CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9477 |
0.9421 |
-0.0056 |
-0.6% |
0.9355 |
| High |
0.9500 |
0.9454 |
-0.0046 |
-0.5% |
0.9510 |
| Low |
0.9420 |
0.9399 |
-0.0021 |
-0.2% |
0.9298 |
| Close |
0.9423 |
0.9421 |
-0.0002 |
0.0% |
0.9482 |
| Range |
0.0080 |
0.0055 |
-0.0025 |
-31.3% |
0.0213 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
111,492 |
133,911 |
22,419 |
20.1% |
735,025 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9560 |
0.9451 |
|
| R3 |
0.9535 |
0.9505 |
0.9436 |
|
| R2 |
0.9480 |
0.9480 |
0.9431 |
|
| R1 |
0.9450 |
0.9450 |
0.9426 |
0.9449 |
| PP |
0.9425 |
0.9425 |
0.9425 |
0.9424 |
| S1 |
0.9395 |
0.9395 |
0.9416 |
0.9394 |
| S2 |
0.9370 |
0.9370 |
0.9411 |
|
| S3 |
0.9315 |
0.9340 |
0.9406 |
|
| S4 |
0.9260 |
0.9285 |
0.9391 |
|
|
| 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 |
0.9310 |
0.0200 |
2.1% |
0.0081 |
0.9% |
56% |
False |
False |
151,639 |
| 10 |
0.9510 |
0.9282 |
0.0229 |
2.4% |
0.0076 |
0.8% |
61% |
False |
False |
134,475 |
| 20 |
0.9510 |
0.9127 |
0.0384 |
4.1% |
0.0083 |
0.9% |
77% |
False |
False |
174,021 |
| 40 |
0.9510 |
0.8850 |
0.0661 |
7.0% |
0.0081 |
0.9% |
87% |
False |
False |
177,369 |
| 60 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0069 |
0.7% |
87% |
False |
False |
146,046 |
| 80 |
0.9510 |
0.8831 |
0.0679 |
7.2% |
0.0066 |
0.7% |
87% |
False |
False |
110,185 |
| 100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0063 |
0.7% |
88% |
False |
False |
88,194 |
| 120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
88% |
False |
False |
73,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9688 |
|
2.618 |
0.9598 |
|
1.618 |
0.9543 |
|
1.000 |
0.9509 |
|
0.618 |
0.9488 |
|
HIGH |
0.9454 |
|
0.618 |
0.9433 |
|
0.500 |
0.9427 |
|
0.382 |
0.9420 |
|
LOW |
0.9399 |
|
0.618 |
0.9365 |
|
1.000 |
0.9344 |
|
1.618 |
0.9310 |
|
2.618 |
0.9255 |
|
4.250 |
0.9165 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9427 |
0.9455 |
| PP |
0.9425 |
0.9443 |
| S1 |
0.9423 |
0.9432 |
|