CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9154 |
0.9156 |
0.0003 |
0.0% |
0.9091 |
| High |
0.9163 |
0.9198 |
0.0036 |
0.4% |
0.9187 |
| Low |
0.9127 |
0.9141 |
0.0014 |
0.2% |
0.9082 |
| Close |
0.9154 |
0.9192 |
0.0038 |
0.4% |
0.9154 |
| Range |
0.0036 |
0.0057 |
0.0022 |
60.6% |
0.0105 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
96,918 |
150,342 |
53,424 |
55.1% |
623,984 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9327 |
0.9223 |
|
| R3 |
0.9291 |
0.9270 |
0.9207 |
|
| R2 |
0.9234 |
0.9234 |
0.9202 |
|
| R1 |
0.9213 |
0.9213 |
0.9197 |
0.9223 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9182 |
| S1 |
0.9156 |
0.9156 |
0.9186 |
0.9166 |
| S2 |
0.9120 |
0.9120 |
0.9181 |
|
| S3 |
0.9063 |
0.9099 |
0.9176 |
|
| S4 |
0.9006 |
0.9042 |
0.9160 |
|
|
| 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 |
0.9198 |
0.9082 |
0.0116 |
1.3% |
0.0061 |
0.7% |
94% |
True |
False |
139,474 |
| 10 |
0.9198 |
0.9073 |
0.0125 |
1.4% |
0.0053 |
0.6% |
95% |
True |
False |
110,433 |
| 20 |
0.9320 |
0.9073 |
0.0247 |
2.7% |
0.0058 |
0.6% |
48% |
False |
False |
59,112 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0053 |
0.6% |
52% |
False |
False |
29,948 |
| 60 |
0.9568 |
0.9052 |
0.0516 |
5.6% |
0.0051 |
0.6% |
27% |
False |
False |
19,993 |
| 80 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0051 |
0.6% |
23% |
False |
False |
15,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9440 |
|
2.618 |
0.9347 |
|
1.618 |
0.9290 |
|
1.000 |
0.9255 |
|
0.618 |
0.9233 |
|
HIGH |
0.9198 |
|
0.618 |
0.9176 |
|
0.500 |
0.9170 |
|
0.382 |
0.9163 |
|
LOW |
0.9141 |
|
0.618 |
0.9106 |
|
1.000 |
0.9084 |
|
1.618 |
0.9049 |
|
2.618 |
0.8992 |
|
4.250 |
0.8899 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9184 |
0.9174 |
| PP |
0.9177 |
0.9157 |
| S1 |
0.9170 |
0.9140 |
|