CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9213 |
0.9206 |
-0.0007 |
-0.1% |
0.9098 |
| High |
0.9275 |
0.9241 |
-0.0034 |
-0.4% |
0.9275 |
| Low |
0.9167 |
0.9202 |
0.0035 |
0.4% |
0.9088 |
| Close |
0.9231 |
0.9221 |
-0.0010 |
-0.1% |
0.9231 |
| Range |
0.0108 |
0.0040 |
-0.0069 |
-63.6% |
0.0187 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
282,212 |
107,903 |
-174,309 |
-61.8% |
1,331,568 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9320 |
0.9242 |
|
| R3 |
0.9300 |
0.9280 |
0.9231 |
|
| R2 |
0.9261 |
0.9261 |
0.9228 |
|
| R1 |
0.9241 |
0.9241 |
0.9224 |
0.9251 |
| PP |
0.9221 |
0.9221 |
0.9221 |
0.9226 |
| S1 |
0.9201 |
0.9201 |
0.9217 |
0.9211 |
| S2 |
0.9182 |
0.9182 |
0.9213 |
|
| S3 |
0.9142 |
0.9162 |
0.9210 |
|
| S4 |
0.9103 |
0.9122 |
0.9199 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9683 |
0.9334 |
|
| R3 |
0.9573 |
0.9495 |
0.9282 |
|
| R2 |
0.9385 |
0.9385 |
0.9265 |
|
| R1 |
0.9308 |
0.9308 |
0.9248 |
0.9346 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9217 |
| S1 |
0.9120 |
0.9120 |
0.9213 |
0.9159 |
| S2 |
0.9010 |
0.9010 |
0.9196 |
|
| S3 |
0.8823 |
0.8933 |
0.9179 |
|
| S4 |
0.8635 |
0.8745 |
0.9127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.9127 |
0.0148 |
1.6% |
0.0084 |
0.9% |
63% |
False |
False |
243,617 |
| 10 |
0.9275 |
0.9073 |
0.0202 |
2.2% |
0.0082 |
0.9% |
73% |
False |
False |
214,385 |
| 20 |
0.9275 |
0.8998 |
0.0277 |
3.0% |
0.0082 |
0.9% |
80% |
False |
False |
196,817 |
| 40 |
0.9275 |
0.8847 |
0.0428 |
4.6% |
0.0065 |
0.7% |
87% |
False |
False |
156,397 |
| 60 |
0.9275 |
0.8841 |
0.0434 |
4.7% |
0.0064 |
0.7% |
87% |
False |
False |
109,187 |
| 80 |
0.9275 |
0.8783 |
0.0492 |
5.3% |
0.0061 |
0.7% |
89% |
False |
False |
81,959 |
| 100 |
0.9275 |
0.8783 |
0.0492 |
5.3% |
0.0059 |
0.6% |
89% |
False |
False |
65,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9409 |
|
2.618 |
0.9344 |
|
1.618 |
0.9305 |
|
1.000 |
0.9281 |
|
0.618 |
0.9265 |
|
HIGH |
0.9241 |
|
0.618 |
0.9226 |
|
0.500 |
0.9221 |
|
0.382 |
0.9217 |
|
LOW |
0.9202 |
|
0.618 |
0.9177 |
|
1.000 |
0.9162 |
|
1.618 |
0.9138 |
|
2.618 |
0.9098 |
|
4.250 |
0.9034 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9221 |
0.9214 |
| PP |
0.9221 |
0.9207 |
| S1 |
0.9221 |
0.9201 |
|