CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8867 |
-0.0004 |
0.0% |
0.8910 |
| High |
0.8889 |
0.8931 |
0.0042 |
0.5% |
0.8958 |
| Low |
0.8850 |
0.8865 |
0.0016 |
0.2% |
0.8854 |
| Close |
0.8874 |
0.8908 |
0.0034 |
0.4% |
0.8869 |
| Range |
0.0040 |
0.0066 |
0.0026 |
65.8% |
0.0104 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
3.1% |
0.0000 |
| Volume |
81,741 |
176,590 |
94,849 |
116.0% |
443,550 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9098 |
0.9069 |
0.8945 |
|
| R3 |
0.9032 |
0.9003 |
0.8927 |
|
| R2 |
0.8967 |
0.8967 |
0.8921 |
|
| R1 |
0.8938 |
0.8938 |
0.8915 |
0.8952 |
| PP |
0.8901 |
0.8901 |
0.8901 |
0.8909 |
| S1 |
0.8872 |
0.8872 |
0.8902 |
0.8887 |
| S2 |
0.8836 |
0.8836 |
0.8896 |
|
| S3 |
0.8770 |
0.8807 |
0.8890 |
|
| S4 |
0.8705 |
0.8741 |
0.8872 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9204 |
0.9140 |
0.8925 |
|
| R3 |
0.9100 |
0.9036 |
0.8897 |
|
| R2 |
0.8997 |
0.8997 |
0.8887 |
|
| R1 |
0.8933 |
0.8933 |
0.8878 |
0.8913 |
| PP |
0.8893 |
0.8893 |
0.8893 |
0.8884 |
| S1 |
0.8829 |
0.8829 |
0.8859 |
0.8810 |
| S2 |
0.8790 |
0.8790 |
0.8850 |
|
| S3 |
0.8686 |
0.8726 |
0.8840 |
|
| S4 |
0.8583 |
0.8622 |
0.8812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8948 |
0.8850 |
0.0098 |
1.1% |
0.0043 |
0.5% |
60% |
False |
False |
121,014 |
| 10 |
0.8958 |
0.8850 |
0.0108 |
1.2% |
0.0042 |
0.5% |
55% |
False |
False |
98,116 |
| 20 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0044 |
0.5% |
50% |
False |
False |
94,788 |
| 40 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0051 |
0.6% |
29% |
False |
False |
49,446 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0052 |
0.6% |
43% |
False |
False |
33,049 |
| 80 |
0.9204 |
0.8783 |
0.0422 |
4.7% |
0.0052 |
0.6% |
30% |
False |
False |
24,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9209 |
|
2.618 |
0.9102 |
|
1.618 |
0.9036 |
|
1.000 |
0.8996 |
|
0.618 |
0.8971 |
|
HIGH |
0.8931 |
|
0.618 |
0.8905 |
|
0.500 |
0.8898 |
|
0.382 |
0.8890 |
|
LOW |
0.8865 |
|
0.618 |
0.8825 |
|
1.000 |
0.8800 |
|
1.618 |
0.8759 |
|
2.618 |
0.8694 |
|
4.250 |
0.8587 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8905 |
0.8902 |
| PP |
0.8901 |
0.8896 |
| S1 |
0.8898 |
0.8890 |
|