CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9091 |
0.9100 |
0.0010 |
0.1% |
0.9205 |
| High |
0.9123 |
0.9187 |
0.0064 |
0.7% |
0.9209 |
| Low |
0.9091 |
0.9100 |
0.0010 |
0.1% |
0.9073 |
| Close |
0.9107 |
0.9142 |
0.0035 |
0.4% |
0.9099 |
| Range |
0.0033 |
0.0087 |
0.0054 |
166.2% |
0.0136 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.2% |
0.0000 |
| Volume |
76,955 |
175,007 |
98,052 |
127.4% |
354,123 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9402 |
0.9359 |
0.9190 |
|
| R3 |
0.9316 |
0.9272 |
0.9166 |
|
| R2 |
0.9229 |
0.9229 |
0.9158 |
|
| R1 |
0.9186 |
0.9186 |
0.9150 |
0.9207 |
| PP |
0.9143 |
0.9143 |
0.9143 |
0.9154 |
| S1 |
0.9099 |
0.9099 |
0.9134 |
0.9121 |
| S2 |
0.9056 |
0.9056 |
0.9126 |
|
| S3 |
0.8970 |
0.9013 |
0.9118 |
|
| S4 |
0.8883 |
0.8926 |
0.9094 |
|
|
| 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 |
0.9187 |
0.9073 |
0.0114 |
1.2% |
0.0055 |
0.6% |
61% |
True |
False |
106,513 |
| 10 |
0.9221 |
0.9073 |
0.0148 |
1.6% |
0.0053 |
0.6% |
47% |
False |
False |
64,074 |
| 20 |
0.9320 |
0.9069 |
0.0252 |
2.8% |
0.0061 |
0.7% |
29% |
False |
False |
33,490 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0052 |
0.6% |
34% |
False |
False |
16,900 |
| 60 |
0.9648 |
0.9052 |
0.0597 |
6.5% |
0.0052 |
0.6% |
15% |
False |
False |
11,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9554 |
|
2.618 |
0.9413 |
|
1.618 |
0.9326 |
|
1.000 |
0.9273 |
|
0.618 |
0.9240 |
|
HIGH |
0.9187 |
|
0.618 |
0.9153 |
|
0.500 |
0.9143 |
|
0.382 |
0.9133 |
|
LOW |
0.9100 |
|
0.618 |
0.9047 |
|
1.000 |
0.9014 |
|
1.618 |
0.8960 |
|
2.618 |
0.8874 |
|
4.250 |
0.8732 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9138 |
| PP |
0.9143 |
0.9134 |
| S1 |
0.9142 |
0.9130 |
|