CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9080 |
0.9083 |
0.0003 |
0.0% |
0.9192 |
| High |
0.9106 |
0.9102 |
-0.0005 |
0.0% |
0.9219 |
| Low |
0.9076 |
0.9036 |
-0.0040 |
-0.4% |
0.9110 |
| Close |
0.9088 |
0.9046 |
-0.0042 |
-0.5% |
0.9170 |
| Range |
0.0031 |
0.0066 |
0.0035 |
114.8% |
0.0109 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
120,546 |
145,170 |
24,624 |
20.4% |
532,308 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9217 |
0.9082 |
|
| R3 |
0.9192 |
0.9152 |
0.9064 |
|
| R2 |
0.9127 |
0.9127 |
0.9058 |
|
| R1 |
0.9086 |
0.9086 |
0.9052 |
0.9074 |
| PP |
0.9061 |
0.9061 |
0.9061 |
0.9055 |
| S1 |
0.9021 |
0.9021 |
0.9039 |
0.9008 |
| S2 |
0.8996 |
0.8996 |
0.9033 |
|
| S3 |
0.8930 |
0.8955 |
0.9027 |
|
| S4 |
0.8865 |
0.8890 |
0.9009 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9493 |
0.9441 |
0.9230 |
|
| R3 |
0.9384 |
0.9332 |
0.9200 |
|
| R2 |
0.9275 |
0.9275 |
0.9190 |
|
| R1 |
0.9223 |
0.9223 |
0.9180 |
0.9195 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9152 |
| S1 |
0.9114 |
0.9114 |
0.9160 |
0.9086 |
| S2 |
0.9057 |
0.9057 |
0.9150 |
|
| S3 |
0.8948 |
0.9005 |
0.9140 |
|
| S4 |
0.8839 |
0.8896 |
0.9110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9182 |
0.9036 |
0.0146 |
1.6% |
0.0048 |
0.5% |
7% |
False |
True |
115,993 |
| 10 |
0.9229 |
0.9036 |
0.0193 |
2.1% |
0.0052 |
0.6% |
5% |
False |
True |
113,828 |
| 20 |
0.9346 |
0.9036 |
0.0310 |
3.4% |
0.0053 |
0.6% |
3% |
False |
True |
116,736 |
| 40 |
0.9615 |
0.9036 |
0.0579 |
6.4% |
0.0058 |
0.6% |
2% |
False |
True |
127,818 |
| 60 |
0.9615 |
0.9036 |
0.0579 |
6.4% |
0.0062 |
0.7% |
2% |
False |
True |
99,092 |
| 80 |
0.9615 |
0.9036 |
0.0579 |
6.4% |
0.0067 |
0.7% |
2% |
False |
True |
74,402 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0062 |
0.7% |
20% |
False |
False |
59,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9380 |
|
2.618 |
0.9273 |
|
1.618 |
0.9207 |
|
1.000 |
0.9167 |
|
0.618 |
0.9142 |
|
HIGH |
0.9102 |
|
0.618 |
0.9076 |
|
0.500 |
0.9069 |
|
0.382 |
0.9061 |
|
LOW |
0.9036 |
|
0.618 |
0.8996 |
|
1.000 |
0.8971 |
|
1.618 |
0.8930 |
|
2.618 |
0.8865 |
|
4.250 |
0.8758 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9069 |
0.9087 |
| PP |
0.9061 |
0.9073 |
| S1 |
0.9053 |
0.9059 |
|