CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9414 |
0.9371 |
-0.0043 |
-0.5% |
0.9477 |
| High |
0.9416 |
0.9412 |
-0.0004 |
0.0% |
0.9500 |
| Low |
0.9346 |
0.9350 |
0.0005 |
0.0% |
0.9346 |
| Close |
0.9371 |
0.9406 |
0.0035 |
0.4% |
0.9371 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-11.4% |
0.0155 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
146,647 |
140,394 |
-6,253 |
-4.3% |
632,772 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9575 |
0.9553 |
0.9440 |
|
| R3 |
0.9513 |
0.9491 |
0.9423 |
|
| R2 |
0.9451 |
0.9451 |
0.9417 |
|
| R1 |
0.9429 |
0.9429 |
0.9412 |
0.9440 |
| PP |
0.9389 |
0.9389 |
0.9389 |
0.9395 |
| S1 |
0.9367 |
0.9367 |
0.9400 |
0.9378 |
| S2 |
0.9327 |
0.9327 |
0.9395 |
|
| S3 |
0.9265 |
0.9305 |
0.9389 |
|
| S4 |
0.9203 |
0.9243 |
0.9372 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9775 |
0.9456 |
|
| R3 |
0.9715 |
0.9620 |
0.9413 |
|
| R2 |
0.9560 |
0.9560 |
0.9399 |
|
| R1 |
0.9466 |
0.9466 |
0.9385 |
0.9436 |
| PP |
0.9406 |
0.9406 |
0.9406 |
0.9391 |
| S1 |
0.9311 |
0.9311 |
0.9357 |
0.9281 |
| S2 |
0.9251 |
0.9251 |
0.9343 |
|
| S3 |
0.9097 |
0.9157 |
0.9329 |
|
| S4 |
0.8942 |
0.9002 |
0.9286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9490 |
0.9346 |
0.0144 |
1.5% |
0.0059 |
0.6% |
42% |
False |
False |
132,334 |
| 10 |
0.9510 |
0.9298 |
0.0213 |
2.3% |
0.0072 |
0.8% |
51% |
False |
False |
140,509 |
| 20 |
0.9510 |
0.9202 |
0.0309 |
3.3% |
0.0077 |
0.8% |
66% |
False |
False |
144,899 |
| 40 |
0.9510 |
0.8982 |
0.0528 |
5.6% |
0.0080 |
0.8% |
80% |
False |
False |
173,122 |
| 60 |
0.9510 |
0.8847 |
0.0663 |
7.0% |
0.0070 |
0.7% |
84% |
False |
False |
152,662 |
| 80 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0067 |
0.7% |
84% |
False |
False |
116,772 |
| 100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0064 |
0.7% |
86% |
False |
False |
93,470 |
| 120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
86% |
False |
False |
77,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9676 |
|
2.618 |
0.9574 |
|
1.618 |
0.9512 |
|
1.000 |
0.9474 |
|
0.618 |
0.9450 |
|
HIGH |
0.9412 |
|
0.618 |
0.9388 |
|
0.500 |
0.9381 |
|
0.382 |
0.9374 |
|
LOW |
0.9350 |
|
0.618 |
0.9312 |
|
1.000 |
0.9288 |
|
1.618 |
0.9250 |
|
2.618 |
0.9188 |
|
4.250 |
0.9087 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9398 |
0.9403 |
| PP |
0.9389 |
0.9400 |
| S1 |
0.9381 |
0.9397 |
|