CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9131 |
0.9171 |
0.0040 |
0.4% |
0.9249 |
| High |
0.9154 |
0.9172 |
0.0019 |
0.2% |
0.9257 |
| Low |
0.9112 |
0.9139 |
0.0028 |
0.3% |
0.9128 |
| Close |
0.9154 |
0.9141 |
-0.0013 |
-0.1% |
0.9130 |
| Range |
0.0042 |
0.0033 |
-0.0009 |
-21.4% |
0.0129 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
7 |
21 |
14 |
200.0% |
120 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9250 |
0.9228 |
0.9159 |
|
| R3 |
0.9217 |
0.9195 |
0.9150 |
|
| R2 |
0.9184 |
0.9184 |
0.9147 |
|
| R1 |
0.9162 |
0.9162 |
0.9144 |
0.9156 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9148 |
| S1 |
0.9129 |
0.9129 |
0.9137 |
0.9123 |
| S2 |
0.9118 |
0.9118 |
0.9134 |
|
| S3 |
0.9085 |
0.9096 |
0.9131 |
|
| S4 |
0.9052 |
0.9063 |
0.9122 |
|
|
| 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 |
0.9202 |
0.9112 |
0.0091 |
1.0% |
0.0038 |
0.4% |
32% |
False |
False |
23 |
| 10 |
0.9257 |
0.9112 |
0.0145 |
1.6% |
0.0040 |
0.4% |
20% |
False |
False |
27 |
| 20 |
0.9266 |
0.9112 |
0.0154 |
1.7% |
0.0039 |
0.4% |
19% |
False |
False |
25 |
| 40 |
0.9374 |
0.9112 |
0.0262 |
2.9% |
0.0031 |
0.3% |
11% |
False |
False |
20 |
| 60 |
0.9540 |
0.9112 |
0.0429 |
4.7% |
0.0027 |
0.3% |
7% |
False |
False |
17 |
| 80 |
0.9728 |
0.9112 |
0.0617 |
6.7% |
0.0029 |
0.3% |
5% |
False |
False |
14 |
| 100 |
0.9728 |
0.9112 |
0.0617 |
6.7% |
0.0029 |
0.3% |
5% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9258 |
|
1.618 |
0.9225 |
|
1.000 |
0.9205 |
|
0.618 |
0.9192 |
|
HIGH |
0.9172 |
|
0.618 |
0.9159 |
|
0.500 |
0.9156 |
|
0.382 |
0.9152 |
|
LOW |
0.9139 |
|
0.618 |
0.9119 |
|
1.000 |
0.9106 |
|
1.618 |
0.9086 |
|
2.618 |
0.9053 |
|
4.250 |
0.8999 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9142 |
| PP |
0.9151 |
0.9141 |
| S1 |
0.9146 |
0.9141 |
|