CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9098 |
0.9068 |
-0.0031 |
-0.3% |
0.9156 |
| High |
0.9108 |
0.9088 |
-0.0021 |
-0.2% |
0.9198 |
| Low |
0.9061 |
0.9049 |
-0.0012 |
-0.1% |
0.9061 |
| Close |
0.9068 |
0.9065 |
-0.0003 |
0.0% |
0.9068 |
| Range |
0.0048 |
0.0039 |
-0.0009 |
-17.9% |
0.0138 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
151,461 |
114,665 |
-36,796 |
-24.3% |
725,821 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9184 |
0.9164 |
0.9086 |
|
| R3 |
0.9145 |
0.9125 |
0.9076 |
|
| R2 |
0.9106 |
0.9106 |
0.9072 |
|
| R1 |
0.9086 |
0.9086 |
0.9069 |
0.9076 |
| PP |
0.9067 |
0.9067 |
0.9067 |
0.9062 |
| S1 |
0.9047 |
0.9047 |
0.9061 |
0.9037 |
| S2 |
0.9028 |
0.9028 |
0.9058 |
|
| S3 |
0.8989 |
0.9008 |
0.9054 |
|
| S4 |
0.8950 |
0.8969 |
0.9044 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9432 |
0.9143 |
|
| R3 |
0.9384 |
0.9294 |
0.9105 |
|
| R2 |
0.9246 |
0.9246 |
0.9093 |
|
| R1 |
0.9157 |
0.9157 |
0.9080 |
0.9133 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9097 |
| S1 |
0.9019 |
0.9019 |
0.9055 |
0.8995 |
| S2 |
0.8971 |
0.8971 |
0.9042 |
|
| S3 |
0.8834 |
0.8882 |
0.9030 |
|
| S4 |
0.8696 |
0.8744 |
0.8992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9197 |
0.9049 |
0.0148 |
1.6% |
0.0057 |
0.6% |
11% |
False |
True |
138,028 |
| 10 |
0.9198 |
0.9049 |
0.0150 |
1.6% |
0.0059 |
0.7% |
11% |
False |
True |
138,751 |
| 20 |
0.9221 |
0.9049 |
0.0172 |
1.9% |
0.0054 |
0.6% |
10% |
False |
True |
92,822 |
| 40 |
0.9320 |
0.9049 |
0.0272 |
3.0% |
0.0055 |
0.6% |
6% |
False |
True |
47,190 |
| 60 |
0.9480 |
0.9049 |
0.0432 |
4.8% |
0.0051 |
0.6% |
4% |
False |
True |
31,491 |
| 80 |
0.9670 |
0.9049 |
0.0621 |
6.9% |
0.0052 |
0.6% |
3% |
False |
True |
23,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9253 |
|
2.618 |
0.9190 |
|
1.618 |
0.9151 |
|
1.000 |
0.9127 |
|
0.618 |
0.9112 |
|
HIGH |
0.9088 |
|
0.618 |
0.9073 |
|
0.500 |
0.9068 |
|
0.382 |
0.9063 |
|
LOW |
0.9049 |
|
0.618 |
0.9024 |
|
1.000 |
0.9010 |
|
1.618 |
0.8985 |
|
2.618 |
0.8946 |
|
4.250 |
0.8883 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9068 |
0.9096 |
| PP |
0.9067 |
0.9085 |
| S1 |
0.9066 |
0.9075 |
|