CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9491 |
0.9447 |
-0.0045 |
-0.5% |
0.9428 |
| High |
0.9499 |
0.9503 |
0.0004 |
0.0% |
0.9531 |
| Low |
0.9438 |
0.9434 |
-0.0004 |
0.0% |
0.9382 |
| Close |
0.9452 |
0.9480 |
0.0028 |
0.3% |
0.9487 |
| Range |
0.0061 |
0.0069 |
0.0008 |
13.1% |
0.0149 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.0% |
0.0000 |
| Volume |
121,171 |
122,242 |
1,071 |
0.9% |
410,900 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9679 |
0.9649 |
0.9518 |
|
| R3 |
0.9610 |
0.9580 |
0.9499 |
|
| R2 |
0.9541 |
0.9541 |
0.9493 |
|
| R1 |
0.9511 |
0.9511 |
0.9486 |
0.9526 |
| PP |
0.9472 |
0.9472 |
0.9472 |
0.9480 |
| S1 |
0.9442 |
0.9442 |
0.9474 |
0.9457 |
| S2 |
0.9403 |
0.9403 |
0.9467 |
|
| S3 |
0.9334 |
0.9373 |
0.9461 |
|
| S4 |
0.9265 |
0.9304 |
0.9442 |
|
|
| 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 |
0.9434 |
0.0097 |
1.0% |
0.0062 |
0.7% |
48% |
False |
True |
119,982 |
| 10 |
0.9531 |
0.9382 |
0.0149 |
1.6% |
0.0063 |
0.7% |
66% |
False |
False |
80,854 |
| 20 |
0.9569 |
0.9353 |
0.0216 |
2.3% |
0.0069 |
0.7% |
59% |
False |
False |
41,640 |
| 40 |
0.9569 |
0.9126 |
0.0443 |
4.7% |
0.0075 |
0.8% |
80% |
False |
False |
20,985 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0065 |
0.7% |
87% |
False |
False |
14,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9796 |
|
2.618 |
0.9683 |
|
1.618 |
0.9614 |
|
1.000 |
0.9572 |
|
0.618 |
0.9545 |
|
HIGH |
0.9503 |
|
0.618 |
0.9476 |
|
0.500 |
0.9468 |
|
0.382 |
0.9460 |
|
LOW |
0.9434 |
|
0.618 |
0.9391 |
|
1.000 |
0.9365 |
|
1.618 |
0.9322 |
|
2.618 |
0.9253 |
|
4.250 |
0.9140 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9476 |
0.9479 |
| PP |
0.9472 |
0.9479 |
| S1 |
0.9468 |
0.9478 |
|