CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9149 |
0.9120 |
-0.0030 |
-0.3% |
0.9196 |
| High |
0.9150 |
0.9129 |
-0.0021 |
-0.2% |
0.9221 |
| Low |
0.9111 |
0.9081 |
-0.0030 |
-0.3% |
0.9134 |
| Close |
0.9124 |
0.9107 |
-0.0017 |
-0.2% |
0.9198 |
| Range |
0.0039 |
0.0048 |
0.0009 |
21.8% |
0.0087 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
49,401 |
66,145 |
16,744 |
33.9% |
39,630 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9225 |
0.9133 |
|
| R3 |
0.9200 |
0.9177 |
0.9120 |
|
| R2 |
0.9153 |
0.9153 |
0.9115 |
|
| R1 |
0.9130 |
0.9130 |
0.9111 |
0.9118 |
| PP |
0.9105 |
0.9105 |
0.9105 |
0.9099 |
| S1 |
0.9082 |
0.9082 |
0.9102 |
0.9070 |
| S2 |
0.9058 |
0.9058 |
0.9098 |
|
| S3 |
0.9010 |
0.9035 |
0.9093 |
|
| S4 |
0.8963 |
0.8987 |
0.9080 |
|
|
| 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 |
0.9081 |
0.0140 |
1.5% |
0.0054 |
0.6% |
18% |
False |
True |
33,679 |
| 10 |
0.9292 |
0.9081 |
0.0211 |
2.3% |
0.0052 |
0.6% |
12% |
False |
True |
18,544 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0057 |
0.6% |
20% |
False |
False |
10,342 |
| 40 |
0.9430 |
0.9052 |
0.0378 |
4.2% |
0.0050 |
0.5% |
15% |
False |
False |
5,251 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0052 |
0.6% |
9% |
False |
False |
3,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9253 |
|
1.618 |
0.9205 |
|
1.000 |
0.9176 |
|
0.618 |
0.9158 |
|
HIGH |
0.9129 |
|
0.618 |
0.9110 |
|
0.500 |
0.9105 |
|
0.382 |
0.9099 |
|
LOW |
0.9081 |
|
0.618 |
0.9052 |
|
1.000 |
0.9033 |
|
1.618 |
0.9004 |
|
2.618 |
0.8957 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9106 |
0.9145 |
| PP |
0.9105 |
0.9132 |
| S1 |
0.9105 |
0.9119 |
|