CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9205 |
0.9149 |
-0.0056 |
-0.6% |
0.9196 |
| High |
0.9209 |
0.9150 |
-0.0059 |
-0.6% |
0.9221 |
| Low |
0.9143 |
0.9111 |
-0.0033 |
-0.4% |
0.9134 |
| Close |
0.9152 |
0.9124 |
-0.0028 |
-0.3% |
0.9198 |
| Range |
0.0066 |
0.0039 |
-0.0027 |
-40.5% |
0.0087 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
24,119 |
49,401 |
25,282 |
104.8% |
39,630 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9245 |
0.9223 |
0.9145 |
|
| R3 |
0.9206 |
0.9184 |
0.9135 |
|
| R2 |
0.9167 |
0.9167 |
0.9131 |
|
| R1 |
0.9145 |
0.9145 |
0.9128 |
0.9137 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9124 |
| S1 |
0.9106 |
0.9106 |
0.9120 |
0.9098 |
| S2 |
0.9089 |
0.9089 |
0.9117 |
|
| S3 |
0.9050 |
0.9067 |
0.9113 |
|
| S4 |
0.9011 |
0.9028 |
0.9103 |
|
|
| 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 |
0.9111 |
0.0110 |
1.2% |
0.0052 |
0.6% |
12% |
False |
True |
21,635 |
| 10 |
0.9299 |
0.9111 |
0.0188 |
2.1% |
0.0053 |
0.6% |
7% |
False |
True |
12,156 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0058 |
0.6% |
27% |
False |
False |
7,047 |
| 40 |
0.9452 |
0.9052 |
0.0400 |
4.4% |
0.0050 |
0.5% |
18% |
False |
False |
3,599 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0052 |
0.6% |
12% |
False |
False |
2,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9315 |
|
2.618 |
0.9252 |
|
1.618 |
0.9213 |
|
1.000 |
0.9189 |
|
0.618 |
0.9174 |
|
HIGH |
0.9150 |
|
0.618 |
0.9135 |
|
0.500 |
0.9130 |
|
0.382 |
0.9125 |
|
LOW |
0.9111 |
|
0.618 |
0.9086 |
|
1.000 |
0.9072 |
|
1.618 |
0.9047 |
|
2.618 |
0.9008 |
|
4.250 |
0.8945 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9130 |
0.9166 |
| PP |
0.9128 |
0.9152 |
| S1 |
0.9126 |
0.9138 |
|