CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9408 |
0.9454 |
0.0046 |
0.5% |
0.9610 |
| High |
0.9457 |
0.9511 |
0.0054 |
0.6% |
0.9615 |
| Low |
0.9398 |
0.9440 |
0.0042 |
0.4% |
0.9393 |
| Close |
0.9444 |
0.9494 |
0.0050 |
0.5% |
0.9444 |
| Range |
0.0060 |
0.0072 |
0.0012 |
20.2% |
0.0222 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
134,018 |
96,032 |
-37,986 |
-28.3% |
625,359 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9696 |
0.9666 |
0.9533 |
|
| R3 |
0.9624 |
0.9595 |
0.9513 |
|
| R2 |
0.9553 |
0.9553 |
0.9507 |
|
| R1 |
0.9523 |
0.9523 |
0.9500 |
0.9538 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9489 |
| S1 |
0.9452 |
0.9452 |
0.9487 |
0.9467 |
| S2 |
0.9410 |
0.9410 |
0.9480 |
|
| S3 |
0.9338 |
0.9380 |
0.9474 |
|
| S4 |
0.9267 |
0.9309 |
0.9454 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0017 |
0.9565 |
|
| R3 |
0.9927 |
0.9796 |
0.9504 |
|
| R2 |
0.9705 |
0.9705 |
0.9484 |
|
| R1 |
0.9574 |
0.9574 |
0.9464 |
0.9529 |
| PP |
0.9484 |
0.9484 |
0.9484 |
0.9461 |
| S1 |
0.9353 |
0.9353 |
0.9423 |
0.9308 |
| S2 |
0.9262 |
0.9262 |
0.9403 |
|
| S3 |
0.9041 |
0.9131 |
0.9383 |
|
| S4 |
0.8819 |
0.8910 |
0.9322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9615 |
0.9393 |
0.0222 |
2.3% |
0.0082 |
0.9% |
45% |
False |
False |
144,278 |
| 10 |
0.9615 |
0.9393 |
0.0222 |
2.3% |
0.0074 |
0.8% |
45% |
False |
False |
150,573 |
| 20 |
0.9615 |
0.9382 |
0.0233 |
2.4% |
0.0069 |
0.7% |
48% |
False |
False |
97,980 |
| 40 |
0.9615 |
0.9126 |
0.0489 |
5.1% |
0.0075 |
0.8% |
75% |
False |
False |
49,322 |
| 60 |
0.9615 |
0.8902 |
0.0713 |
7.5% |
0.0071 |
0.8% |
83% |
False |
False |
32,935 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.6% |
0.0060 |
0.6% |
83% |
False |
False |
24,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9815 |
|
2.618 |
0.9698 |
|
1.618 |
0.9627 |
|
1.000 |
0.9583 |
|
0.618 |
0.9555 |
|
HIGH |
0.9511 |
|
0.618 |
0.9484 |
|
0.500 |
0.9475 |
|
0.382 |
0.9467 |
|
LOW |
0.9440 |
|
0.618 |
0.9395 |
|
1.000 |
0.9368 |
|
1.618 |
0.9324 |
|
2.618 |
0.9252 |
|
4.250 |
0.9136 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9487 |
0.9485 |
| PP |
0.9481 |
0.9476 |
| S1 |
0.9475 |
0.9468 |
|