CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9192 |
0.9190 |
-0.0002 |
0.0% |
0.9193 |
| High |
0.9212 |
0.9197 |
-0.0015 |
-0.2% |
0.9229 |
| Low |
0.9168 |
0.9127 |
-0.0041 |
-0.4% |
0.9112 |
| Close |
0.9195 |
0.9138 |
-0.0057 |
-0.6% |
0.9189 |
| Range |
0.0044 |
0.0070 |
0.0026 |
59.1% |
0.0117 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.7% |
0.0000 |
| Volume |
114,964 |
113,344 |
-1,620 |
-1.4% |
558,276 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9364 |
0.9321 |
0.9177 |
|
| R3 |
0.9294 |
0.9251 |
0.9157 |
|
| R2 |
0.9224 |
0.9224 |
0.9151 |
|
| R1 |
0.9181 |
0.9181 |
0.9144 |
0.9168 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9147 |
| S1 |
0.9111 |
0.9111 |
0.9132 |
0.9098 |
| S2 |
0.9084 |
0.9084 |
0.9125 |
|
| S3 |
0.9014 |
0.9041 |
0.9119 |
|
| S4 |
0.8944 |
0.8971 |
0.9100 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9527 |
0.9475 |
0.9253 |
|
| R3 |
0.9410 |
0.9358 |
0.9221 |
|
| R2 |
0.9293 |
0.9293 |
0.9210 |
|
| R1 |
0.9241 |
0.9241 |
0.9199 |
0.9209 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9160 |
| S1 |
0.9124 |
0.9124 |
0.9178 |
0.9092 |
| S2 |
0.9059 |
0.9059 |
0.9167 |
|
| S3 |
0.8942 |
0.9007 |
0.9156 |
|
| S4 |
0.8825 |
0.8890 |
0.9124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9229 |
0.9125 |
0.0104 |
1.1% |
0.0060 |
0.7% |
13% |
False |
False |
115,024 |
| 10 |
0.9229 |
0.9112 |
0.0117 |
1.3% |
0.0052 |
0.6% |
23% |
False |
False |
111,565 |
| 20 |
0.9411 |
0.9112 |
0.0299 |
3.3% |
0.0051 |
0.6% |
9% |
False |
False |
112,964 |
| 40 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0060 |
0.7% |
5% |
False |
False |
127,158 |
| 60 |
0.9615 |
0.9112 |
0.0503 |
5.5% |
0.0066 |
0.7% |
5% |
False |
False |
87,266 |
| 80 |
0.9615 |
0.9050 |
0.0565 |
6.2% |
0.0068 |
0.7% |
16% |
False |
False |
65,504 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0061 |
0.7% |
33% |
False |
False |
52,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9495 |
|
2.618 |
0.9380 |
|
1.618 |
0.9310 |
|
1.000 |
0.9267 |
|
0.618 |
0.9240 |
|
HIGH |
0.9197 |
|
0.618 |
0.9170 |
|
0.500 |
0.9162 |
|
0.382 |
0.9154 |
|
LOW |
0.9127 |
|
0.618 |
0.9084 |
|
1.000 |
0.9057 |
|
1.618 |
0.9014 |
|
2.618 |
0.8944 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9162 |
0.9173 |
| PP |
0.9154 |
0.9161 |
| S1 |
0.9146 |
0.9150 |
|