CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9156 |
0.9166 |
0.0010 |
0.1% |
0.9091 |
| High |
0.9198 |
0.9197 |
-0.0002 |
0.0% |
0.9187 |
| Low |
0.9141 |
0.9125 |
-0.0017 |
-0.2% |
0.9082 |
| Close |
0.9192 |
0.9133 |
-0.0059 |
-0.6% |
0.9154 |
| Range |
0.0057 |
0.0072 |
0.0015 |
26.3% |
0.0105 |
| ATR |
0.0056 |
0.0058 |
0.0001 |
2.0% |
0.0000 |
| Volume |
150,342 |
127,360 |
-22,982 |
-15.3% |
623,984 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9367 |
0.9322 |
0.9173 |
|
| R3 |
0.9295 |
0.9250 |
0.9153 |
|
| R2 |
0.9223 |
0.9223 |
0.9146 |
|
| R1 |
0.9178 |
0.9178 |
0.9140 |
0.9165 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9145 |
| S1 |
0.9106 |
0.9106 |
0.9126 |
0.9093 |
| S2 |
0.9079 |
0.9079 |
0.9120 |
|
| S3 |
0.9007 |
0.9034 |
0.9113 |
|
| S4 |
0.8935 |
0.8962 |
0.9093 |
|
|
| 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% |
0.0058 |
0.6% |
44% |
False |
False |
129,944 |
| 10 |
0.9198 |
0.9073 |
0.0125 |
1.4% |
0.0057 |
0.6% |
48% |
False |
False |
118,228 |
| 20 |
0.9299 |
0.9073 |
0.0226 |
2.5% |
0.0055 |
0.6% |
27% |
False |
False |
65,192 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0054 |
0.6% |
30% |
False |
False |
33,132 |
| 60 |
0.9566 |
0.9052 |
0.0514 |
5.6% |
0.0051 |
0.6% |
16% |
False |
False |
22,115 |
| 80 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0051 |
0.6% |
13% |
False |
False |
16,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9503 |
|
2.618 |
0.9385 |
|
1.618 |
0.9313 |
|
1.000 |
0.9269 |
|
0.618 |
0.9241 |
|
HIGH |
0.9197 |
|
0.618 |
0.9169 |
|
0.500 |
0.9161 |
|
0.382 |
0.9152 |
|
LOW |
0.9125 |
|
0.618 |
0.9080 |
|
1.000 |
0.9053 |
|
1.618 |
0.9008 |
|
2.618 |
0.8936 |
|
4.250 |
0.8819 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9161 |
| PP |
0.9151 |
0.9152 |
| S1 |
0.9142 |
0.9142 |
|