CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9413 |
0.9385 |
-0.0028 |
-0.3% |
0.9481 |
| High |
0.9433 |
0.9451 |
0.0018 |
0.2% |
0.9495 |
| Low |
0.9360 |
0.9372 |
0.0013 |
0.1% |
0.9343 |
| Close |
0.9380 |
0.9446 |
0.0066 |
0.7% |
0.9440 |
| Range |
0.0073 |
0.0079 |
0.0006 |
7.5% |
0.0152 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
533 |
1,407 |
874 |
164.0% |
1,948 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9660 |
0.9632 |
0.9489 |
|
| R3 |
0.9581 |
0.9553 |
0.9467 |
|
| R2 |
0.9502 |
0.9502 |
0.9460 |
|
| R1 |
0.9474 |
0.9474 |
0.9453 |
0.9488 |
| PP |
0.9423 |
0.9423 |
0.9423 |
0.9430 |
| S1 |
0.9395 |
0.9395 |
0.9438 |
0.9409 |
| S2 |
0.9344 |
0.9344 |
0.9431 |
|
| S3 |
0.9265 |
0.9316 |
0.9424 |
|
| S4 |
0.9186 |
0.9237 |
0.9402 |
|
|
| 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 |
0.9353 |
0.0118 |
1.2% |
0.0073 |
0.8% |
79% |
False |
False |
574 |
| 10 |
0.9549 |
0.9343 |
0.0206 |
2.2% |
0.0077 |
0.8% |
50% |
False |
False |
519 |
| 20 |
0.9549 |
0.9126 |
0.0423 |
4.5% |
0.0078 |
0.8% |
76% |
False |
False |
405 |
| 40 |
0.9549 |
0.8902 |
0.0647 |
6.8% |
0.0070 |
0.7% |
84% |
False |
False |
276 |
| 60 |
0.9549 |
0.8894 |
0.0655 |
6.9% |
0.0056 |
0.6% |
84% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9787 |
|
2.618 |
0.9658 |
|
1.618 |
0.9579 |
|
1.000 |
0.9530 |
|
0.618 |
0.9500 |
|
HIGH |
0.9451 |
|
0.618 |
0.9421 |
|
0.500 |
0.9411 |
|
0.382 |
0.9402 |
|
LOW |
0.9372 |
|
0.618 |
0.9323 |
|
1.000 |
0.9293 |
|
1.618 |
0.9244 |
|
2.618 |
0.9165 |
|
4.250 |
0.9036 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9434 |
0.9435 |
| PP |
0.9423 |
0.9425 |
| S1 |
0.9411 |
0.9415 |
|