CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9472 |
0.9428 |
-0.0044 |
-0.5% |
0.9537 |
| High |
0.9472 |
0.9470 |
-0.0002 |
0.0% |
0.9560 |
| Low |
0.9405 |
0.9409 |
0.0004 |
0.0% |
0.9405 |
| Close |
0.9430 |
0.9466 |
0.0036 |
0.4% |
0.9430 |
| Range |
0.0067 |
0.0061 |
-0.0006 |
-9.6% |
0.0155 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
16,204 |
58,956 |
42,752 |
263.8% |
42,971 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9631 |
0.9609 |
0.9499 |
|
| R3 |
0.9570 |
0.9548 |
0.9482 |
|
| R2 |
0.9509 |
0.9509 |
0.9477 |
|
| R1 |
0.9487 |
0.9487 |
0.9471 |
0.9498 |
| PP |
0.9448 |
0.9448 |
0.9448 |
0.9454 |
| S1 |
0.9426 |
0.9426 |
0.9460 |
0.9437 |
| S2 |
0.9387 |
0.9387 |
0.9454 |
|
| S3 |
0.9326 |
0.9365 |
0.9449 |
|
| S4 |
0.9265 |
0.9304 |
0.9432 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9835 |
0.9515 |
|
| R3 |
0.9775 |
0.9680 |
0.9473 |
|
| R2 |
0.9620 |
0.9620 |
0.9458 |
|
| R1 |
0.9525 |
0.9525 |
0.9444 |
0.9495 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9450 |
| S1 |
0.9370 |
0.9370 |
0.9416 |
0.9340 |
| S2 |
0.9310 |
0.9310 |
0.9402 |
|
| S3 |
0.9155 |
0.9215 |
0.9387 |
|
| S4 |
0.9000 |
0.9060 |
0.9345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9548 |
0.9405 |
0.0143 |
1.5% |
0.0057 |
0.6% |
42% |
False |
False |
19,821 |
| 10 |
0.9569 |
0.9360 |
0.0209 |
2.2% |
0.0070 |
0.7% |
51% |
False |
False |
10,947 |
| 20 |
0.9569 |
0.9270 |
0.0299 |
3.2% |
0.0073 |
0.8% |
65% |
False |
False |
5,682 |
| 40 |
0.9569 |
0.9035 |
0.0534 |
5.6% |
0.0074 |
0.8% |
81% |
False |
False |
2,951 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0061 |
0.6% |
85% |
False |
False |
1,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9729 |
|
2.618 |
0.9630 |
|
1.618 |
0.9569 |
|
1.000 |
0.9531 |
|
0.618 |
0.9508 |
|
HIGH |
0.9470 |
|
0.618 |
0.9447 |
|
0.500 |
0.9440 |
|
0.382 |
0.9432 |
|
LOW |
0.9409 |
|
0.618 |
0.9371 |
|
1.000 |
0.9348 |
|
1.618 |
0.9310 |
|
2.618 |
0.9249 |
|
4.250 |
0.9150 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9457 |
0.9462 |
| PP |
0.9448 |
0.9459 |
| S1 |
0.9440 |
0.9456 |
|