CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9112 |
0.0000 |
0.0% |
0.9121 |
| High |
0.9142 |
0.9114 |
-0.0028 |
-0.3% |
0.9261 |
| Low |
0.9098 |
0.9076 |
-0.0022 |
-0.2% |
0.9118 |
| Close |
0.9118 |
0.9082 |
-0.0036 |
-0.4% |
0.9140 |
| Range |
0.0044 |
0.0039 |
-0.0006 |
-12.5% |
0.0143 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
114,277 |
113,075 |
-1,202 |
-1.1% |
852,207 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9206 |
0.9183 |
0.9103 |
|
| R3 |
0.9168 |
0.9144 |
0.9093 |
|
| R2 |
0.9129 |
0.9129 |
0.9089 |
|
| R1 |
0.9106 |
0.9106 |
0.9086 |
0.9098 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9087 |
| S1 |
0.9067 |
0.9067 |
0.9078 |
0.9060 |
| S2 |
0.9052 |
0.9052 |
0.9075 |
|
| S3 |
0.9014 |
0.9029 |
0.9071 |
|
| S4 |
0.8975 |
0.8990 |
0.9061 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9514 |
0.9218 |
|
| R3 |
0.9459 |
0.9371 |
0.9179 |
|
| R2 |
0.9316 |
0.9316 |
0.9166 |
|
| R1 |
0.9228 |
0.9228 |
0.9153 |
0.9272 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9195 |
| S1 |
0.9085 |
0.9085 |
0.9126 |
0.9129 |
| S2 |
0.9030 |
0.9030 |
0.9113 |
|
| S3 |
0.8887 |
0.8942 |
0.9100 |
|
| S4 |
0.8744 |
0.8799 |
0.9061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9235 |
0.9076 |
0.0160 |
1.8% |
0.0052 |
0.6% |
4% |
False |
True |
128,975 |
| 10 |
0.9261 |
0.9030 |
0.0232 |
2.5% |
0.0072 |
0.8% |
23% |
False |
False |
180,556 |
| 20 |
0.9261 |
0.8992 |
0.0269 |
3.0% |
0.0060 |
0.7% |
33% |
False |
False |
149,479 |
| 40 |
0.9416 |
0.8992 |
0.0424 |
4.7% |
0.0055 |
0.6% |
21% |
False |
False |
131,813 |
| 60 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0061 |
0.7% |
14% |
False |
False |
133,311 |
| 80 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0064 |
0.7% |
14% |
False |
False |
101,404 |
| 100 |
0.9615 |
0.8992 |
0.0623 |
6.9% |
0.0066 |
0.7% |
14% |
False |
False |
81,167 |
| 120 |
0.9615 |
0.8902 |
0.0713 |
7.9% |
0.0061 |
0.7% |
25% |
False |
False |
67,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9278 |
|
2.618 |
0.9215 |
|
1.618 |
0.9176 |
|
1.000 |
0.9153 |
|
0.618 |
0.9138 |
|
HIGH |
0.9114 |
|
0.618 |
0.9099 |
|
0.500 |
0.9095 |
|
0.382 |
0.9090 |
|
LOW |
0.9076 |
|
0.618 |
0.9052 |
|
1.000 |
0.9037 |
|
1.618 |
0.9013 |
|
2.618 |
0.8975 |
|
4.250 |
0.8912 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9095 |
0.9113 |
| PP |
0.9091 |
0.9103 |
| S1 |
0.9086 |
0.9092 |
|