CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9178 |
0.9205 |
0.0027 |
0.3% |
0.9196 |
| High |
0.9221 |
0.9209 |
-0.0012 |
-0.1% |
0.9221 |
| Low |
0.9167 |
0.9143 |
-0.0024 |
-0.3% |
0.9134 |
| Close |
0.9198 |
0.9152 |
-0.0046 |
-0.5% |
0.9198 |
| Range |
0.0054 |
0.0066 |
0.0012 |
21.3% |
0.0087 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
| Volume |
17,698 |
24,119 |
6,421 |
36.3% |
39,630 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9364 |
0.9323 |
0.9188 |
|
| R3 |
0.9299 |
0.9258 |
0.9170 |
|
| R2 |
0.9233 |
0.9233 |
0.9164 |
|
| R1 |
0.9192 |
0.9192 |
0.9158 |
0.9180 |
| PP |
0.9168 |
0.9168 |
0.9168 |
0.9162 |
| S1 |
0.9127 |
0.9127 |
0.9145 |
0.9115 |
| S2 |
0.9102 |
0.9102 |
0.9139 |
|
| S3 |
0.9037 |
0.9061 |
0.9133 |
|
| S4 |
0.8971 |
0.8996 |
0.9115 |
|
|
| 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 |
1.0% |
0.0052 |
0.6% |
21% |
False |
False |
12,395 |
| 10 |
0.9320 |
0.9134 |
0.0187 |
2.0% |
0.0063 |
0.7% |
10% |
False |
False |
7,791 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0058 |
0.6% |
37% |
False |
False |
4,619 |
| 40 |
0.9452 |
0.9052 |
0.0400 |
4.4% |
0.0050 |
0.5% |
25% |
False |
False |
2,365 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0052 |
0.6% |
16% |
False |
False |
1,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9487 |
|
2.618 |
0.9380 |
|
1.618 |
0.9314 |
|
1.000 |
0.9274 |
|
0.618 |
0.9249 |
|
HIGH |
0.9209 |
|
0.618 |
0.9183 |
|
0.500 |
0.9176 |
|
0.382 |
0.9168 |
|
LOW |
0.9143 |
|
0.618 |
0.9103 |
|
1.000 |
0.9078 |
|
1.618 |
0.9037 |
|
2.618 |
0.8972 |
|
4.250 |
0.8865 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9176 |
0.9178 |
| PP |
0.9168 |
0.9169 |
| S1 |
0.9160 |
0.9160 |
|