CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9219 |
0.9193 |
-0.0026 |
-0.3% |
0.9034 |
| High |
0.9240 |
0.9235 |
-0.0005 |
0.0% |
0.9191 |
| Low |
0.9179 |
0.9183 |
0.0004 |
0.0% |
0.8992 |
| Close |
0.9196 |
0.9215 |
0.0019 |
0.2% |
0.9152 |
| Range |
0.0061 |
0.0053 |
-0.0009 |
-13.9% |
0.0199 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
203,585 |
172,307 |
-31,278 |
-15.4% |
868,095 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9344 |
0.9244 |
|
| R3 |
0.9316 |
0.9292 |
0.9229 |
|
| R2 |
0.9263 |
0.9263 |
0.9225 |
|
| R1 |
0.9239 |
0.9239 |
0.9220 |
0.9251 |
| PP |
0.9211 |
0.9211 |
0.9211 |
0.9217 |
| S1 |
0.9187 |
0.9187 |
0.9210 |
0.9199 |
| S2 |
0.9158 |
0.9158 |
0.9205 |
|
| S3 |
0.9106 |
0.9134 |
0.9201 |
|
| S4 |
0.9053 |
0.9082 |
0.9186 |
|
|
| 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 |
0.9100 |
0.0161 |
1.7% |
0.0080 |
0.9% |
71% |
False |
False |
213,896 |
| 10 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0070 |
0.8% |
83% |
False |
False |
183,614 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
2.9% |
0.0061 |
0.7% |
83% |
False |
False |
148,939 |
| 40 |
0.9421 |
0.8992 |
0.0429 |
4.7% |
0.0056 |
0.6% |
52% |
False |
False |
134,393 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0061 |
0.7% |
36% |
False |
False |
127,028 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.8% |
0.0065 |
0.7% |
36% |
False |
False |
95,509 |
| 100 |
0.9615 |
0.8902 |
0.0713 |
7.7% |
0.0067 |
0.7% |
44% |
False |
False |
76,444 |
| 120 |
0.9615 |
0.8894 |
0.0721 |
7.8% |
0.0060 |
0.6% |
45% |
False |
False |
63,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9458 |
|
2.618 |
0.9372 |
|
1.618 |
0.9320 |
|
1.000 |
0.9288 |
|
0.618 |
0.9267 |
|
HIGH |
0.9235 |
|
0.618 |
0.9215 |
|
0.500 |
0.9209 |
|
0.382 |
0.9203 |
|
LOW |
0.9183 |
|
0.618 |
0.9150 |
|
1.000 |
0.9130 |
|
1.618 |
0.9098 |
|
2.618 |
0.9045 |
|
4.250 |
0.8959 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9213 |
0.9207 |
| PP |
0.9211 |
0.9198 |
| S1 |
0.9209 |
0.9190 |
|