CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9141 |
0.9131 |
-0.0011 |
-0.1% |
0.9249 |
| High |
0.9142 |
0.9154 |
0.0012 |
0.1% |
0.9257 |
| Low |
0.9116 |
0.9112 |
-0.0004 |
0.0% |
0.9128 |
| Close |
0.9127 |
0.9154 |
0.0027 |
0.3% |
0.9130 |
| Range |
0.0026 |
0.0042 |
0.0016 |
58.5% |
0.0129 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
35 |
7 |
-28 |
-80.0% |
120 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9252 |
0.9177 |
|
| R3 |
0.9224 |
0.9210 |
0.9165 |
|
| R2 |
0.9182 |
0.9182 |
0.9161 |
|
| R1 |
0.9168 |
0.9168 |
0.9157 |
0.9175 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9143 |
| S1 |
0.9126 |
0.9126 |
0.9150 |
0.9133 |
| S2 |
0.9098 |
0.9098 |
0.9146 |
|
| S3 |
0.9056 |
0.9084 |
0.9142 |
|
| S4 |
0.9014 |
0.9042 |
0.9130 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9559 |
0.9473 |
0.9201 |
|
| R3 |
0.9430 |
0.9344 |
0.9165 |
|
| R2 |
0.9301 |
0.9301 |
0.9154 |
|
| R1 |
0.9215 |
0.9215 |
0.9142 |
0.9193 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9161 |
| S1 |
0.9086 |
0.9086 |
0.9118 |
0.9065 |
| S2 |
0.9043 |
0.9043 |
0.9106 |
|
| S3 |
0.8914 |
0.8957 |
0.9095 |
|
| S4 |
0.8785 |
0.8828 |
0.9059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9228 |
0.9112 |
0.0117 |
1.3% |
0.0044 |
0.5% |
36% |
False |
True |
24 |
| 10 |
0.9257 |
0.9112 |
0.0145 |
1.6% |
0.0041 |
0.5% |
29% |
False |
True |
26 |
| 20 |
0.9266 |
0.9112 |
0.0154 |
1.7% |
0.0038 |
0.4% |
27% |
False |
True |
24 |
| 40 |
0.9374 |
0.9112 |
0.0262 |
2.9% |
0.0031 |
0.3% |
16% |
False |
True |
20 |
| 60 |
0.9540 |
0.9112 |
0.0429 |
4.7% |
0.0027 |
0.3% |
10% |
False |
True |
16 |
| 80 |
0.9728 |
0.9112 |
0.0617 |
6.7% |
0.0028 |
0.3% |
7% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9332 |
|
2.618 |
0.9263 |
|
1.618 |
0.9221 |
|
1.000 |
0.9196 |
|
0.618 |
0.9179 |
|
HIGH |
0.9154 |
|
0.618 |
0.9137 |
|
0.500 |
0.9133 |
|
0.382 |
0.9128 |
|
LOW |
0.9112 |
|
0.618 |
0.9086 |
|
1.000 |
0.9070 |
|
1.618 |
0.9044 |
|
2.618 |
0.9002 |
|
4.250 |
0.8933 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9147 |
0.9149 |
| PP |
0.9140 |
0.9144 |
| S1 |
0.9133 |
0.9139 |
|