CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9140 |
-0.0027 |
-0.3% |
0.9091 |
| High |
0.9197 |
0.9170 |
-0.0027 |
-0.3% |
0.9187 |
| Low |
0.9125 |
0.9101 |
-0.0024 |
-0.3% |
0.9082 |
| Close |
0.9133 |
0.9125 |
-0.0008 |
-0.1% |
0.9154 |
| Range |
0.0072 |
0.0069 |
-0.0004 |
-4.9% |
0.0105 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.4% |
0.0000 |
| Volume |
127,360 |
171,659 |
44,299 |
34.8% |
623,984 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9300 |
0.9163 |
|
| R3 |
0.9269 |
0.9231 |
0.9144 |
|
| R2 |
0.9200 |
0.9200 |
0.9138 |
|
| R1 |
0.9163 |
0.9163 |
0.9131 |
0.9147 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9124 |
| S1 |
0.9094 |
0.9094 |
0.9119 |
0.9079 |
| S2 |
0.9063 |
0.9063 |
0.9112 |
|
| S3 |
0.8995 |
0.9026 |
0.9106 |
|
| S4 |
0.8926 |
0.8957 |
0.9087 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9409 |
0.9211 |
|
| R3 |
0.9350 |
0.9304 |
0.9183 |
|
| R2 |
0.9245 |
0.9245 |
0.9173 |
|
| R1 |
0.9200 |
0.9200 |
0.9164 |
0.9223 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9152 |
| S1 |
0.9095 |
0.9095 |
0.9144 |
0.9118 |
| S2 |
0.9036 |
0.9036 |
0.9135 |
|
| S3 |
0.8932 |
0.8991 |
0.9125 |
|
| S4 |
0.8827 |
0.8886 |
0.9097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9198 |
0.9082 |
0.0116 |
1.3% |
0.0062 |
0.7% |
37% |
False |
False |
139,061 |
| 10 |
0.9198 |
0.9073 |
0.0125 |
1.4% |
0.0059 |
0.6% |
42% |
False |
False |
128,780 |
| 20 |
0.9292 |
0.9073 |
0.0219 |
2.4% |
0.0055 |
0.6% |
24% |
False |
False |
73,662 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
2.9% |
0.0055 |
0.6% |
27% |
False |
False |
37,421 |
| 60 |
0.9541 |
0.9052 |
0.0489 |
5.4% |
0.0051 |
0.6% |
15% |
False |
False |
24,976 |
| 80 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0051 |
0.6% |
12% |
False |
False |
18,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9461 |
|
2.618 |
0.9349 |
|
1.618 |
0.9280 |
|
1.000 |
0.9238 |
|
0.618 |
0.9212 |
|
HIGH |
0.9170 |
|
0.618 |
0.9143 |
|
0.500 |
0.9135 |
|
0.382 |
0.9127 |
|
LOW |
0.9101 |
|
0.618 |
0.9059 |
|
1.000 |
0.9033 |
|
1.618 |
0.8990 |
|
2.618 |
0.8922 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9135 |
0.9150 |
| PP |
0.9132 |
0.9141 |
| S1 |
0.9128 |
0.9133 |
|