CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9066 |
0.9039 |
-0.0027 |
-0.3% |
0.9031 |
| High |
0.9072 |
0.9097 |
0.0026 |
0.3% |
0.9104 |
| Low |
0.9017 |
0.9021 |
0.0004 |
0.0% |
0.8998 |
| Close |
0.9036 |
0.9091 |
0.0055 |
0.6% |
0.9069 |
| Range |
0.0055 |
0.0077 |
0.0022 |
40.4% |
0.0106 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
2.2% |
0.0000 |
| Volume |
98,194 |
156,173 |
57,979 |
59.0% |
687,801 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9299 |
0.9271 |
0.9133 |
|
| R3 |
0.9222 |
0.9195 |
0.9112 |
|
| R2 |
0.9146 |
0.9146 |
0.9105 |
|
| R1 |
0.9118 |
0.9118 |
0.9098 |
0.9132 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9076 |
| S1 |
0.9042 |
0.9042 |
0.9083 |
0.9056 |
| S2 |
0.8993 |
0.8993 |
0.9076 |
|
| S3 |
0.8916 |
0.8965 |
0.9069 |
|
| S4 |
0.8840 |
0.8889 |
0.9048 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9328 |
0.9127 |
|
| R3 |
0.9269 |
0.9222 |
0.9098 |
|
| R2 |
0.9163 |
0.9163 |
0.9088 |
|
| R1 |
0.9116 |
0.9116 |
0.9079 |
0.9139 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9068 |
| S1 |
0.9010 |
0.9010 |
0.9059 |
0.9033 |
| S2 |
0.8951 |
0.8951 |
0.9050 |
|
| S3 |
0.8845 |
0.8904 |
0.9040 |
|
| S4 |
0.8739 |
0.8798 |
0.9011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9104 |
0.8998 |
0.0106 |
1.2% |
0.0068 |
0.8% |
88% |
False |
False |
138,947 |
| 10 |
0.9104 |
0.8865 |
0.0239 |
2.6% |
0.0074 |
0.8% |
95% |
False |
False |
175,652 |
| 20 |
0.9104 |
0.8850 |
0.0254 |
2.8% |
0.0055 |
0.6% |
95% |
False |
False |
131,621 |
| 40 |
0.9104 |
0.8841 |
0.0263 |
2.9% |
0.0055 |
0.6% |
95% |
False |
False |
88,872 |
| 60 |
0.9104 |
0.8783 |
0.0321 |
3.5% |
0.0055 |
0.6% |
96% |
False |
False |
59,346 |
| 80 |
0.9104 |
0.8783 |
0.0321 |
3.5% |
0.0053 |
0.6% |
96% |
False |
False |
44,574 |
| 100 |
0.9401 |
0.8783 |
0.0618 |
6.8% |
0.0056 |
0.6% |
50% |
False |
False |
35,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9422 |
|
2.618 |
0.9297 |
|
1.618 |
0.9221 |
|
1.000 |
0.9174 |
|
0.618 |
0.9144 |
|
HIGH |
0.9097 |
|
0.618 |
0.9068 |
|
0.500 |
0.9059 |
|
0.382 |
0.9050 |
|
LOW |
0.9021 |
|
0.618 |
0.8973 |
|
1.000 |
0.8944 |
|
1.618 |
0.8897 |
|
2.618 |
0.8820 |
|
4.250 |
0.8695 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9080 |
0.9079 |
| PP |
0.9069 |
0.9068 |
| S1 |
0.9059 |
0.9057 |
|