CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9236 |
0.9179 |
-0.0057 |
-0.6% |
0.9091 |
| High |
0.9236 |
0.9320 |
0.0084 |
0.9% |
0.9248 |
| Low |
0.9188 |
0.9179 |
-0.0009 |
-0.1% |
0.9052 |
| Close |
0.9212 |
0.9309 |
0.0097 |
1.1% |
0.9212 |
| Range |
0.0048 |
0.0141 |
0.0093 |
193.8% |
0.0197 |
| ATR |
0.0054 |
0.0061 |
0.0006 |
11.4% |
0.0000 |
| Volume |
684 |
5,753 |
5,069 |
741.1% |
10,409 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9692 |
0.9642 |
0.9387 |
|
| R3 |
0.9551 |
0.9501 |
0.9348 |
|
| R2 |
0.9410 |
0.9410 |
0.9335 |
|
| R1 |
0.9360 |
0.9360 |
0.9322 |
0.9385 |
| PP |
0.9269 |
0.9269 |
0.9269 |
0.9282 |
| S1 |
0.9219 |
0.9219 |
0.9296 |
0.9244 |
| S2 |
0.9128 |
0.9128 |
0.9283 |
|
| S3 |
0.8987 |
0.9078 |
0.9270 |
|
| S4 |
0.8846 |
0.8937 |
0.9231 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9683 |
0.9320 |
|
| R3 |
0.9564 |
0.9486 |
0.9266 |
|
| R2 |
0.9367 |
0.9367 |
0.9248 |
|
| R1 |
0.9290 |
0.9290 |
0.9230 |
0.9328 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9190 |
| S1 |
0.9093 |
0.9093 |
0.9194 |
0.9132 |
| S2 |
0.8974 |
0.8974 |
0.9176 |
|
| S3 |
0.8778 |
0.8897 |
0.9158 |
|
| S4 |
0.8581 |
0.8700 |
0.9104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9320 |
0.9069 |
0.0252 |
2.7% |
0.0081 |
0.9% |
96% |
True |
False |
3,137 |
| 10 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0063 |
0.7% |
96% |
True |
False |
1,938 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0054 |
0.6% |
96% |
True |
False |
1,071 |
| 40 |
0.9566 |
0.9052 |
0.0514 |
5.5% |
0.0050 |
0.5% |
50% |
False |
False |
577 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.6% |
0.0049 |
0.5% |
42% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9919 |
|
2.618 |
0.9689 |
|
1.618 |
0.9548 |
|
1.000 |
0.9461 |
|
0.618 |
0.9407 |
|
HIGH |
0.9320 |
|
0.618 |
0.9266 |
|
0.500 |
0.9250 |
|
0.382 |
0.9233 |
|
LOW |
0.9179 |
|
0.618 |
0.9092 |
|
1.000 |
0.9038 |
|
1.618 |
0.8951 |
|
2.618 |
0.8810 |
|
4.250 |
0.8580 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9289 |
0.9287 |
| PP |
0.9269 |
0.9265 |
| S1 |
0.9250 |
0.9242 |
|