CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9494 |
0.9537 |
0.0043 |
0.5% |
0.9411 |
| High |
0.9569 |
0.9560 |
-0.0009 |
-0.1% |
0.9569 |
| Low |
0.9476 |
0.9480 |
0.0005 |
0.0% |
0.9360 |
| Close |
0.9542 |
0.9482 |
-0.0060 |
-0.6% |
0.9542 |
| Range |
0.0093 |
0.0080 |
-0.0013 |
-14.0% |
0.0209 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
3,807 |
2,819 |
-988 |
-26.0% |
7,791 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9695 |
0.9526 |
|
| R3 |
0.9667 |
0.9615 |
0.9504 |
|
| R2 |
0.9587 |
0.9587 |
0.9497 |
|
| R1 |
0.9535 |
0.9535 |
0.9489 |
0.9521 |
| PP |
0.9507 |
0.9507 |
0.9507 |
0.9501 |
| S1 |
0.9455 |
0.9455 |
0.9475 |
0.9441 |
| S2 |
0.9427 |
0.9427 |
0.9467 |
|
| S3 |
0.9347 |
0.9375 |
0.9460 |
|
| S4 |
0.9267 |
0.9295 |
0.9438 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0038 |
0.9656 |
|
| R3 |
0.9908 |
0.9829 |
0.9599 |
|
| R2 |
0.9699 |
0.9699 |
0.9580 |
|
| R1 |
0.9620 |
0.9620 |
0.9561 |
0.9660 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9510 |
| S1 |
0.9411 |
0.9411 |
0.9522 |
0.9451 |
| S2 |
0.9281 |
0.9281 |
0.9503 |
|
| S3 |
0.9072 |
0.9202 |
0.9484 |
|
| S4 |
0.8863 |
0.8993 |
0.9427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9569 |
0.9360 |
0.0209 |
2.2% |
0.0083 |
0.9% |
59% |
False |
False |
2,072 |
| 10 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0078 |
0.8% |
62% |
False |
False |
1,255 |
| 20 |
0.9569 |
0.9144 |
0.0425 |
4.5% |
0.0081 |
0.9% |
80% |
False |
False |
788 |
| 40 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0074 |
0.8% |
87% |
False |
False |
481 |
| 60 |
0.9569 |
0.8894 |
0.0675 |
7.1% |
0.0058 |
0.6% |
87% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9769 |
|
1.618 |
0.9689 |
|
1.000 |
0.9640 |
|
0.618 |
0.9609 |
|
HIGH |
0.9560 |
|
0.618 |
0.9529 |
|
0.500 |
0.9520 |
|
0.382 |
0.9511 |
|
LOW |
0.9480 |
|
0.618 |
0.9431 |
|
1.000 |
0.9400 |
|
1.618 |
0.9351 |
|
2.618 |
0.9271 |
|
4.250 |
0.9140 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9520 |
0.9483 |
| PP |
0.9507 |
0.9482 |
| S1 |
0.9495 |
0.9482 |
|