CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9098 |
-0.0022 |
-0.2% |
0.9156 |
| High |
0.9143 |
0.9108 |
-0.0035 |
-0.4% |
0.9198 |
| Low |
0.9086 |
0.9061 |
-0.0025 |
-0.3% |
0.9061 |
| Close |
0.9088 |
0.9068 |
-0.0020 |
-0.2% |
0.9068 |
| Range |
0.0057 |
0.0048 |
-0.0010 |
-16.7% |
0.0138 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
124,999 |
151,461 |
26,462 |
21.2% |
725,821 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9221 |
0.9192 |
0.9094 |
|
| R3 |
0.9174 |
0.9144 |
0.9081 |
|
| R2 |
0.9126 |
0.9126 |
0.9076 |
|
| R1 |
0.9097 |
0.9097 |
0.9072 |
0.9088 |
| PP |
0.9079 |
0.9079 |
0.9079 |
0.9074 |
| S1 |
0.9049 |
0.9049 |
0.9063 |
0.9040 |
| S2 |
0.9031 |
0.9031 |
0.9059 |
|
| S3 |
0.8984 |
0.9002 |
0.9054 |
|
| S4 |
0.8936 |
0.8954 |
0.9041 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9432 |
0.9143 |
|
| R3 |
0.9384 |
0.9294 |
0.9105 |
|
| R2 |
0.9246 |
0.9246 |
0.9093 |
|
| R1 |
0.9157 |
0.9157 |
0.9080 |
0.9133 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9097 |
| S1 |
0.9019 |
0.9019 |
0.9055 |
0.8995 |
| S2 |
0.8971 |
0.8971 |
0.9042 |
|
| S3 |
0.8834 |
0.8882 |
0.9030 |
|
| S4 |
0.8696 |
0.8744 |
0.8992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9198 |
0.9061 |
0.0138 |
1.5% |
0.0060 |
0.7% |
5% |
False |
True |
145,164 |
| 10 |
0.9198 |
0.9061 |
0.0138 |
1.5% |
0.0058 |
0.6% |
5% |
False |
True |
134,980 |
| 20 |
0.9221 |
0.9061 |
0.0160 |
1.8% |
0.0054 |
0.6% |
4% |
False |
True |
87,177 |
| 40 |
0.9320 |
0.9052 |
0.0269 |
3.0% |
0.0055 |
0.6% |
6% |
False |
False |
44,324 |
| 60 |
0.9480 |
0.9052 |
0.0429 |
4.7% |
0.0051 |
0.6% |
4% |
False |
False |
29,581 |
| 80 |
0.9670 |
0.9052 |
0.0618 |
6.8% |
0.0052 |
0.6% |
3% |
False |
False |
22,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9310 |
|
2.618 |
0.9232 |
|
1.618 |
0.9185 |
|
1.000 |
0.9156 |
|
0.618 |
0.9137 |
|
HIGH |
0.9108 |
|
0.618 |
0.9090 |
|
0.500 |
0.9084 |
|
0.382 |
0.9079 |
|
LOW |
0.9061 |
|
0.618 |
0.9031 |
|
1.000 |
0.9013 |
|
1.618 |
0.8984 |
|
2.618 |
0.8936 |
|
4.250 |
0.8859 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9084 |
0.9115 |
| PP |
0.9079 |
0.9099 |
| S1 |
0.9073 |
0.9083 |
|