CME Japanese Yen Future September 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 |
0.9171 |
0.9170 |
-0.0001 |
0.0% |
0.9179 |
| High |
0.9199 |
0.9171 |
-0.0028 |
-0.3% |
0.9320 |
| Low |
0.9156 |
0.9134 |
-0.0022 |
-0.2% |
0.9179 |
| Close |
0.9176 |
0.9140 |
-0.0037 |
-0.4% |
0.9198 |
| Range |
0.0044 |
0.0038 |
-0.0006 |
-13.8% |
0.0141 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3,203 |
5,924 |
2,721 |
85.0% |
14,165 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9238 |
0.9160 |
|
| R3 |
0.9223 |
0.9200 |
0.9150 |
|
| R2 |
0.9186 |
0.9186 |
0.9146 |
|
| R1 |
0.9163 |
0.9163 |
0.9143 |
0.9155 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9144 |
| S1 |
0.9125 |
0.9125 |
0.9136 |
0.9118 |
| S2 |
0.9111 |
0.9111 |
0.9133 |
|
| S3 |
0.9073 |
0.9088 |
0.9129 |
|
| S4 |
0.9036 |
0.9050 |
0.9119 |
|
|
| 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 |
0.9292 |
0.9134 |
0.0159 |
1.7% |
0.0050 |
0.5% |
4% |
False |
True |
3,410 |
| 10 |
0.9320 |
0.9095 |
0.0226 |
2.5% |
0.0069 |
0.8% |
20% |
False |
False |
3,414 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0056 |
0.6% |
33% |
False |
False |
2,007 |
| 40 |
0.9474 |
0.9052 |
0.0422 |
4.6% |
0.0048 |
0.5% |
21% |
False |
False |
1,053 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0051 |
0.6% |
14% |
False |
False |
723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9269 |
|
1.618 |
0.9232 |
|
1.000 |
0.9209 |
|
0.618 |
0.9194 |
|
HIGH |
0.9171 |
|
0.618 |
0.9157 |
|
0.500 |
0.9152 |
|
0.382 |
0.9148 |
|
LOW |
0.9134 |
|
0.618 |
0.9110 |
|
1.000 |
0.9096 |
|
1.618 |
0.9073 |
|
2.618 |
0.9035 |
|
4.250 |
0.8974 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9152 |
0.9171 |
| PP |
0.9148 |
0.9160 |
| S1 |
0.9144 |
0.9150 |
|