CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9170 |
0.9141 |
-0.0030 |
-0.3% |
0.9179 |
| High |
0.9171 |
0.9197 |
0.0026 |
0.3% |
0.9320 |
| Low |
0.9134 |
0.9136 |
0.0002 |
0.0% |
0.9179 |
| Close |
0.9140 |
0.9178 |
0.0038 |
0.4% |
0.9198 |
| Range |
0.0038 |
0.0062 |
0.0024 |
64.0% |
0.0141 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
| Volume |
5,924 |
11,033 |
5,109 |
86.2% |
14,165 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9328 |
0.9211 |
|
| R3 |
0.9293 |
0.9266 |
0.9194 |
|
| R2 |
0.9232 |
0.9232 |
0.9189 |
|
| R1 |
0.9205 |
0.9205 |
0.9183 |
0.9218 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9177 |
| S1 |
0.9143 |
0.9143 |
0.9172 |
0.9157 |
| S2 |
0.9109 |
0.9109 |
0.9166 |
|
| S3 |
0.9047 |
0.9082 |
0.9161 |
|
| S4 |
0.8986 |
0.9020 |
0.9144 |
|
|
| 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 |
0.9262 |
0.9134 |
0.0129 |
1.4% |
0.0053 |
0.6% |
34% |
False |
False |
4,691 |
| 10 |
0.9320 |
0.9134 |
0.0187 |
2.0% |
0.0065 |
0.7% |
24% |
False |
False |
3,881 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0056 |
0.6% |
47% |
False |
False |
2,552 |
| 40 |
0.9469 |
0.9052 |
0.0417 |
4.5% |
0.0049 |
0.5% |
30% |
False |
False |
1,326 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0051 |
0.6% |
20% |
False |
False |
906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9458 |
|
2.618 |
0.9358 |
|
1.618 |
0.9297 |
|
1.000 |
0.9259 |
|
0.618 |
0.9235 |
|
HIGH |
0.9197 |
|
0.618 |
0.9174 |
|
0.500 |
0.9166 |
|
0.382 |
0.9159 |
|
LOW |
0.9136 |
|
0.618 |
0.9097 |
|
1.000 |
0.9074 |
|
1.618 |
0.9036 |
|
2.618 |
0.8974 |
|
4.250 |
0.8874 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9174 |
0.9174 |
| PP |
0.9170 |
0.9170 |
| S1 |
0.9166 |
0.9166 |
|