CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9265 |
0.9355 |
0.0090 |
1.0% |
0.9142 |
| High |
0.9374 |
0.9359 |
-0.0015 |
-0.2% |
0.9294 |
| Low |
0.9265 |
0.9319 |
0.0054 |
0.6% |
0.9125 |
| Close |
0.9374 |
0.9319 |
-0.0055 |
-0.6% |
0.9277 |
| Range |
0.0109 |
0.0040 |
-0.0069 |
-63.6% |
0.0170 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.4% |
0.0000 |
| Volume |
9 |
5 |
-4 |
-44.4% |
111 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9451 |
0.9424 |
0.9341 |
|
| R3 |
0.9411 |
0.9385 |
0.9330 |
|
| R2 |
0.9372 |
0.9372 |
0.9326 |
|
| R1 |
0.9345 |
0.9345 |
0.9323 |
0.9339 |
| PP |
0.9332 |
0.9332 |
0.9332 |
0.9329 |
| S1 |
0.9306 |
0.9306 |
0.9315 |
0.9299 |
| S2 |
0.9293 |
0.9293 |
0.9312 |
|
| S3 |
0.9253 |
0.9266 |
0.9308 |
|
| S4 |
0.9214 |
0.9227 |
0.9297 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9740 |
0.9678 |
0.9370 |
|
| R3 |
0.9571 |
0.9508 |
0.9323 |
|
| R2 |
0.9401 |
0.9401 |
0.9308 |
|
| R1 |
0.9339 |
0.9339 |
0.9292 |
0.9370 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9247 |
| S1 |
0.9169 |
0.9169 |
0.9261 |
0.9201 |
| S2 |
0.9062 |
0.9062 |
0.9245 |
|
| S3 |
0.8893 |
0.9000 |
0.9230 |
|
| S4 |
0.8723 |
0.8830 |
0.9183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9374 |
0.9202 |
0.0172 |
1.8% |
0.0049 |
0.5% |
68% |
False |
False |
22 |
| 10 |
0.9374 |
0.9125 |
0.0249 |
2.7% |
0.0033 |
0.3% |
78% |
False |
False |
13 |
| 20 |
0.9374 |
0.9125 |
0.0249 |
2.7% |
0.0027 |
0.3% |
78% |
False |
False |
15 |
| 40 |
0.9604 |
0.9125 |
0.0479 |
5.1% |
0.0024 |
0.3% |
41% |
False |
False |
12 |
| 60 |
0.9728 |
0.9125 |
0.0604 |
6.5% |
0.0025 |
0.3% |
32% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9526 |
|
2.618 |
0.9462 |
|
1.618 |
0.9422 |
|
1.000 |
0.9398 |
|
0.618 |
0.9383 |
|
HIGH |
0.9359 |
|
0.618 |
0.9343 |
|
0.500 |
0.9339 |
|
0.382 |
0.9334 |
|
LOW |
0.9319 |
|
0.618 |
0.9295 |
|
1.000 |
0.9280 |
|
1.618 |
0.9255 |
|
2.618 |
0.9216 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9339 |
0.9319 |
| PP |
0.9332 |
0.9319 |
| S1 |
0.9326 |
0.9319 |
|