CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9114 |
0.9154 |
0.0040 |
0.4% |
0.9091 |
| High |
0.9159 |
0.9163 |
0.0004 |
0.0% |
0.9187 |
| Low |
0.9082 |
0.9127 |
0.0045 |
0.5% |
0.9082 |
| Close |
0.9157 |
0.9154 |
-0.0003 |
0.0% |
0.9154 |
| Range |
0.0077 |
0.0036 |
-0.0042 |
-53.9% |
0.0105 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
149,030 |
96,918 |
-52,112 |
-35.0% |
623,984 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9254 |
0.9240 |
0.9174 |
|
| R3 |
0.9219 |
0.9204 |
0.9164 |
|
| R2 |
0.9183 |
0.9183 |
0.9161 |
|
| R1 |
0.9169 |
0.9169 |
0.9157 |
0.9176 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9152 |
| S1 |
0.9133 |
0.9133 |
0.9151 |
0.9141 |
| S2 |
0.9112 |
0.9112 |
0.9147 |
|
| S3 |
0.9077 |
0.9098 |
0.9144 |
|
| S4 |
0.9041 |
0.9062 |
0.9134 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9409 |
0.9211 |
|
| R3 |
0.9350 |
0.9304 |
0.9183 |
|
| R2 |
0.9245 |
0.9245 |
0.9173 |
|
| R1 |
0.9200 |
0.9200 |
0.9164 |
0.9223 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9152 |
| S1 |
0.9095 |
0.9095 |
0.9144 |
0.9118 |
| S2 |
0.9036 |
0.9036 |
0.9135 |
|
| S3 |
0.8932 |
0.8991 |
0.9125 |
|
| S4 |
0.8827 |
0.8886 |
0.9097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9187 |
0.9082 |
0.0105 |
1.1% |
0.0056 |
0.6% |
69% |
False |
False |
124,796 |
| 10 |
0.9209 |
0.9073 |
0.0136 |
1.5% |
0.0054 |
0.6% |
60% |
False |
False |
97,810 |
| 20 |
0.9320 |
0.9073 |
0.0247 |
2.7% |
0.0058 |
0.6% |
33% |
False |
False |
51,629 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0053 |
0.6% |
38% |
False |
False |
26,192 |
| 60 |
0.9568 |
0.9052 |
0.0516 |
5.6% |
0.0051 |
0.6% |
20% |
False |
False |
17,490 |
| 80 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0051 |
0.6% |
17% |
False |
False |
13,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9313 |
|
2.618 |
0.9255 |
|
1.618 |
0.9220 |
|
1.000 |
0.9198 |
|
0.618 |
0.9184 |
|
HIGH |
0.9163 |
|
0.618 |
0.9149 |
|
0.500 |
0.9145 |
|
0.382 |
0.9141 |
|
LOW |
0.9127 |
|
0.618 |
0.9105 |
|
1.000 |
0.9092 |
|
1.618 |
0.9070 |
|
2.618 |
0.9034 |
|
4.250 |
0.8976 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9143 |
| PP |
0.9148 |
0.9133 |
| S1 |
0.9145 |
0.9122 |
|