CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9424 |
0.9334 |
-0.0091 |
-1.0% |
0.9206 |
| High |
0.9441 |
0.9335 |
-0.0106 |
-1.1% |
0.9490 |
| Low |
0.9327 |
0.9282 |
-0.0046 |
-0.5% |
0.9202 |
| Close |
0.9337 |
0.9292 |
-0.0045 |
-0.5% |
0.9422 |
| Range |
0.0114 |
0.0053 |
-0.0061 |
-53.3% |
0.0289 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
167,634 |
132,510 |
-35,124 |
-21.0% |
857,843 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9430 |
0.9321 |
|
| R3 |
0.9409 |
0.9377 |
0.9307 |
|
| R2 |
0.9356 |
0.9356 |
0.9302 |
|
| R1 |
0.9324 |
0.9324 |
0.9297 |
0.9313 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9297 |
| S1 |
0.9271 |
0.9271 |
0.9287 |
0.9260 |
| S2 |
0.9250 |
0.9250 |
0.9282 |
|
| S3 |
0.9197 |
0.9218 |
0.9277 |
|
| S4 |
0.9144 |
0.9165 |
0.9263 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0119 |
0.9580 |
|
| R3 |
0.9949 |
0.9830 |
0.9501 |
|
| R2 |
0.9660 |
0.9660 |
0.9474 |
|
| R1 |
0.9541 |
0.9541 |
0.9448 |
0.9600 |
| PP |
0.9371 |
0.9371 |
0.9371 |
0.9401 |
| S1 |
0.9252 |
0.9252 |
0.9395 |
0.9312 |
| S2 |
0.9082 |
0.9082 |
0.9369 |
|
| S3 |
0.8793 |
0.8963 |
0.9342 |
|
| S4 |
0.8504 |
0.8674 |
0.9263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9490 |
0.9282 |
0.0209 |
2.2% |
0.0086 |
0.9% |
5% |
False |
True |
174,741 |
| 10 |
0.9490 |
0.9127 |
0.0364 |
3.9% |
0.0086 |
0.9% |
45% |
False |
False |
186,365 |
| 20 |
0.9490 |
0.9073 |
0.0417 |
4.5% |
0.0088 |
1.0% |
52% |
False |
False |
202,213 |
| 40 |
0.9490 |
0.8850 |
0.0641 |
6.9% |
0.0072 |
0.8% |
69% |
False |
False |
166,917 |
| 60 |
0.9490 |
0.8841 |
0.0650 |
7.0% |
0.0066 |
0.7% |
69% |
False |
False |
126,652 |
| 80 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0063 |
0.7% |
72% |
False |
False |
95,063 |
| 100 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0060 |
0.6% |
72% |
False |
False |
76,102 |
| 120 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0061 |
0.7% |
72% |
False |
False |
63,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9560 |
|
2.618 |
0.9473 |
|
1.618 |
0.9420 |
|
1.000 |
0.9388 |
|
0.618 |
0.9367 |
|
HIGH |
0.9335 |
|
0.618 |
0.9314 |
|
0.500 |
0.9308 |
|
0.382 |
0.9302 |
|
LOW |
0.9282 |
|
0.618 |
0.9249 |
|
1.000 |
0.9229 |
|
1.618 |
0.9196 |
|
2.618 |
0.9143 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9386 |
| PP |
0.9303 |
0.9355 |
| S1 |
0.9297 |
0.9323 |
|