CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9262 |
0.9214 |
-0.0048 |
-0.5% |
0.9242 |
| High |
0.9266 |
0.9264 |
-0.0002 |
0.0% |
0.9266 |
| Low |
0.9230 |
0.9212 |
-0.0019 |
-0.2% |
0.9198 |
| Close |
0.9262 |
0.9215 |
-0.0047 |
-0.5% |
0.9262 |
| Range |
0.0036 |
0.0053 |
0.0017 |
47.9% |
0.0068 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.3% |
0.0000 |
| Volume |
6 |
69 |
63 |
1,050.0% |
51 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9388 |
0.9354 |
0.9244 |
|
| R3 |
0.9335 |
0.9301 |
0.9229 |
|
| R2 |
0.9283 |
0.9283 |
0.9225 |
|
| R1 |
0.9249 |
0.9249 |
0.9220 |
0.9266 |
| PP |
0.9230 |
0.9230 |
0.9230 |
0.9239 |
| S1 |
0.9196 |
0.9196 |
0.9210 |
0.9213 |
| S2 |
0.9178 |
0.9178 |
0.9205 |
|
| S3 |
0.9125 |
0.9144 |
0.9201 |
|
| S4 |
0.9073 |
0.9091 |
0.9186 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9444 |
0.9420 |
0.9299 |
|
| R3 |
0.9377 |
0.9353 |
0.9280 |
|
| R2 |
0.9309 |
0.9309 |
0.9274 |
|
| R1 |
0.9285 |
0.9285 |
0.9268 |
0.9297 |
| PP |
0.9242 |
0.9242 |
0.9242 |
0.9248 |
| S1 |
0.9218 |
0.9218 |
0.9255 |
0.9230 |
| S2 |
0.9174 |
0.9174 |
0.9249 |
|
| S3 |
0.9107 |
0.9150 |
0.9243 |
|
| S4 |
0.9039 |
0.9083 |
0.9224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9266 |
0.9198 |
0.0068 |
0.7% |
0.0037 |
0.4% |
25% |
False |
False |
22 |
| 10 |
0.9374 |
0.9198 |
0.0176 |
1.9% |
0.0036 |
0.4% |
10% |
False |
False |
15 |
| 20 |
0.9374 |
0.9125 |
0.0249 |
2.7% |
0.0030 |
0.3% |
36% |
False |
False |
14 |
| 40 |
0.9515 |
0.9125 |
0.0390 |
4.2% |
0.0023 |
0.3% |
23% |
False |
False |
14 |
| 60 |
0.9728 |
0.9125 |
0.0604 |
6.5% |
0.0027 |
0.3% |
15% |
False |
False |
12 |
| 80 |
0.9728 |
0.9125 |
0.0604 |
6.5% |
0.0027 |
0.3% |
15% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9487 |
|
2.618 |
0.9401 |
|
1.618 |
0.9349 |
|
1.000 |
0.9317 |
|
0.618 |
0.9296 |
|
HIGH |
0.9264 |
|
0.618 |
0.9244 |
|
0.500 |
0.9238 |
|
0.382 |
0.9232 |
|
LOW |
0.9212 |
|
0.618 |
0.9179 |
|
1.000 |
0.9159 |
|
1.618 |
0.9127 |
|
2.618 |
0.9074 |
|
4.250 |
0.8988 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9238 |
0.9233 |
| PP |
0.9230 |
0.9227 |
| S1 |
0.9223 |
0.9221 |
|