CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9456 |
0.9457 |
0.0001 |
0.0% |
0.9537 |
| High |
0.9475 |
0.9492 |
0.0018 |
0.2% |
0.9560 |
| Low |
0.9382 |
0.9431 |
0.0049 |
0.5% |
0.9405 |
| Close |
0.9444 |
0.9475 |
0.0031 |
0.3% |
0.9430 |
| Range |
0.0093 |
0.0062 |
-0.0031 |
-33.5% |
0.0155 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
36,119 |
86,371 |
50,252 |
139.1% |
42,971 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9650 |
0.9624 |
0.9509 |
|
| R3 |
0.9589 |
0.9563 |
0.9492 |
|
| R2 |
0.9527 |
0.9527 |
0.9486 |
|
| R1 |
0.9501 |
0.9501 |
0.9481 |
0.9514 |
| PP |
0.9466 |
0.9466 |
0.9466 |
0.9472 |
| S1 |
0.9440 |
0.9440 |
0.9469 |
0.9453 |
| S2 |
0.9404 |
0.9404 |
0.9464 |
|
| S3 |
0.9343 |
0.9378 |
0.9458 |
|
| S4 |
0.9281 |
0.9317 |
0.9441 |
|
|
| 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 |
0.9507 |
0.9382 |
0.0125 |
1.3% |
0.0064 |
0.7% |
75% |
False |
False |
41,725 |
| 10 |
0.9569 |
0.9382 |
0.0187 |
2.0% |
0.0070 |
0.7% |
50% |
False |
False |
23,002 |
| 20 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0074 |
0.8% |
59% |
False |
False |
11,760 |
| 40 |
0.9569 |
0.9050 |
0.0519 |
5.5% |
0.0075 |
0.8% |
82% |
False |
False |
6,003 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0061 |
0.6% |
86% |
False |
False |
4,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9753 |
|
2.618 |
0.9653 |
|
1.618 |
0.9592 |
|
1.000 |
0.9554 |
|
0.618 |
0.9530 |
|
HIGH |
0.9492 |
|
0.618 |
0.9469 |
|
0.500 |
0.9461 |
|
0.382 |
0.9454 |
|
LOW |
0.9431 |
|
0.618 |
0.9392 |
|
1.000 |
0.9369 |
|
1.618 |
0.9331 |
|
2.618 |
0.9269 |
|
4.250 |
0.9169 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9470 |
0.9462 |
| PP |
0.9466 |
0.9450 |
| S1 |
0.9461 |
0.9437 |
|