CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9379 |
0.9355 |
-0.0024 |
-0.3% |
0.9424 |
| High |
0.9401 |
0.9412 |
0.0012 |
0.1% |
0.9441 |
| Low |
0.9346 |
0.9348 |
0.0002 |
0.0% |
0.9282 |
| Close |
0.9381 |
0.9365 |
-0.0016 |
-0.2% |
0.9381 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.3% |
0.0159 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
91,728 |
103,093 |
11,365 |
12.4% |
531,963 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9568 |
0.9531 |
0.9400 |
|
| R3 |
0.9504 |
0.9467 |
0.9383 |
|
| R2 |
0.9439 |
0.9439 |
0.9377 |
|
| R1 |
0.9402 |
0.9402 |
0.9371 |
0.9421 |
| PP |
0.9375 |
0.9375 |
0.9375 |
0.9384 |
| S1 |
0.9338 |
0.9338 |
0.9359 |
0.9356 |
| S2 |
0.9310 |
0.9310 |
0.9353 |
|
| S3 |
0.9246 |
0.9273 |
0.9347 |
|
| S4 |
0.9181 |
0.9209 |
0.9330 |
|
|
| 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 |
0.9441 |
0.9282 |
0.0159 |
1.7% |
0.0077 |
0.8% |
53% |
False |
False |
127,011 |
| 10 |
0.9490 |
0.9202 |
0.0289 |
3.1% |
0.0081 |
0.9% |
57% |
False |
False |
149,289 |
| 20 |
0.9490 |
0.9073 |
0.0417 |
4.5% |
0.0082 |
0.9% |
70% |
False |
False |
183,662 |
| 40 |
0.9490 |
0.8850 |
0.0641 |
6.8% |
0.0076 |
0.8% |
80% |
False |
False |
170,499 |
| 60 |
0.9490 |
0.8841 |
0.0650 |
6.9% |
0.0067 |
0.7% |
81% |
False |
False |
132,189 |
| 80 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0064 |
0.7% |
82% |
False |
False |
99,244 |
| 100 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0061 |
0.6% |
82% |
False |
False |
79,450 |
| 120 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0062 |
0.7% |
82% |
False |
False |
66,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9686 |
|
2.618 |
0.9581 |
|
1.618 |
0.9516 |
|
1.000 |
0.9477 |
|
0.618 |
0.9452 |
|
HIGH |
0.9412 |
|
0.618 |
0.9387 |
|
0.500 |
0.9380 |
|
0.382 |
0.9372 |
|
LOW |
0.9348 |
|
0.618 |
0.9308 |
|
1.000 |
0.9283 |
|
1.618 |
0.9243 |
|
2.618 |
0.9179 |
|
4.250 |
0.9073 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9380 |
0.9361 |
| PP |
0.9375 |
0.9356 |
| S1 |
0.9370 |
0.9352 |
|