CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9096 |
0.9091 |
-0.0005 |
-0.1% |
0.9205 |
| High |
0.9116 |
0.9123 |
0.0007 |
0.1% |
0.9209 |
| Low |
0.9073 |
0.9091 |
0.0018 |
0.2% |
0.9073 |
| Close |
0.9099 |
0.9107 |
0.0008 |
0.1% |
0.9099 |
| Range |
0.0043 |
0.0033 |
-0.0011 |
-24.4% |
0.0136 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
149,269 |
76,955 |
-72,314 |
-48.4% |
354,123 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9204 |
0.9188 |
0.9124 |
|
| R3 |
0.9172 |
0.9155 |
0.9115 |
|
| R2 |
0.9139 |
0.9139 |
0.9112 |
|
| R1 |
0.9123 |
0.9123 |
0.9109 |
0.9131 |
| PP |
0.9107 |
0.9107 |
0.9107 |
0.9111 |
| S1 |
0.9090 |
0.9090 |
0.9104 |
0.9099 |
| S2 |
0.9074 |
0.9074 |
0.9101 |
|
| S3 |
0.9042 |
0.9058 |
0.9098 |
|
| S4 |
0.9009 |
0.9025 |
0.9089 |
|
|
| 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 |
0.9156 |
0.9073 |
0.0083 |
0.9% |
0.0045 |
0.5% |
41% |
False |
False |
81,391 |
| 10 |
0.9221 |
0.9073 |
0.0148 |
1.6% |
0.0049 |
0.5% |
23% |
False |
False |
46,893 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0058 |
0.6% |
20% |
False |
False |
24,764 |
| 40 |
0.9378 |
0.9052 |
0.0327 |
3.6% |
0.0052 |
0.6% |
17% |
False |
False |
12,530 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0051 |
0.6% |
9% |
False |
False |
8,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9261 |
|
2.618 |
0.9208 |
|
1.618 |
0.9176 |
|
1.000 |
0.9156 |
|
0.618 |
0.9143 |
|
HIGH |
0.9123 |
|
0.618 |
0.9111 |
|
0.500 |
0.9107 |
|
0.382 |
0.9103 |
|
LOW |
0.9091 |
|
0.618 |
0.9070 |
|
1.000 |
0.9058 |
|
1.618 |
0.9038 |
|
2.618 |
0.9005 |
|
4.250 |
0.8952 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9114 |
| PP |
0.9107 |
0.9112 |
| S1 |
0.9107 |
0.9109 |
|