CME Japanese Yen Future December 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 |
0.9210 |
0.9160 |
-0.0051 |
-0.5% |
0.9214 |
| High |
0.9220 |
0.9220 |
0.0000 |
0.0% |
0.9264 |
| Low |
0.9177 |
0.9154 |
-0.0024 |
-0.3% |
0.9143 |
| Close |
0.9177 |
0.9220 |
0.0043 |
0.5% |
0.9161 |
| Range |
0.0043 |
0.0067 |
0.0024 |
54.7% |
0.0121 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.1% |
0.0000 |
| Volume |
13 |
31 |
18 |
138.5% |
166 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9397 |
0.9375 |
0.9256 |
|
| R3 |
0.9331 |
0.9308 |
0.9238 |
|
| R2 |
0.9264 |
0.9264 |
0.9232 |
|
| R1 |
0.9242 |
0.9242 |
0.9226 |
0.9253 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9203 |
| S1 |
0.9175 |
0.9175 |
0.9213 |
0.9187 |
| S2 |
0.9131 |
0.9131 |
0.9207 |
|
| S3 |
0.9065 |
0.9109 |
0.9201 |
|
| S4 |
0.8998 |
0.9042 |
0.9183 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9552 |
0.9478 |
0.9228 |
|
| R3 |
0.9431 |
0.9357 |
0.9194 |
|
| R2 |
0.9310 |
0.9310 |
0.9183 |
|
| R1 |
0.9236 |
0.9236 |
0.9172 |
0.9213 |
| PP |
0.9189 |
0.9189 |
0.9189 |
0.9178 |
| S1 |
0.9115 |
0.9115 |
0.9150 |
0.9092 |
| S2 |
0.9068 |
0.9068 |
0.9139 |
|
| S3 |
0.8947 |
0.8994 |
0.9128 |
|
| S4 |
0.8826 |
0.8873 |
0.9094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9245 |
0.9143 |
0.0102 |
1.1% |
0.0046 |
0.5% |
75% |
False |
False |
20 |
| 10 |
0.9266 |
0.9143 |
0.0123 |
1.3% |
0.0039 |
0.4% |
62% |
False |
False |
26 |
| 20 |
0.9374 |
0.9143 |
0.0231 |
2.5% |
0.0036 |
0.4% |
33% |
False |
False |
17 |
| 40 |
0.9374 |
0.9125 |
0.0249 |
2.7% |
0.0028 |
0.3% |
38% |
False |
False |
16 |
| 60 |
0.9657 |
0.9125 |
0.0532 |
5.8% |
0.0029 |
0.3% |
18% |
False |
False |
14 |
| 80 |
0.9728 |
0.9125 |
0.0604 |
6.5% |
0.0027 |
0.3% |
16% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9503 |
|
2.618 |
0.9394 |
|
1.618 |
0.9328 |
|
1.000 |
0.9287 |
|
0.618 |
0.9261 |
|
HIGH |
0.9220 |
|
0.618 |
0.9195 |
|
0.500 |
0.9187 |
|
0.382 |
0.9179 |
|
LOW |
0.9154 |
|
0.618 |
0.9112 |
|
1.000 |
0.9087 |
|
1.618 |
0.9046 |
|
2.618 |
0.8979 |
|
4.250 |
0.8871 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9209 |
0.9213 |
| PP |
0.9198 |
0.9206 |
| S1 |
0.9187 |
0.9199 |
|