CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9386 |
0.9430 |
0.0044 |
0.5% |
0.9355 |
| High |
0.9429 |
0.9510 |
0.0082 |
0.9% |
0.9510 |
| Low |
0.9337 |
0.9415 |
0.0078 |
0.8% |
0.9298 |
| Close |
0.9420 |
0.9482 |
0.0062 |
0.7% |
0.9482 |
| Range |
0.0092 |
0.0096 |
0.0004 |
3.8% |
0.0213 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
| Volume |
189,238 |
197,422 |
8,184 |
4.3% |
735,025 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9755 |
0.9714 |
0.9535 |
|
| R3 |
0.9660 |
0.9619 |
0.9508 |
|
| R2 |
0.9564 |
0.9564 |
0.9500 |
|
| R1 |
0.9523 |
0.9523 |
0.9491 |
0.9544 |
| PP |
0.9469 |
0.9469 |
0.9469 |
0.9479 |
| S1 |
0.9428 |
0.9428 |
0.9473 |
0.9448 |
| S2 |
0.9373 |
0.9373 |
0.9464 |
|
| S3 |
0.9278 |
0.9332 |
0.9456 |
|
| S4 |
0.9182 |
0.9237 |
0.9429 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0067 |
0.9987 |
0.9599 |
|
| R3 |
0.9855 |
0.9775 |
0.9540 |
|
| R2 |
0.9642 |
0.9642 |
0.9521 |
|
| R1 |
0.9562 |
0.9562 |
0.9501 |
0.9602 |
| PP |
0.9430 |
0.9430 |
0.9430 |
0.9450 |
| S1 |
0.9350 |
0.9350 |
0.9463 |
0.9390 |
| S2 |
0.9217 |
0.9217 |
0.9443 |
|
| S3 |
0.9005 |
0.9137 |
0.9424 |
|
| S4 |
0.8792 |
0.8925 |
0.9365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9510 |
0.9298 |
0.0213 |
2.2% |
0.0083 |
0.9% |
87% |
True |
False |
147,005 |
| 10 |
0.9510 |
0.9282 |
0.0229 |
2.4% |
0.0081 |
0.9% |
88% |
True |
False |
142,004 |
| 20 |
0.9510 |
0.9073 |
0.0437 |
4.6% |
0.0087 |
0.9% |
94% |
True |
False |
183,303 |
| 40 |
0.9510 |
0.8850 |
0.0661 |
7.0% |
0.0080 |
0.8% |
96% |
True |
False |
177,551 |
| 60 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0068 |
0.7% |
96% |
True |
False |
142,368 |
| 80 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0066 |
0.7% |
96% |
True |
False |
107,122 |
| 100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
96% |
True |
False |
85,744 |
| 120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
96% |
True |
False |
71,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9916 |
|
2.618 |
0.9760 |
|
1.618 |
0.9665 |
|
1.000 |
0.9606 |
|
0.618 |
0.9569 |
|
HIGH |
0.9510 |
|
0.618 |
0.9474 |
|
0.500 |
0.9462 |
|
0.382 |
0.9451 |
|
LOW |
0.9415 |
|
0.618 |
0.9355 |
|
1.000 |
0.9319 |
|
1.618 |
0.9260 |
|
2.618 |
0.9164 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9475 |
0.9458 |
| PP |
0.9469 |
0.9434 |
| S1 |
0.9462 |
0.9410 |
|