CME Japanese Yen Future June 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 |
0.9411 |
0.9413 |
0.0002 |
0.0% |
0.9481 |
| High |
0.9470 |
0.9433 |
-0.0037 |
-0.4% |
0.9495 |
| Low |
0.9407 |
0.9360 |
-0.0048 |
-0.5% |
0.9343 |
| Close |
0.9425 |
0.9380 |
-0.0045 |
-0.5% |
0.9440 |
| Range |
0.0063 |
0.0073 |
0.0010 |
16.7% |
0.0152 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
248 |
533 |
285 |
114.9% |
1,948 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9611 |
0.9569 |
0.9420 |
|
| R3 |
0.9538 |
0.9495 |
0.9400 |
|
| R2 |
0.9464 |
0.9464 |
0.9393 |
|
| R1 |
0.9422 |
0.9422 |
0.9386 |
0.9406 |
| PP |
0.9391 |
0.9391 |
0.9391 |
0.9383 |
| S1 |
0.9348 |
0.9348 |
0.9373 |
0.9333 |
| S2 |
0.9317 |
0.9317 |
0.9366 |
|
| S3 |
0.9244 |
0.9275 |
0.9359 |
|
| S4 |
0.9170 |
0.9201 |
0.9339 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9882 |
0.9813 |
0.9524 |
|
| R3 |
0.9730 |
0.9661 |
0.9482 |
|
| R2 |
0.9578 |
0.9578 |
0.9468 |
|
| R1 |
0.9509 |
0.9509 |
0.9454 |
0.9468 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9405 |
| S1 |
0.9357 |
0.9357 |
0.9426 |
0.9316 |
| S2 |
0.9274 |
0.9274 |
0.9412 |
|
| S3 |
0.9122 |
0.9205 |
0.9398 |
|
| S4 |
0.8970 |
0.9053 |
0.9356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9470 |
0.9343 |
0.0127 |
1.4% |
0.0067 |
0.7% |
29% |
False |
False |
344 |
| 10 |
0.9549 |
0.9270 |
0.0279 |
3.0% |
0.0080 |
0.9% |
39% |
False |
False |
456 |
| 20 |
0.9549 |
0.9126 |
0.0423 |
4.5% |
0.0077 |
0.8% |
60% |
False |
False |
342 |
| 40 |
0.9549 |
0.8902 |
0.0647 |
6.9% |
0.0069 |
0.7% |
74% |
False |
False |
241 |
| 60 |
0.9549 |
0.8894 |
0.0655 |
7.0% |
0.0055 |
0.6% |
74% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9745 |
|
2.618 |
0.9625 |
|
1.618 |
0.9552 |
|
1.000 |
0.9506 |
|
0.618 |
0.9478 |
|
HIGH |
0.9433 |
|
0.618 |
0.9405 |
|
0.500 |
0.9396 |
|
0.382 |
0.9388 |
|
LOW |
0.9360 |
|
0.618 |
0.9314 |
|
1.000 |
0.9286 |
|
1.618 |
0.9241 |
|
2.618 |
0.9167 |
|
4.250 |
0.9047 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9396 |
0.9415 |
| PP |
0.9391 |
0.9403 |
| S1 |
0.9385 |
0.9391 |
|