CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9144 |
0.0044 |
0.5% |
0.9205 |
| High |
0.9187 |
0.9160 |
-0.0027 |
-0.3% |
0.9209 |
| Low |
0.9100 |
0.9109 |
0.0009 |
0.1% |
0.9073 |
| Close |
0.9142 |
0.9115 |
-0.0027 |
-0.3% |
0.9099 |
| Range |
0.0087 |
0.0051 |
-0.0036 |
-41.0% |
0.0136 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
175,007 |
126,074 |
-48,933 |
-28.0% |
354,123 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9249 |
0.9143 |
|
| R3 |
0.9230 |
0.9198 |
0.9129 |
|
| R2 |
0.9179 |
0.9179 |
0.9124 |
|
| R1 |
0.9147 |
0.9147 |
0.9119 |
0.9137 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9123 |
| S1 |
0.9096 |
0.9096 |
0.9110 |
0.9086 |
| S2 |
0.9077 |
0.9077 |
0.9105 |
|
| S3 |
0.9026 |
0.9045 |
0.9100 |
|
| S4 |
0.8975 |
0.8994 |
0.9086 |
|
|
| 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% |
37% |
False |
False |
118,498 |
| 10 |
0.9221 |
0.9073 |
0.0148 |
1.6% |
0.0054 |
0.6% |
28% |
False |
False |
76,089 |
| 20 |
0.9320 |
0.9073 |
0.0247 |
2.7% |
0.0062 |
0.7% |
17% |
False |
False |
39,751 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0052 |
0.6% |
23% |
False |
False |
20,047 |
| 60 |
0.9607 |
0.9052 |
0.0556 |
6.1% |
0.0052 |
0.6% |
11% |
False |
False |
13,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9377 |
|
2.618 |
0.9294 |
|
1.618 |
0.9243 |
|
1.000 |
0.9211 |
|
0.618 |
0.9192 |
|
HIGH |
0.9160 |
|
0.618 |
0.9141 |
|
0.500 |
0.9134 |
|
0.382 |
0.9128 |
|
LOW |
0.9109 |
|
0.618 |
0.9077 |
|
1.000 |
0.9058 |
|
1.618 |
0.9026 |
|
2.618 |
0.8975 |
|
4.250 |
0.8892 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9134 |
0.9139 |
| PP |
0.9128 |
0.9131 |
| S1 |
0.9121 |
0.9123 |
|