CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9206 |
0.9219 |
0.0013 |
0.1% |
0.9098 |
| High |
0.9241 |
0.9329 |
0.0088 |
1.0% |
0.9275 |
| Low |
0.9202 |
0.9212 |
0.0010 |
0.1% |
0.9088 |
| Close |
0.9221 |
0.9304 |
0.0083 |
0.9% |
0.9231 |
| Range |
0.0040 |
0.0118 |
0.0078 |
197.5% |
0.0187 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.8% |
0.0000 |
| Volume |
107,903 |
176,377 |
68,474 |
63.5% |
1,331,568 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9586 |
0.9368 |
|
| R3 |
0.9516 |
0.9469 |
0.9336 |
|
| R2 |
0.9399 |
0.9399 |
0.9325 |
|
| R1 |
0.9351 |
0.9351 |
0.9314 |
0.9375 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9293 |
| S1 |
0.9234 |
0.9234 |
0.9293 |
0.9258 |
| S2 |
0.9164 |
0.9164 |
0.9282 |
|
| S3 |
0.9046 |
0.9116 |
0.9271 |
|
| S4 |
0.8929 |
0.8999 |
0.9239 |
|
|
| 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 |
0.9329 |
0.9127 |
0.0203 |
2.2% |
0.0087 |
0.9% |
87% |
True |
False |
197,989 |
| 10 |
0.9329 |
0.9073 |
0.0256 |
2.8% |
0.0087 |
0.9% |
90% |
True |
False |
215,483 |
| 20 |
0.9329 |
0.8998 |
0.0332 |
3.6% |
0.0084 |
0.9% |
92% |
True |
False |
193,264 |
| 40 |
0.9329 |
0.8847 |
0.0482 |
5.2% |
0.0067 |
0.7% |
95% |
True |
False |
158,612 |
| 60 |
0.9329 |
0.8841 |
0.0489 |
5.3% |
0.0064 |
0.7% |
95% |
True |
False |
112,121 |
| 80 |
0.9329 |
0.8783 |
0.0547 |
5.9% |
0.0062 |
0.7% |
95% |
True |
False |
84,163 |
| 100 |
0.9329 |
0.8783 |
0.0547 |
5.9% |
0.0059 |
0.6% |
95% |
True |
False |
67,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9828 |
|
2.618 |
0.9637 |
|
1.618 |
0.9519 |
|
1.000 |
0.9447 |
|
0.618 |
0.9402 |
|
HIGH |
0.9329 |
|
0.618 |
0.9284 |
|
0.500 |
0.9270 |
|
0.382 |
0.9256 |
|
LOW |
0.9212 |
|
0.618 |
0.9139 |
|
1.000 |
0.9094 |
|
1.618 |
0.9021 |
|
2.618 |
0.8904 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9292 |
0.9285 |
| PP |
0.9281 |
0.9266 |
| S1 |
0.9270 |
0.9248 |
|