CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9144 |
0.9114 |
-0.0030 |
-0.3% |
0.9205 |
| High |
0.9160 |
0.9159 |
-0.0001 |
0.0% |
0.9209 |
| Low |
0.9109 |
0.9082 |
-0.0027 |
-0.3% |
0.9073 |
| Close |
0.9115 |
0.9157 |
0.0043 |
0.5% |
0.9099 |
| Range |
0.0051 |
0.0077 |
0.0026 |
51.0% |
0.0136 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.6% |
0.0000 |
| Volume |
126,074 |
149,030 |
22,956 |
18.2% |
354,123 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9364 |
0.9337 |
0.9199 |
|
| R3 |
0.9287 |
0.9260 |
0.9178 |
|
| R2 |
0.9210 |
0.9210 |
0.9171 |
|
| R1 |
0.9183 |
0.9183 |
0.9164 |
0.9197 |
| PP |
0.9133 |
0.9133 |
0.9133 |
0.9139 |
| S1 |
0.9106 |
0.9106 |
0.9150 |
0.9120 |
| S2 |
0.9056 |
0.9056 |
0.9143 |
|
| S3 |
0.8979 |
0.9029 |
0.9136 |
|
| S4 |
0.8902 |
0.8952 |
0.9115 |
|
|
| 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% |
0.0058 |
0.6% |
74% |
False |
False |
135,267 |
| 10 |
0.9221 |
0.9073 |
0.0148 |
1.6% |
0.0056 |
0.6% |
57% |
False |
False |
89,888 |
| 20 |
0.9320 |
0.9073 |
0.0247 |
2.7% |
0.0060 |
0.7% |
34% |
False |
False |
46,885 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0053 |
0.6% |
39% |
False |
False |
23,772 |
| 60 |
0.9601 |
0.9052 |
0.0549 |
6.0% |
0.0053 |
0.6% |
19% |
False |
False |
15,877 |
| 80 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0051 |
0.6% |
17% |
False |
False |
11,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9486 |
|
2.618 |
0.9361 |
|
1.618 |
0.9284 |
|
1.000 |
0.9236 |
|
0.618 |
0.9207 |
|
HIGH |
0.9159 |
|
0.618 |
0.9130 |
|
0.500 |
0.9121 |
|
0.382 |
0.9111 |
|
LOW |
0.9082 |
|
0.618 |
0.9034 |
|
1.000 |
0.9005 |
|
1.618 |
0.8957 |
|
2.618 |
0.8880 |
|
4.250 |
0.8755 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9149 |
| PP |
0.9133 |
0.9142 |
| S1 |
0.9121 |
0.9134 |
|