CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9287 |
0.9236 |
-0.0051 |
-0.5% |
0.9333 |
| High |
0.9287 |
0.9236 |
-0.0051 |
-0.5% |
0.9334 |
| Low |
0.9262 |
0.9202 |
-0.0060 |
-0.6% |
0.9263 |
| Close |
0.9262 |
0.9204 |
-0.0058 |
-0.6% |
0.9295 |
| Range |
0.0026 |
0.0035 |
0.0009 |
35.3% |
0.0071 |
| ATR |
0.0036 |
0.0038 |
0.0002 |
4.6% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
123 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9317 |
0.9295 |
0.9222 |
|
| R3 |
0.9283 |
0.9260 |
0.9213 |
|
| R2 |
0.9248 |
0.9248 |
0.9210 |
|
| R1 |
0.9226 |
0.9226 |
0.9207 |
0.9220 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9211 |
| S1 |
0.9191 |
0.9191 |
0.9200 |
0.9185 |
| S2 |
0.9179 |
0.9179 |
0.9197 |
|
| S3 |
0.9145 |
0.9157 |
0.9194 |
|
| S4 |
0.9110 |
0.9122 |
0.9185 |
|
|
| 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 |
0.9297 |
0.9202 |
0.0096 |
1.0% |
0.0013 |
0.1% |
2% |
False |
True |
25 |
| 10 |
0.9350 |
0.9202 |
0.0149 |
1.6% |
0.0021 |
0.2% |
1% |
False |
True |
17 |
| 20 |
0.9492 |
0.9202 |
0.0290 |
3.2% |
0.0017 |
0.2% |
1% |
False |
True |
15 |
| 40 |
0.9728 |
0.9202 |
0.0527 |
5.7% |
0.0025 |
0.3% |
0% |
False |
True |
10 |
| 60 |
0.9728 |
0.9202 |
0.0527 |
5.7% |
0.0025 |
0.3% |
0% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9383 |
|
2.618 |
0.9326 |
|
1.618 |
0.9292 |
|
1.000 |
0.9271 |
|
0.618 |
0.9257 |
|
HIGH |
0.9236 |
|
0.618 |
0.9223 |
|
0.500 |
0.9219 |
|
0.382 |
0.9215 |
|
LOW |
0.9202 |
|
0.618 |
0.9180 |
|
1.000 |
0.9167 |
|
1.618 |
0.9146 |
|
2.618 |
0.9111 |
|
4.250 |
0.9055 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9219 |
0.9249 |
| PP |
0.9214 |
0.9234 |
| S1 |
0.9209 |
0.9219 |
|