CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9120 |
-0.0020 |
-0.2% |
0.9091 |
| High |
0.9170 |
0.9143 |
-0.0027 |
-0.3% |
0.9187 |
| Low |
0.9101 |
0.9086 |
-0.0016 |
-0.2% |
0.9082 |
| Close |
0.9125 |
0.9088 |
-0.0038 |
-0.4% |
0.9154 |
| Range |
0.0069 |
0.0057 |
-0.0012 |
-16.8% |
0.0105 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
171,659 |
124,999 |
-46,660 |
-27.2% |
623,984 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9239 |
0.9119 |
|
| R3 |
0.9219 |
0.9182 |
0.9103 |
|
| R2 |
0.9162 |
0.9162 |
0.9098 |
|
| R1 |
0.9125 |
0.9125 |
0.9093 |
0.9115 |
| PP |
0.9105 |
0.9105 |
0.9105 |
0.9100 |
| S1 |
0.9068 |
0.9068 |
0.9082 |
0.9058 |
| S2 |
0.9048 |
0.9048 |
0.9077 |
|
| S3 |
0.8991 |
0.9011 |
0.9072 |
|
| S4 |
0.8934 |
0.8954 |
0.9056 |
|
|
| 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 |
0.9086 |
0.0113 |
1.2% |
0.0058 |
0.6% |
2% |
False |
True |
134,255 |
| 10 |
0.9198 |
0.9073 |
0.0125 |
1.4% |
0.0058 |
0.6% |
12% |
False |
False |
134,761 |
| 20 |
0.9262 |
0.9073 |
0.0189 |
2.1% |
0.0056 |
0.6% |
8% |
False |
False |
79,681 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
3.0% |
0.0056 |
0.6% |
13% |
False |
False |
40,543 |
| 60 |
0.9480 |
0.9052 |
0.0429 |
4.7% |
0.0051 |
0.6% |
8% |
False |
False |
27,059 |
| 80 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0051 |
0.6% |
6% |
False |
False |
20,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9292 |
|
1.618 |
0.9235 |
|
1.000 |
0.9200 |
|
0.618 |
0.9178 |
|
HIGH |
0.9143 |
|
0.618 |
0.9121 |
|
0.500 |
0.9114 |
|
0.382 |
0.9107 |
|
LOW |
0.9086 |
|
0.618 |
0.9050 |
|
1.000 |
0.9029 |
|
1.618 |
0.8993 |
|
2.618 |
0.8936 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9114 |
0.9141 |
| PP |
0.9105 |
0.9123 |
| S1 |
0.9096 |
0.9105 |
|