CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9208 |
0.9200 |
-0.0008 |
-0.1% |
0.9176 |
| High |
0.9209 |
0.9228 |
0.0019 |
0.2% |
0.9245 |
| Low |
0.9192 |
0.9169 |
-0.0024 |
-0.3% |
0.9154 |
| Close |
0.9196 |
0.9188 |
-0.0009 |
-0.1% |
0.9217 |
| Range |
0.0017 |
0.0060 |
0.0043 |
250.0% |
0.0091 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.5% |
0.0000 |
| Volume |
11 |
25 |
14 |
127.3% |
148 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9373 |
0.9340 |
0.9220 |
|
| R3 |
0.9314 |
0.9280 |
0.9204 |
|
| R2 |
0.9254 |
0.9254 |
0.9198 |
|
| R1 |
0.9221 |
0.9221 |
0.9193 |
0.9208 |
| PP |
0.9195 |
0.9195 |
0.9195 |
0.9188 |
| S1 |
0.9161 |
0.9161 |
0.9182 |
0.9148 |
| S2 |
0.9135 |
0.9135 |
0.9177 |
|
| S3 |
0.9076 |
0.9102 |
0.9171 |
|
| S4 |
0.9016 |
0.9042 |
0.9155 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9478 |
0.9439 |
0.9268 |
|
| R3 |
0.9387 |
0.9348 |
0.9243 |
|
| R2 |
0.9296 |
0.9296 |
0.9234 |
|
| R1 |
0.9257 |
0.9257 |
0.9226 |
0.9276 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9215 |
| S1 |
0.9166 |
0.9166 |
0.9209 |
0.9185 |
| S2 |
0.9114 |
0.9114 |
0.9201 |
|
| S3 |
0.9023 |
0.9075 |
0.9192 |
|
| S4 |
0.8932 |
0.8984 |
0.9167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9257 |
0.9154 |
0.0103 |
1.1% |
0.0042 |
0.5% |
33% |
False |
False |
30 |
| 10 |
0.9257 |
0.9143 |
0.0114 |
1.2% |
0.0041 |
0.4% |
39% |
False |
False |
28 |
| 20 |
0.9351 |
0.9143 |
0.0208 |
2.3% |
0.0033 |
0.4% |
21% |
False |
False |
22 |
| 40 |
0.9374 |
0.9125 |
0.0249 |
2.7% |
0.0030 |
0.3% |
25% |
False |
False |
19 |
| 60 |
0.9604 |
0.9125 |
0.0479 |
5.2% |
0.0027 |
0.3% |
13% |
False |
False |
15 |
| 80 |
0.9728 |
0.9125 |
0.0604 |
6.6% |
0.0027 |
0.3% |
10% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9481 |
|
2.618 |
0.9384 |
|
1.618 |
0.9324 |
|
1.000 |
0.9288 |
|
0.618 |
0.9265 |
|
HIGH |
0.9228 |
|
0.618 |
0.9205 |
|
0.500 |
0.9198 |
|
0.382 |
0.9191 |
|
LOW |
0.9169 |
|
0.618 |
0.9132 |
|
1.000 |
0.9109 |
|
1.618 |
0.9072 |
|
2.618 |
0.9013 |
|
4.250 |
0.8916 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9198 |
0.9213 |
| PP |
0.9195 |
0.9204 |
| S1 |
0.9191 |
0.9196 |
|