CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9141 |
0.9178 |
0.0037 |
0.4% |
0.9196 |
| High |
0.9197 |
0.9221 |
0.0024 |
0.3% |
0.9221 |
| Low |
0.9136 |
0.9167 |
0.0031 |
0.3% |
0.9134 |
| Close |
0.9178 |
0.9198 |
0.0020 |
0.2% |
0.9198 |
| Range |
0.0062 |
0.0054 |
-0.0008 |
-12.2% |
0.0087 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
11,033 |
17,698 |
6,665 |
60.4% |
39,630 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9357 |
0.9331 |
0.9227 |
|
| R3 |
0.9303 |
0.9277 |
0.9212 |
|
| R2 |
0.9249 |
0.9249 |
0.9207 |
|
| R1 |
0.9223 |
0.9223 |
0.9202 |
0.9236 |
| PP |
0.9195 |
0.9195 |
0.9195 |
0.9201 |
| S1 |
0.9169 |
0.9169 |
0.9193 |
0.9182 |
| S2 |
0.9141 |
0.9141 |
0.9188 |
|
| S3 |
0.9087 |
0.9115 |
0.9183 |
|
| S4 |
0.9033 |
0.9061 |
0.9168 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9445 |
0.9408 |
0.9245 |
|
| R3 |
0.9358 |
0.9321 |
0.9221 |
|
| R2 |
0.9271 |
0.9271 |
0.9213 |
|
| R1 |
0.9234 |
0.9234 |
0.9205 |
0.9253 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9193 |
| S1 |
0.9147 |
0.9147 |
0.9190 |
0.9166 |
| S2 |
0.9097 |
0.9097 |
0.9182 |
|
| S3 |
0.9010 |
0.9060 |
0.9174 |
|
| S4 |
0.8923 |
0.8973 |
0.9150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9221 |
0.9134 |
0.0087 |
0.9% |
0.0047 |
0.5% |
74% |
True |
False |
7,926 |
| 10 |
0.9320 |
0.9134 |
0.0187 |
2.0% |
0.0062 |
0.7% |
34% |
False |
False |
5,447 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0056 |
0.6% |
54% |
False |
False |
3,419 |
| 40 |
0.9452 |
0.9052 |
0.0400 |
4.3% |
0.0049 |
0.5% |
37% |
False |
False |
1,764 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0052 |
0.6% |
24% |
False |
False |
1,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9450 |
|
2.618 |
0.9362 |
|
1.618 |
0.9308 |
|
1.000 |
0.9275 |
|
0.618 |
0.9254 |
|
HIGH |
0.9221 |
|
0.618 |
0.9200 |
|
0.500 |
0.9194 |
|
0.382 |
0.9187 |
|
LOW |
0.9167 |
|
0.618 |
0.9133 |
|
1.000 |
0.9113 |
|
1.618 |
0.9079 |
|
2.618 |
0.9025 |
|
4.250 |
0.8937 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9196 |
0.9191 |
| PP |
0.9195 |
0.9184 |
| S1 |
0.9194 |
0.9177 |
|