CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9127 |
0.9096 |
-0.0032 |
-0.3% |
0.9205 |
| High |
0.9156 |
0.9116 |
-0.0040 |
-0.4% |
0.9209 |
| Low |
0.9092 |
0.9073 |
-0.0019 |
-0.2% |
0.9073 |
| Close |
0.9102 |
0.9099 |
-0.0004 |
0.0% |
0.9099 |
| Range |
0.0064 |
0.0043 |
-0.0021 |
-32.3% |
0.0136 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
65,189 |
149,269 |
84,080 |
129.0% |
354,123 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9225 |
0.9205 |
0.9122 |
|
| R3 |
0.9182 |
0.9162 |
0.9110 |
|
| R2 |
0.9139 |
0.9139 |
0.9106 |
|
| R1 |
0.9119 |
0.9119 |
0.9102 |
0.9129 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9101 |
| S1 |
0.9076 |
0.9076 |
0.9095 |
0.9086 |
| S2 |
0.9053 |
0.9053 |
0.9091 |
|
| S3 |
0.9010 |
0.9033 |
0.9087 |
|
| S4 |
0.8967 |
0.8990 |
0.9075 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9533 |
0.9451 |
0.9173 |
|
| R3 |
0.9398 |
0.9316 |
0.9136 |
|
| R2 |
0.9262 |
0.9262 |
0.9123 |
|
| R1 |
0.9180 |
0.9180 |
0.9111 |
0.9154 |
| PP |
0.9127 |
0.9127 |
0.9127 |
0.9113 |
| S1 |
0.9045 |
0.9045 |
0.9086 |
0.9018 |
| S2 |
0.8991 |
0.8991 |
0.9074 |
|
| S3 |
0.8856 |
0.8909 |
0.9061 |
|
| S4 |
0.8720 |
0.8774 |
0.9024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9209 |
0.9073 |
0.0136 |
1.5% |
0.0052 |
0.6% |
19% |
False |
True |
70,824 |
| 10 |
0.9221 |
0.9073 |
0.0148 |
1.6% |
0.0049 |
0.5% |
17% |
False |
True |
39,375 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
3.0% |
0.0059 |
0.6% |
18% |
False |
False |
20,927 |
| 40 |
0.9402 |
0.9052 |
0.0350 |
3.8% |
0.0052 |
0.6% |
13% |
False |
False |
10,607 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0052 |
0.6% |
8% |
False |
False |
7,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9299 |
|
2.618 |
0.9229 |
|
1.618 |
0.9186 |
|
1.000 |
0.9159 |
|
0.618 |
0.9143 |
|
HIGH |
0.9116 |
|
0.618 |
0.9100 |
|
0.500 |
0.9095 |
|
0.382 |
0.9089 |
|
LOW |
0.9073 |
|
0.618 |
0.9046 |
|
1.000 |
0.9030 |
|
1.618 |
0.9003 |
|
2.618 |
0.8960 |
|
4.250 |
0.8890 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9097 |
0.9114 |
| PP |
0.9096 |
0.9109 |
| S1 |
0.9095 |
0.9104 |
|