CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9255 |
0.9259 |
0.0004 |
0.0% |
0.9179 |
| High |
0.9292 |
0.9262 |
-0.0030 |
-0.3% |
0.9320 |
| Low |
0.9242 |
0.9180 |
-0.0062 |
-0.7% |
0.9179 |
| Close |
0.9274 |
0.9198 |
-0.0076 |
-0.8% |
0.9198 |
| Range |
0.0050 |
0.0082 |
0.0032 |
64.0% |
0.0141 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
3.9% |
0.0000 |
| Volume |
4,627 |
1,527 |
-3,100 |
-67.0% |
14,165 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9459 |
0.9411 |
0.9243 |
|
| R3 |
0.9377 |
0.9329 |
0.9221 |
|
| R2 |
0.9295 |
0.9295 |
0.9213 |
|
| R1 |
0.9247 |
0.9247 |
0.9206 |
0.9230 |
| PP |
0.9213 |
0.9213 |
0.9213 |
0.9205 |
| S1 |
0.9165 |
0.9165 |
0.9190 |
0.9148 |
| S2 |
0.9131 |
0.9131 |
0.9183 |
|
| S3 |
0.9049 |
0.9083 |
0.9175 |
|
| S4 |
0.8967 |
0.9001 |
0.9153 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9568 |
0.9276 |
|
| R3 |
0.9514 |
0.9427 |
0.9237 |
|
| R2 |
0.9373 |
0.9373 |
0.9224 |
|
| R1 |
0.9286 |
0.9286 |
0.9211 |
0.9330 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9254 |
| S1 |
0.9145 |
0.9145 |
0.9185 |
0.9189 |
| S2 |
0.9091 |
0.9091 |
0.9172 |
|
| S3 |
0.8950 |
0.9004 |
0.9159 |
|
| S4 |
0.8809 |
0.8863 |
0.9120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9320 |
0.9179 |
0.0141 |
1.5% |
0.0076 |
0.8% |
13% |
False |
False |
2,969 |
| 10 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0068 |
0.7% |
55% |
False |
False |
2,479 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0057 |
0.6% |
55% |
False |
False |
1,471 |
| 40 |
0.9480 |
0.9052 |
0.0429 |
4.7% |
0.0049 |
0.5% |
34% |
False |
False |
784 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0051 |
0.6% |
24% |
False |
False |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9611 |
|
2.618 |
0.9477 |
|
1.618 |
0.9395 |
|
1.000 |
0.9344 |
|
0.618 |
0.9313 |
|
HIGH |
0.9262 |
|
0.618 |
0.9231 |
|
0.500 |
0.9221 |
|
0.382 |
0.9211 |
|
LOW |
0.9180 |
|
0.618 |
0.9129 |
|
1.000 |
0.9098 |
|
1.618 |
0.9047 |
|
2.618 |
0.8965 |
|
4.250 |
0.8832 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9221 |
0.9239 |
| PP |
0.9213 |
0.9226 |
| S1 |
0.9206 |
0.9212 |
|