CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9537 |
0.9482 |
-0.0055 |
-0.6% |
0.9411 |
| High |
0.9560 |
0.9513 |
-0.0047 |
-0.5% |
0.9569 |
| Low |
0.9480 |
0.9460 |
-0.0021 |
-0.2% |
0.9360 |
| Close |
0.9482 |
0.9481 |
-0.0002 |
0.0% |
0.9542 |
| Range |
0.0080 |
0.0054 |
-0.0027 |
-33.1% |
0.0209 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
2,819 |
3,512 |
693 |
24.6% |
7,791 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9645 |
0.9616 |
0.9510 |
|
| R3 |
0.9591 |
0.9563 |
0.9495 |
|
| R2 |
0.9538 |
0.9538 |
0.9490 |
|
| R1 |
0.9509 |
0.9509 |
0.9485 |
0.9497 |
| PP |
0.9484 |
0.9484 |
0.9484 |
0.9478 |
| S1 |
0.9456 |
0.9456 |
0.9476 |
0.9443 |
| S2 |
0.9431 |
0.9431 |
0.9471 |
|
| S3 |
0.9377 |
0.9402 |
0.9466 |
|
| S4 |
0.9324 |
0.9349 |
0.9451 |
|
|
| 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 |
0.9372 |
0.0197 |
2.1% |
0.0079 |
0.8% |
55% |
False |
False |
2,668 |
| 10 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0073 |
0.8% |
61% |
False |
False |
1,506 |
| 20 |
0.9569 |
0.9187 |
0.0382 |
4.0% |
0.0079 |
0.8% |
77% |
False |
False |
951 |
| 40 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0075 |
0.8% |
87% |
False |
False |
568 |
| 60 |
0.9569 |
0.8894 |
0.0675 |
7.1% |
0.0059 |
0.6% |
87% |
False |
False |
392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9740 |
|
2.618 |
0.9653 |
|
1.618 |
0.9600 |
|
1.000 |
0.9567 |
|
0.618 |
0.9546 |
|
HIGH |
0.9513 |
|
0.618 |
0.9493 |
|
0.500 |
0.9486 |
|
0.382 |
0.9480 |
|
LOW |
0.9460 |
|
0.618 |
0.9426 |
|
1.000 |
0.9406 |
|
1.618 |
0.9373 |
|
2.618 |
0.9319 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9486 |
0.9514 |
| PP |
0.9484 |
0.9503 |
| S1 |
0.9482 |
0.9492 |
|