CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9202 |
0.0002 |
0.0% |
0.9176 |
| High |
0.9228 |
0.9202 |
-0.0026 |
-0.3% |
0.9245 |
| Low |
0.9169 |
0.9150 |
-0.0019 |
-0.2% |
0.9154 |
| Close |
0.9188 |
0.9151 |
-0.0037 |
-0.4% |
0.9217 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.8% |
0.0091 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.1% |
0.0000 |
| Volume |
25 |
28 |
3 |
12.0% |
148 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9290 |
0.9179 |
|
| R3 |
0.9272 |
0.9238 |
0.9165 |
|
| R2 |
0.9220 |
0.9220 |
0.9160 |
|
| R1 |
0.9185 |
0.9185 |
0.9155 |
0.9176 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9163 |
| S1 |
0.9133 |
0.9133 |
0.9146 |
0.9124 |
| S2 |
0.9115 |
0.9115 |
0.9141 |
|
| S3 |
0.9062 |
0.9080 |
0.9136 |
|
| S4 |
0.9010 |
0.9028 |
0.9122 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9478 |
0.9439 |
0.9268 |
|
| R3 |
0.9387 |
0.9348 |
0.9243 |
|
| R2 |
0.9296 |
0.9296 |
0.9234 |
|
| R1 |
0.9257 |
0.9257 |
0.9226 |
0.9276 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9215 |
| S1 |
0.9166 |
0.9166 |
0.9209 |
0.9185 |
| S2 |
0.9114 |
0.9114 |
0.9201 |
|
| S3 |
0.9023 |
0.9075 |
0.9192 |
|
| S4 |
0.8932 |
0.8984 |
0.9167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9257 |
0.9150 |
0.0107 |
1.2% |
0.0040 |
0.4% |
1% |
False |
True |
29 |
| 10 |
0.9257 |
0.9143 |
0.0114 |
1.2% |
0.0043 |
0.5% |
7% |
False |
False |
24 |
| 20 |
0.9266 |
0.9143 |
0.0123 |
1.3% |
0.0034 |
0.4% |
6% |
False |
False |
22 |
| 40 |
0.9374 |
0.9125 |
0.0249 |
2.7% |
0.0031 |
0.3% |
10% |
False |
False |
19 |
| 60 |
0.9540 |
0.9125 |
0.0416 |
4.5% |
0.0027 |
0.3% |
6% |
False |
False |
15 |
| 80 |
0.9728 |
0.9125 |
0.0604 |
6.6% |
0.0027 |
0.3% |
4% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9339 |
|
1.618 |
0.9287 |
|
1.000 |
0.9255 |
|
0.618 |
0.9234 |
|
HIGH |
0.9202 |
|
0.618 |
0.9182 |
|
0.500 |
0.9176 |
|
0.382 |
0.9170 |
|
LOW |
0.9150 |
|
0.618 |
0.9117 |
|
1.000 |
0.9097 |
|
1.618 |
0.9065 |
|
2.618 |
0.9012 |
|
4.250 |
0.8926 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9176 |
0.9189 |
| PP |
0.9167 |
0.9176 |
| S1 |
0.9159 |
0.9163 |
|