CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9007 |
0.9019 |
0.0012 |
0.1% |
0.8871 |
| High |
0.9036 |
0.9046 |
0.0010 |
0.1% |
0.9046 |
| Low |
0.8969 |
0.8982 |
0.0014 |
0.2% |
0.8850 |
| Close |
0.9033 |
0.9035 |
0.0002 |
0.0% |
0.9035 |
| Range |
0.0068 |
0.0064 |
-0.0004 |
-5.9% |
0.0196 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
| Volume |
185,700 |
198,461 |
12,761 |
6.9% |
896,099 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9186 |
0.9069 |
|
| R3 |
0.9148 |
0.9123 |
0.9052 |
|
| R2 |
0.9084 |
0.9084 |
0.9046 |
|
| R1 |
0.9059 |
0.9059 |
0.9040 |
0.9072 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9027 |
| S1 |
0.8996 |
0.8996 |
0.9029 |
0.9008 |
| S2 |
0.8957 |
0.8957 |
0.9023 |
|
| S3 |
0.8894 |
0.8932 |
0.9017 |
|
| S4 |
0.8830 |
0.8869 |
0.9000 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9496 |
0.9142 |
|
| R3 |
0.9369 |
0.9300 |
0.9088 |
|
| R2 |
0.9173 |
0.9173 |
0.9070 |
|
| R1 |
0.9104 |
0.9104 |
0.9052 |
0.9138 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8994 |
| S1 |
0.8908 |
0.8908 |
0.9017 |
0.8942 |
| S2 |
0.8781 |
0.8781 |
0.8999 |
|
| S3 |
0.8585 |
0.8712 |
0.8981 |
|
| S4 |
0.8389 |
0.8516 |
0.8927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9046 |
0.8850 |
0.0196 |
2.2% |
0.0072 |
0.8% |
94% |
True |
False |
179,219 |
| 10 |
0.9046 |
0.8850 |
0.0196 |
2.2% |
0.0057 |
0.6% |
94% |
True |
False |
142,016 |
| 20 |
0.9046 |
0.8847 |
0.0199 |
2.2% |
0.0049 |
0.5% |
94% |
True |
False |
115,977 |
| 40 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0054 |
0.6% |
83% |
False |
False |
65,372 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0054 |
0.6% |
87% |
False |
False |
43,673 |
| 80 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0053 |
0.6% |
87% |
False |
False |
32,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9315 |
|
2.618 |
0.9212 |
|
1.618 |
0.9148 |
|
1.000 |
0.9109 |
|
0.618 |
0.9085 |
|
HIGH |
0.9046 |
|
0.618 |
0.9021 |
|
0.500 |
0.9014 |
|
0.382 |
0.9006 |
|
LOW |
0.8982 |
|
0.618 |
0.8943 |
|
1.000 |
0.8919 |
|
1.618 |
0.8879 |
|
2.618 |
0.8816 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9028 |
0.9013 |
| PP |
0.9021 |
0.8992 |
| S1 |
0.9014 |
0.8971 |
|