CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8867 |
0.8911 |
0.0044 |
0.5% |
0.8910 |
| High |
0.8931 |
0.9018 |
0.0088 |
1.0% |
0.8958 |
| Low |
0.8865 |
0.8897 |
0.0032 |
0.4% |
0.8854 |
| Close |
0.8908 |
0.9012 |
0.0104 |
1.2% |
0.8869 |
| Range |
0.0066 |
0.0122 |
0.0056 |
85.5% |
0.0104 |
| ATR |
0.0047 |
0.0052 |
0.0005 |
11.3% |
0.0000 |
| Volume |
176,590 |
253,607 |
77,017 |
43.6% |
443,550 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9298 |
0.9079 |
|
| R3 |
0.9219 |
0.9176 |
0.9045 |
|
| R2 |
0.9097 |
0.9097 |
0.9034 |
|
| R1 |
0.9055 |
0.9055 |
0.9023 |
0.9076 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8986 |
| S1 |
0.8933 |
0.8933 |
0.9001 |
0.8954 |
| S2 |
0.8854 |
0.8854 |
0.8990 |
|
| S3 |
0.8733 |
0.8812 |
0.8979 |
|
| S4 |
0.8611 |
0.8690 |
0.8945 |
|
|
| 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 |
0.9018 |
0.8850 |
0.0169 |
1.9% |
0.0061 |
0.7% |
96% |
True |
False |
152,925 |
| 10 |
0.9018 |
0.8850 |
0.0169 |
1.9% |
0.0051 |
0.6% |
96% |
True |
False |
120,090 |
| 20 |
0.9018 |
0.8841 |
0.0178 |
2.0% |
0.0048 |
0.5% |
97% |
True |
False |
105,216 |
| 40 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0053 |
0.6% |
74% |
False |
False |
55,783 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0053 |
0.6% |
79% |
False |
False |
37,275 |
| 80 |
0.9074 |
0.8783 |
0.0291 |
3.2% |
0.0052 |
0.6% |
79% |
False |
False |
28,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9534 |
|
2.618 |
0.9336 |
|
1.618 |
0.9215 |
|
1.000 |
0.9140 |
|
0.618 |
0.9093 |
|
HIGH |
0.9018 |
|
0.618 |
0.8972 |
|
0.500 |
0.8957 |
|
0.382 |
0.8943 |
|
LOW |
0.8897 |
|
0.618 |
0.8821 |
|
1.000 |
0.8775 |
|
1.618 |
0.8700 |
|
2.618 |
0.8578 |
|
4.250 |
0.8380 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8994 |
0.8986 |
| PP |
0.8976 |
0.8960 |
| S1 |
0.8957 |
0.8934 |
|