CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9292 |
0.9367 |
0.0076 |
0.8% |
0.9098 |
| High |
0.9389 |
0.9447 |
0.0058 |
0.6% |
0.9275 |
| Low |
0.9285 |
0.9365 |
0.0080 |
0.9% |
0.9088 |
| Close |
0.9357 |
0.9427 |
0.0071 |
0.8% |
0.9231 |
| Range |
0.0104 |
0.0082 |
-0.0022 |
-21.3% |
0.0187 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.8% |
0.0000 |
| Volume |
239,446 |
181,060 |
-58,386 |
-24.4% |
1,331,568 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9657 |
0.9624 |
0.9472 |
|
| R3 |
0.9576 |
0.9542 |
0.9449 |
|
| R2 |
0.9494 |
0.9494 |
0.9442 |
|
| R1 |
0.9461 |
0.9461 |
0.9434 |
0.9478 |
| PP |
0.9413 |
0.9413 |
0.9413 |
0.9421 |
| S1 |
0.9379 |
0.9379 |
0.9420 |
0.9396 |
| S2 |
0.9331 |
0.9331 |
0.9412 |
|
| S3 |
0.9250 |
0.9298 |
0.9405 |
|
| S4 |
0.9168 |
0.9216 |
0.9382 |
|
|
| 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 |
0.9447 |
0.9167 |
0.0280 |
3.0% |
0.0090 |
1.0% |
93% |
True |
False |
197,399 |
| 10 |
0.9447 |
0.9073 |
0.0374 |
4.0% |
0.0093 |
1.0% |
95% |
True |
False |
224,603 |
| 20 |
0.9447 |
0.9017 |
0.0430 |
4.6% |
0.0085 |
0.9% |
95% |
True |
False |
198,461 |
| 40 |
0.9447 |
0.8847 |
0.0600 |
6.4% |
0.0069 |
0.7% |
97% |
True |
False |
163,029 |
| 60 |
0.9447 |
0.8841 |
0.0606 |
6.4% |
0.0065 |
0.7% |
97% |
True |
False |
119,121 |
| 80 |
0.9447 |
0.8783 |
0.0664 |
7.0% |
0.0062 |
0.7% |
97% |
True |
False |
89,406 |
| 100 |
0.9447 |
0.8783 |
0.0664 |
7.0% |
0.0060 |
0.6% |
97% |
True |
False |
71,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9793 |
|
2.618 |
0.9660 |
|
1.618 |
0.9578 |
|
1.000 |
0.9528 |
|
0.618 |
0.9497 |
|
HIGH |
0.9447 |
|
0.618 |
0.9415 |
|
0.500 |
0.9406 |
|
0.382 |
0.9396 |
|
LOW |
0.9365 |
|
0.618 |
0.9315 |
|
1.000 |
0.9284 |
|
1.618 |
0.9233 |
|
2.618 |
0.9152 |
|
4.250 |
0.9019 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9420 |
0.9394 |
| PP |
0.9413 |
0.9362 |
| S1 |
0.9406 |
0.9329 |
|