CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9355 |
0.9357 |
0.0003 |
0.0% |
0.9424 |
| High |
0.9412 |
0.9375 |
-0.0037 |
-0.4% |
0.9441 |
| Low |
0.9348 |
0.9298 |
-0.0050 |
-0.5% |
0.9282 |
| Close |
0.9365 |
0.9321 |
-0.0044 |
-0.5% |
0.9381 |
| Range |
0.0065 |
0.0078 |
0.0013 |
20.9% |
0.0159 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
103,093 |
119,138 |
16,045 |
15.6% |
531,963 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9521 |
0.9364 |
|
| R3 |
0.9487 |
0.9443 |
0.9342 |
|
| R2 |
0.9409 |
0.9409 |
0.9335 |
|
| R1 |
0.9365 |
0.9365 |
0.9328 |
0.9348 |
| PP |
0.9331 |
0.9331 |
0.9331 |
0.9323 |
| S1 |
0.9287 |
0.9287 |
0.9314 |
0.9270 |
| S2 |
0.9253 |
0.9253 |
0.9307 |
|
| S3 |
0.9175 |
0.9209 |
0.9300 |
|
| S4 |
0.9097 |
0.9131 |
0.9278 |
|
|
| 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 |
0.9412 |
0.9282 |
0.0131 |
1.4% |
0.0070 |
0.8% |
30% |
False |
False |
117,312 |
| 10 |
0.9490 |
0.9212 |
0.0279 |
3.0% |
0.0084 |
0.9% |
39% |
False |
False |
150,413 |
| 20 |
0.9490 |
0.9073 |
0.0417 |
4.5% |
0.0083 |
0.9% |
59% |
False |
False |
182,399 |
| 40 |
0.9490 |
0.8850 |
0.0641 |
6.9% |
0.0076 |
0.8% |
74% |
False |
False |
171,516 |
| 60 |
0.9490 |
0.8841 |
0.0650 |
7.0% |
0.0067 |
0.7% |
74% |
False |
False |
134,148 |
| 80 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0064 |
0.7% |
76% |
False |
False |
100,733 |
| 100 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0061 |
0.7% |
76% |
False |
False |
80,641 |
| 120 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0062 |
0.7% |
76% |
False |
False |
67,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9707 |
|
2.618 |
0.9580 |
|
1.618 |
0.9502 |
|
1.000 |
0.9453 |
|
0.618 |
0.9424 |
|
HIGH |
0.9375 |
|
0.618 |
0.9346 |
|
0.500 |
0.9336 |
|
0.382 |
0.9327 |
|
LOW |
0.9298 |
|
0.618 |
0.9249 |
|
1.000 |
0.9220 |
|
1.618 |
0.9171 |
|
2.618 |
0.9093 |
|
4.250 |
0.8966 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9336 |
0.9355 |
| PP |
0.9331 |
0.9344 |
| S1 |
0.9326 |
0.9332 |
|