CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9289 |
0.9295 |
0.0007 |
0.1% |
0.9333 |
| High |
0.9289 |
0.9297 |
0.0009 |
0.1% |
0.9334 |
| Low |
0.9289 |
0.9295 |
0.0006 |
0.1% |
0.9263 |
| Close |
0.9289 |
0.9295 |
0.0006 |
0.1% |
0.9295 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0071 |
| ATR |
0.0039 |
0.0037 |
-0.0002 |
-5.6% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
123 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9303 |
0.9301 |
0.9296 |
|
| R3 |
0.9300 |
0.9299 |
0.9295 |
|
| R2 |
0.9298 |
0.9298 |
0.9295 |
|
| R1 |
0.9296 |
0.9296 |
0.9295 |
0.9296 |
| PP |
0.9295 |
0.9295 |
0.9295 |
0.9295 |
| S1 |
0.9294 |
0.9294 |
0.9294 |
0.9293 |
| S2 |
0.9293 |
0.9293 |
0.9294 |
|
| S3 |
0.9290 |
0.9291 |
0.9294 |
|
| S4 |
0.9288 |
0.9289 |
0.9293 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9510 |
0.9473 |
0.9334 |
|
| R3 |
0.9439 |
0.9402 |
0.9314 |
|
| R2 |
0.9368 |
0.9368 |
0.9308 |
|
| R1 |
0.9331 |
0.9331 |
0.9301 |
0.9314 |
| PP |
0.9297 |
0.9297 |
0.9297 |
0.9289 |
| S1 |
0.9260 |
0.9260 |
0.9288 |
0.9243 |
| S2 |
0.9226 |
0.9226 |
0.9281 |
|
| S3 |
0.9155 |
0.9189 |
0.9275 |
|
| S4 |
0.9084 |
0.9118 |
0.9255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9334 |
0.9263 |
0.0071 |
0.8% |
0.0011 |
0.1% |
44% |
False |
False |
24 |
| 10 |
0.9350 |
0.9248 |
0.0102 |
1.1% |
0.0016 |
0.2% |
46% |
False |
False |
17 |
| 20 |
0.9515 |
0.9248 |
0.0267 |
2.9% |
0.0017 |
0.2% |
17% |
False |
False |
14 |
| 40 |
0.9728 |
0.9248 |
0.0480 |
5.2% |
0.0025 |
0.3% |
10% |
False |
False |
11 |
| 60 |
0.9728 |
0.9248 |
0.0480 |
5.2% |
0.0026 |
0.3% |
10% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9308 |
|
2.618 |
0.9304 |
|
1.618 |
0.9301 |
|
1.000 |
0.9300 |
|
0.618 |
0.9299 |
|
HIGH |
0.9297 |
|
0.618 |
0.9296 |
|
0.500 |
0.9296 |
|
0.382 |
0.9295 |
|
LOW |
0.9295 |
|
0.618 |
0.9293 |
|
1.000 |
0.9292 |
|
1.618 |
0.9290 |
|
2.618 |
0.9288 |
|
4.250 |
0.9284 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9296 |
0.9290 |
| PP |
0.9295 |
0.9285 |
| S1 |
0.9295 |
0.9280 |
|