CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9127 |
0.0008 |
0.1% |
0.9196 |
| High |
0.9129 |
0.9156 |
0.0027 |
0.3% |
0.9221 |
| Low |
0.9081 |
0.9092 |
0.0011 |
0.1% |
0.9134 |
| Close |
0.9107 |
0.9102 |
-0.0005 |
0.0% |
0.9198 |
| Range |
0.0048 |
0.0064 |
0.0016 |
33.7% |
0.0087 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.8% |
0.0000 |
| Volume |
66,145 |
65,189 |
-956 |
-1.4% |
39,630 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9268 |
0.9137 |
|
| R3 |
0.9244 |
0.9205 |
0.9119 |
|
| R2 |
0.9180 |
0.9180 |
0.9114 |
|
| R1 |
0.9141 |
0.9141 |
0.9108 |
0.9129 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9110 |
| S1 |
0.9078 |
0.9078 |
0.9096 |
0.9065 |
| S2 |
0.9053 |
0.9053 |
0.9090 |
|
| S3 |
0.8990 |
0.9014 |
0.9085 |
|
| S4 |
0.8926 |
0.8951 |
0.9067 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9445 |
0.9408 |
0.9245 |
|
| R3 |
0.9358 |
0.9321 |
0.9221 |
|
| R2 |
0.9271 |
0.9271 |
0.9213 |
|
| R1 |
0.9234 |
0.9234 |
0.9205 |
0.9253 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9193 |
| S1 |
0.9147 |
0.9147 |
0.9190 |
0.9166 |
| S2 |
0.9097 |
0.9097 |
0.9182 |
|
| S3 |
0.9010 |
0.9060 |
0.9174 |
|
| S4 |
0.8923 |
0.8973 |
0.9150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9221 |
0.9081 |
0.0140 |
1.5% |
0.0054 |
0.6% |
15% |
False |
False |
44,510 |
| 10 |
0.9262 |
0.9081 |
0.0181 |
2.0% |
0.0053 |
0.6% |
12% |
False |
False |
24,601 |
| 20 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0059 |
0.7% |
19% |
False |
False |
13,580 |
| 40 |
0.9423 |
0.9052 |
0.0371 |
4.1% |
0.0051 |
0.6% |
14% |
False |
False |
6,879 |
| 60 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0052 |
0.6% |
8% |
False |
False |
4,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9322 |
|
1.618 |
0.9258 |
|
1.000 |
0.9219 |
|
0.618 |
0.9195 |
|
HIGH |
0.9156 |
|
0.618 |
0.9131 |
|
0.500 |
0.9124 |
|
0.382 |
0.9116 |
|
LOW |
0.9092 |
|
0.618 |
0.9053 |
|
1.000 |
0.9029 |
|
1.618 |
0.8989 |
|
2.618 |
0.8926 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9124 |
0.9118 |
| PP |
0.9117 |
0.9113 |
| S1 |
0.9109 |
0.9107 |
|