CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9406 |
0.9431 |
0.0025 |
0.3% |
0.9371 |
| High |
0.9471 |
0.9463 |
-0.0008 |
-0.1% |
0.9471 |
| Low |
0.9403 |
0.9407 |
0.0005 |
0.0% |
0.9323 |
| Close |
0.9427 |
0.9424 |
-0.0003 |
0.0% |
0.9427 |
| Range |
0.0068 |
0.0056 |
-0.0013 |
-18.4% |
0.0148 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
47,500 |
1,632 |
-45,868 |
-96.6% |
671,844 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9566 |
0.9455 |
|
| R3 |
0.9542 |
0.9511 |
0.9439 |
|
| R2 |
0.9487 |
0.9487 |
0.9434 |
|
| R1 |
0.9455 |
0.9455 |
0.9429 |
0.9443 |
| PP |
0.9431 |
0.9431 |
0.9431 |
0.9425 |
| S1 |
0.9400 |
0.9400 |
0.9419 |
0.9388 |
| S2 |
0.9376 |
0.9376 |
0.9414 |
|
| S3 |
0.9320 |
0.9344 |
0.9409 |
|
| S4 |
0.9265 |
0.9289 |
0.9393 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9787 |
0.9508 |
|
| R3 |
0.9703 |
0.9639 |
0.9467 |
|
| R2 |
0.9555 |
0.9555 |
0.9454 |
|
| R1 |
0.9491 |
0.9491 |
0.9440 |
0.9523 |
| PP |
0.9407 |
0.9407 |
0.9407 |
0.9423 |
| S1 |
0.9343 |
0.9343 |
0.9413 |
0.9375 |
| S2 |
0.9259 |
0.9259 |
0.9399 |
|
| S3 |
0.9111 |
0.9195 |
0.9386 |
|
| S4 |
0.8963 |
0.9047 |
0.9345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9471 |
0.9323 |
0.0148 |
1.6% |
0.0066 |
0.7% |
69% |
False |
False |
106,616 |
| 10 |
0.9490 |
0.9323 |
0.0167 |
1.8% |
0.0063 |
0.7% |
61% |
False |
False |
119,475 |
| 20 |
0.9510 |
0.9282 |
0.0229 |
2.4% |
0.0072 |
0.8% |
62% |
False |
False |
128,661 |
| 40 |
0.9510 |
0.9017 |
0.0493 |
5.2% |
0.0079 |
0.8% |
83% |
False |
False |
164,293 |
| 60 |
0.9510 |
0.8847 |
0.0663 |
7.0% |
0.0071 |
0.7% |
87% |
False |
False |
152,446 |
| 80 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0067 |
0.7% |
87% |
False |
False |
123,417 |
| 100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0064 |
0.7% |
88% |
False |
False |
98,787 |
| 120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
88% |
False |
False |
82,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9698 |
|
2.618 |
0.9608 |
|
1.618 |
0.9552 |
|
1.000 |
0.9518 |
|
0.618 |
0.9497 |
|
HIGH |
0.9463 |
|
0.618 |
0.9441 |
|
0.500 |
0.9435 |
|
0.382 |
0.9428 |
|
LOW |
0.9407 |
|
0.618 |
0.9373 |
|
1.000 |
0.9352 |
|
1.618 |
0.9317 |
|
2.618 |
0.9262 |
|
4.250 |
0.9171 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9435 |
0.9435 |
| PP |
0.9431 |
0.9431 |
| S1 |
0.9428 |
0.9428 |
|