CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9175 |
0.9126 |
-0.0049 |
-0.5% |
0.9313 |
| High |
0.9180 |
0.9149 |
-0.0032 |
-0.3% |
0.9321 |
| Low |
0.9125 |
0.9112 |
-0.0014 |
-0.1% |
0.9156 |
| Close |
0.9134 |
0.9136 |
0.0002 |
0.0% |
0.9200 |
| Range |
0.0055 |
0.0037 |
-0.0018 |
-32.7% |
0.0165 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
87,975 |
121,073 |
33,098 |
37.6% |
638,002 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9243 |
0.9227 |
0.9156 |
|
| R3 |
0.9206 |
0.9190 |
0.9146 |
|
| R2 |
0.9169 |
0.9169 |
0.9143 |
|
| R1 |
0.9153 |
0.9153 |
0.9139 |
0.9161 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9136 |
| S1 |
0.9116 |
0.9116 |
0.9133 |
0.9124 |
| S2 |
0.9095 |
0.9095 |
0.9129 |
|
| S3 |
0.9058 |
0.9079 |
0.9126 |
|
| S4 |
0.9021 |
0.9042 |
0.9116 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9721 |
0.9625 |
0.9291 |
|
| R3 |
0.9556 |
0.9460 |
0.9245 |
|
| R2 |
0.9391 |
0.9391 |
0.9230 |
|
| R1 |
0.9295 |
0.9295 |
0.9215 |
0.9261 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9208 |
| S1 |
0.9130 |
0.9130 |
0.9185 |
0.9096 |
| S2 |
0.9061 |
0.9061 |
0.9170 |
|
| S3 |
0.8896 |
0.8965 |
0.9155 |
|
| S4 |
0.8731 |
0.8800 |
0.9109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9210 |
0.9112 |
0.0098 |
1.1% |
0.0044 |
0.5% |
25% |
False |
True |
108,107 |
| 10 |
0.9364 |
0.9112 |
0.0252 |
2.8% |
0.0050 |
0.5% |
10% |
False |
True |
115,575 |
| 20 |
0.9421 |
0.9112 |
0.0309 |
3.4% |
0.0051 |
0.6% |
8% |
False |
True |
119,847 |
| 40 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0061 |
0.7% |
5% |
False |
True |
116,073 |
| 60 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0067 |
0.7% |
5% |
False |
True |
77,699 |
| 80 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0068 |
0.7% |
33% |
False |
False |
58,320 |
| 100 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0060 |
0.7% |
34% |
False |
False |
46,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9306 |
|
2.618 |
0.9245 |
|
1.618 |
0.9208 |
|
1.000 |
0.9186 |
|
0.618 |
0.9171 |
|
HIGH |
0.9149 |
|
0.618 |
0.9134 |
|
0.500 |
0.9130 |
|
0.382 |
0.9126 |
|
LOW |
0.9112 |
|
0.618 |
0.9089 |
|
1.000 |
0.9075 |
|
1.618 |
0.9052 |
|
2.618 |
0.9015 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9134 |
0.9156 |
| PP |
0.9132 |
0.9149 |
| S1 |
0.9130 |
0.9143 |
|