CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9468 |
0.9489 |
0.0022 |
0.2% |
0.9428 |
| High |
0.9531 |
0.9522 |
-0.0009 |
-0.1% |
0.9531 |
| Low |
0.9463 |
0.9465 |
0.0002 |
0.0% |
0.9382 |
| Close |
0.9487 |
0.9497 |
0.0011 |
0.1% |
0.9487 |
| Range |
0.0068 |
0.0058 |
-0.0010 |
-14.8% |
0.0149 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
152,485 |
127,047 |
-25,438 |
-16.7% |
410,900 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9667 |
0.9640 |
0.9529 |
|
| R3 |
0.9610 |
0.9582 |
0.9513 |
|
| R2 |
0.9552 |
0.9552 |
0.9508 |
|
| R1 |
0.9525 |
0.9525 |
0.9503 |
0.9538 |
| PP |
0.9495 |
0.9495 |
0.9495 |
0.9501 |
| S1 |
0.9467 |
0.9467 |
0.9492 |
0.9481 |
| S2 |
0.9437 |
0.9437 |
0.9487 |
|
| S3 |
0.9380 |
0.9410 |
0.9482 |
|
| S4 |
0.9322 |
0.9352 |
0.9466 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9848 |
0.9568 |
|
| R3 |
0.9763 |
0.9699 |
0.9527 |
|
| R2 |
0.9615 |
0.9615 |
0.9514 |
|
| R1 |
0.9551 |
0.9551 |
0.9500 |
0.9583 |
| PP |
0.9466 |
0.9466 |
0.9466 |
0.9482 |
| S1 |
0.9402 |
0.9402 |
0.9473 |
0.9434 |
| S2 |
0.9318 |
0.9318 |
0.9459 |
|
| S3 |
0.9169 |
0.9254 |
0.9446 |
|
| S4 |
0.9021 |
0.9105 |
0.9405 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9531 |
0.9382 |
0.0149 |
1.6% |
0.0067 |
0.7% |
78% |
False |
False |
95,798 |
| 10 |
0.9548 |
0.9382 |
0.0166 |
1.7% |
0.0062 |
0.7% |
70% |
False |
False |
57,809 |
| 20 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0070 |
0.7% |
69% |
False |
False |
29,532 |
| 40 |
0.9569 |
0.9073 |
0.0496 |
5.2% |
0.0074 |
0.8% |
86% |
False |
False |
14,909 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0063 |
0.7% |
89% |
False |
False |
9,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9766 |
|
2.618 |
0.9673 |
|
1.618 |
0.9615 |
|
1.000 |
0.9580 |
|
0.618 |
0.9558 |
|
HIGH |
0.9522 |
|
0.618 |
0.9500 |
|
0.500 |
0.9493 |
|
0.382 |
0.9486 |
|
LOW |
0.9465 |
|
0.618 |
0.9429 |
|
1.000 |
0.9407 |
|
1.618 |
0.9371 |
|
2.618 |
0.9314 |
|
4.250 |
0.9220 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9496 |
0.9497 |
| PP |
0.9495 |
0.9496 |
| S1 |
0.9493 |
0.9495 |
|