CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9294 |
0.9379 |
0.0085 |
0.9% |
0.9424 |
| High |
0.9393 |
0.9401 |
0.0007 |
0.1% |
0.9441 |
| Low |
0.9292 |
0.9346 |
0.0055 |
0.6% |
0.9282 |
| Close |
0.9390 |
0.9381 |
-0.0009 |
-0.1% |
0.9381 |
| Range |
0.0102 |
0.0055 |
-0.0047 |
-46.6% |
0.0159 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
140,091 |
91,728 |
-48,363 |
-34.5% |
531,963 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9539 |
0.9515 |
0.9411 |
|
| R3 |
0.9485 |
0.9460 |
0.9396 |
|
| R2 |
0.9430 |
0.9430 |
0.9391 |
|
| R1 |
0.9406 |
0.9406 |
0.9386 |
0.9418 |
| PP |
0.9376 |
0.9376 |
0.9376 |
0.9382 |
| S1 |
0.9351 |
0.9351 |
0.9376 |
0.9364 |
| S2 |
0.9321 |
0.9321 |
0.9371 |
|
| S3 |
0.9267 |
0.9297 |
0.9366 |
|
| S4 |
0.9212 |
0.9242 |
0.9351 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9845 |
0.9772 |
0.9468 |
|
| R3 |
0.9686 |
0.9613 |
0.9425 |
|
| R2 |
0.9527 |
0.9527 |
0.9410 |
|
| R1 |
0.9454 |
0.9454 |
0.9396 |
0.9411 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9346 |
| S1 |
0.9295 |
0.9295 |
0.9366 |
0.9252 |
| S2 |
0.9209 |
0.9209 |
0.9352 |
|
| S3 |
0.9050 |
0.9136 |
0.9337 |
|
| S4 |
0.8891 |
0.8977 |
0.9294 |
|
|
| 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% |
0.0080 |
0.9% |
48% |
False |
False |
137,004 |
| 10 |
0.9490 |
0.9167 |
0.0324 |
3.5% |
0.0085 |
0.9% |
66% |
False |
False |
167,201 |
| 20 |
0.9490 |
0.9073 |
0.0417 |
4.5% |
0.0085 |
0.9% |
74% |
False |
False |
190,385 |
| 40 |
0.9490 |
0.8850 |
0.0641 |
6.8% |
0.0075 |
0.8% |
83% |
False |
False |
170,083 |
| 60 |
0.9490 |
0.8841 |
0.0650 |
6.9% |
0.0067 |
0.7% |
83% |
False |
False |
130,478 |
| 80 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0064 |
0.7% |
85% |
False |
False |
97,956 |
| 100 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0060 |
0.6% |
85% |
False |
False |
78,419 |
| 120 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0062 |
0.7% |
85% |
False |
False |
65,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9632 |
|
2.618 |
0.9543 |
|
1.618 |
0.9489 |
|
1.000 |
0.9455 |
|
0.618 |
0.9434 |
|
HIGH |
0.9401 |
|
0.618 |
0.9380 |
|
0.500 |
0.9373 |
|
0.382 |
0.9367 |
|
LOW |
0.9346 |
|
0.618 |
0.9312 |
|
1.000 |
0.9292 |
|
1.618 |
0.9258 |
|
2.618 |
0.9203 |
|
4.250 |
0.9114 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9378 |
0.9368 |
| PP |
0.9376 |
0.9354 |
| S1 |
0.9373 |
0.9341 |
|