CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9313 |
0.9229 |
-0.0084 |
-0.9% |
0.9336 |
| High |
0.9321 |
0.9244 |
-0.0077 |
-0.8% |
0.9393 |
| Low |
0.9227 |
0.9189 |
-0.0038 |
-0.4% |
0.9304 |
| Close |
0.9238 |
0.9234 |
-0.0004 |
0.0% |
0.9328 |
| Range |
0.0094 |
0.0055 |
-0.0039 |
-41.5% |
0.0089 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
128,879 |
137,433 |
8,554 |
6.6% |
497,471 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9387 |
0.9365 |
0.9264 |
|
| R3 |
0.9332 |
0.9310 |
0.9249 |
|
| R2 |
0.9277 |
0.9277 |
0.9244 |
|
| R1 |
0.9255 |
0.9255 |
0.9239 |
0.9266 |
| PP |
0.9222 |
0.9222 |
0.9222 |
0.9228 |
| S1 |
0.9200 |
0.9200 |
0.9228 |
0.9211 |
| S2 |
0.9167 |
0.9167 |
0.9223 |
|
| S3 |
0.9112 |
0.9145 |
0.9218 |
|
| S4 |
0.9057 |
0.9090 |
0.9203 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9556 |
0.9376 |
|
| R3 |
0.9518 |
0.9467 |
0.9352 |
|
| R2 |
0.9430 |
0.9430 |
0.9344 |
|
| R1 |
0.9379 |
0.9379 |
0.9336 |
0.9360 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9332 |
| S1 |
0.9290 |
0.9290 |
0.9319 |
0.9272 |
| S2 |
0.9253 |
0.9253 |
0.9311 |
|
| S3 |
0.9164 |
0.9202 |
0.9303 |
|
| S4 |
0.9076 |
0.9113 |
0.9279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9381 |
0.9189 |
0.0192 |
2.1% |
0.0051 |
0.6% |
23% |
False |
True |
116,092 |
| 10 |
0.9416 |
0.9189 |
0.0227 |
2.5% |
0.0050 |
0.5% |
20% |
False |
True |
115,616 |
| 20 |
0.9546 |
0.9189 |
0.0357 |
3.9% |
0.0062 |
0.7% |
12% |
False |
True |
130,248 |
| 40 |
0.9615 |
0.9189 |
0.0426 |
4.6% |
0.0066 |
0.7% |
10% |
False |
True |
99,795 |
| 60 |
0.9615 |
0.9126 |
0.0489 |
5.3% |
0.0069 |
0.7% |
22% |
False |
False |
66,639 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.7% |
0.0067 |
0.7% |
47% |
False |
False |
50,012 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0059 |
0.6% |
47% |
False |
False |
40,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9478 |
|
2.618 |
0.9388 |
|
1.618 |
0.9333 |
|
1.000 |
0.9299 |
|
0.618 |
0.9278 |
|
HIGH |
0.9244 |
|
0.618 |
0.9223 |
|
0.500 |
0.9217 |
|
0.382 |
0.9210 |
|
LOW |
0.9189 |
|
0.618 |
0.9155 |
|
1.000 |
0.9134 |
|
1.618 |
0.9100 |
|
2.618 |
0.9045 |
|
4.250 |
0.8955 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9228 |
0.9268 |
| PP |
0.9222 |
0.9256 |
| S1 |
0.9217 |
0.9245 |
|