CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9121 |
0.9219 |
0.0098 |
1.1% |
0.9034 |
| High |
0.9261 |
0.9240 |
-0.0022 |
-0.2% |
0.9191 |
| Low |
0.9118 |
0.9179 |
0.0061 |
0.7% |
0.8992 |
| Close |
0.9249 |
0.9196 |
-0.0053 |
-0.6% |
0.9152 |
| Range |
0.0143 |
0.0061 |
-0.0082 |
-57.3% |
0.0199 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
| Volume |
324,572 |
203,585 |
-120,987 |
-37.3% |
868,095 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9388 |
0.9353 |
0.9230 |
|
| R3 |
0.9327 |
0.9292 |
0.9213 |
|
| R2 |
0.9266 |
0.9266 |
0.9207 |
|
| R1 |
0.9231 |
0.9231 |
0.9202 |
0.9218 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9198 |
| S1 |
0.9170 |
0.9170 |
0.9190 |
0.9157 |
| S2 |
0.9144 |
0.9144 |
0.9185 |
|
| S3 |
0.9083 |
0.9109 |
0.9179 |
|
| S4 |
0.9022 |
0.9048 |
0.9162 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9707 |
0.9628 |
0.9261 |
|
| R3 |
0.9508 |
0.9429 |
0.9206 |
|
| R2 |
0.9310 |
0.9310 |
0.9188 |
|
| R1 |
0.9231 |
0.9231 |
0.9170 |
0.9270 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9131 |
| S1 |
0.9032 |
0.9032 |
0.9133 |
0.9072 |
| S2 |
0.8913 |
0.8913 |
0.9115 |
|
| S3 |
0.8714 |
0.8834 |
0.9097 |
|
| S4 |
0.8516 |
0.8635 |
0.9042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9261 |
0.9030 |
0.0232 |
2.5% |
0.0092 |
1.0% |
72% |
False |
False |
232,137 |
| 10 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0067 |
0.7% |
76% |
False |
False |
178,438 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0061 |
0.7% |
76% |
False |
False |
146,377 |
| 40 |
0.9481 |
0.8992 |
0.0489 |
5.3% |
0.0057 |
0.6% |
42% |
False |
False |
133,873 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
33% |
False |
False |
124,215 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0066 |
0.7% |
33% |
False |
False |
93,358 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.8% |
0.0066 |
0.7% |
41% |
False |
False |
74,722 |
| 120 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0060 |
0.6% |
42% |
False |
False |
62,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9499 |
|
2.618 |
0.9399 |
|
1.618 |
0.9338 |
|
1.000 |
0.9301 |
|
0.618 |
0.9277 |
|
HIGH |
0.9240 |
|
0.618 |
0.9216 |
|
0.500 |
0.9209 |
|
0.382 |
0.9202 |
|
LOW |
0.9179 |
|
0.618 |
0.9141 |
|
1.000 |
0.9118 |
|
1.618 |
0.9080 |
|
2.618 |
0.9019 |
|
4.250 |
0.8919 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9209 |
0.9194 |
| PP |
0.9205 |
0.9192 |
| S1 |
0.9200 |
0.9190 |
|