CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9259 |
0.9196 |
-0.0063 |
-0.7% |
0.9179 |
| High |
0.9262 |
0.9208 |
-0.0054 |
-0.6% |
0.9320 |
| Low |
0.9180 |
0.9170 |
-0.0010 |
-0.1% |
0.9179 |
| Close |
0.9198 |
0.9178 |
-0.0021 |
-0.2% |
0.9198 |
| Range |
0.0082 |
0.0038 |
-0.0044 |
-53.7% |
0.0141 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,527 |
1,772 |
245 |
16.0% |
14,165 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9299 |
0.9276 |
0.9198 |
|
| R3 |
0.9261 |
0.9238 |
0.9188 |
|
| R2 |
0.9223 |
0.9223 |
0.9184 |
|
| R1 |
0.9200 |
0.9200 |
0.9181 |
0.9193 |
| PP |
0.9185 |
0.9185 |
0.9185 |
0.9181 |
| S1 |
0.9162 |
0.9162 |
0.9174 |
0.9155 |
| S2 |
0.9147 |
0.9147 |
0.9171 |
|
| S3 |
0.9109 |
0.9124 |
0.9167 |
|
| S4 |
0.9071 |
0.9086 |
0.9157 |
|
|
| 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 |
0.9170 |
0.0150 |
1.6% |
0.0074 |
0.8% |
5% |
False |
True |
3,187 |
| 10 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0068 |
0.7% |
47% |
False |
False |
2,634 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0056 |
0.6% |
47% |
False |
False |
1,557 |
| 40 |
0.9480 |
0.9052 |
0.0429 |
4.7% |
0.0049 |
0.5% |
29% |
False |
False |
826 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.7% |
0.0051 |
0.6% |
20% |
False |
False |
571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9370 |
|
2.618 |
0.9307 |
|
1.618 |
0.9269 |
|
1.000 |
0.9246 |
|
0.618 |
0.9231 |
|
HIGH |
0.9208 |
|
0.618 |
0.9193 |
|
0.500 |
0.9189 |
|
0.382 |
0.9185 |
|
LOW |
0.9170 |
|
0.618 |
0.9147 |
|
1.000 |
0.9132 |
|
1.618 |
0.9109 |
|
2.618 |
0.9071 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9189 |
0.9231 |
| PP |
0.9185 |
0.9213 |
| S1 |
0.9181 |
0.9195 |
|