CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9031 |
0.9106 |
0.0076 |
0.8% |
0.9166 |
| High |
0.9143 |
0.9191 |
0.0048 |
0.5% |
0.9177 |
| Low |
0.9030 |
0.9100 |
0.0071 |
0.8% |
0.9018 |
| Close |
0.9099 |
0.9162 |
0.0063 |
0.7% |
0.9052 |
| Range |
0.0113 |
0.0091 |
-0.0023 |
-19.9% |
0.0159 |
| ATR |
0.0057 |
0.0060 |
0.0002 |
4.3% |
0.0000 |
| Volume |
263,511 |
209,314 |
-54,197 |
-20.6% |
612,964 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9422 |
0.9383 |
0.9212 |
|
| R3 |
0.9332 |
0.9292 |
0.9187 |
|
| R2 |
0.9241 |
0.9241 |
0.9179 |
|
| R1 |
0.9202 |
0.9202 |
0.9170 |
0.9222 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9161 |
| S1 |
0.9111 |
0.9111 |
0.9154 |
0.9131 |
| S2 |
0.9060 |
0.9060 |
0.9145 |
|
| S3 |
0.8970 |
0.9021 |
0.9137 |
|
| S4 |
0.8879 |
0.8930 |
0.9112 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9558 |
0.9463 |
0.9139 |
|
| R3 |
0.9399 |
0.9305 |
0.9096 |
|
| R2 |
0.9241 |
0.9241 |
0.9081 |
|
| R1 |
0.9146 |
0.9146 |
0.9067 |
0.9114 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9066 |
| S1 |
0.8988 |
0.8988 |
0.9037 |
0.8956 |
| S2 |
0.8924 |
0.8924 |
0.9023 |
|
| S3 |
0.8765 |
0.8829 |
0.9008 |
|
| S4 |
0.8607 |
0.8671 |
0.8965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9191 |
0.8992 |
0.0199 |
2.2% |
0.0064 |
0.7% |
86% |
True |
False |
166,162 |
| 10 |
0.9191 |
0.8992 |
0.0199 |
2.2% |
0.0056 |
0.6% |
86% |
True |
False |
141,077 |
| 20 |
0.9229 |
0.8992 |
0.0237 |
2.6% |
0.0055 |
0.6% |
72% |
False |
False |
127,212 |
| 40 |
0.9511 |
0.8992 |
0.0519 |
5.7% |
0.0056 |
0.6% |
33% |
False |
False |
125,958 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
27% |
False |
False |
112,891 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0065 |
0.7% |
27% |
False |
False |
84,769 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0065 |
0.7% |
37% |
False |
False |
67,845 |
| 120 |
0.9615 |
0.8894 |
0.0721 |
7.9% |
0.0059 |
0.6% |
37% |
False |
False |
56,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9575 |
|
2.618 |
0.9427 |
|
1.618 |
0.9337 |
|
1.000 |
0.9281 |
|
0.618 |
0.9246 |
|
HIGH |
0.9191 |
|
0.618 |
0.9156 |
|
0.500 |
0.9145 |
|
0.382 |
0.9135 |
|
LOW |
0.9100 |
|
0.618 |
0.9044 |
|
1.000 |
0.9010 |
|
1.618 |
0.8954 |
|
2.618 |
0.8863 |
|
4.250 |
0.8715 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9141 |
| PP |
0.9151 |
0.9121 |
| S1 |
0.9145 |
0.9100 |
|