |
0.9159 |
|
| S4 |
0.8809 |
0.8863 |
0.9120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9299 |
0.9156 |
0.0143 |
1.6% |
0.0055 |
0.6% |
14% |
False |
True |
2,677 |
| 10 |
0.9320 |
0.9069 |
0.0252 |
2.7% |
0.0068 |
0.7% |
43% |
False |
False |
2,907 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0056 |
0.6% |
46% |
False |
False |
1,717 |
| 40 |
0.9478 |
0.9052 |
0.0426 |
4.6% |
0.0049 |
0.5% |
29% |
False |
False |
905 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0051 |
0.6% |
20% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9384 |
|
2.618 |
0.9313 |
|
1.618 |
0.9269 |
|
1.000 |
0.9243 |
|
0.618 |
0.9226 |
|
HIGH |
0.9199 |
|
0.618 |
0.9182 |
|
0.500 |
0.9177 |
|
0.382 |
0.9172 |
|
LOW |
0.9156 |
|
0.618 |
0.9129 |
|
1.000 |
0.9112 |
|
1.618 |
0.9085 |
|
2.618 |
0.9042 |
|
4.250 |
0.8971 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9177 |
0.9209 |
| PP |
0.9177 |
0.9198 |
| S1 |
0.9176 |
0.9187 |
|