CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9447 |
0.9484 |
0.0038 |
0.4% |
0.9428 |
| High |
0.9503 |
0.9556 |
0.0053 |
0.6% |
0.9531 |
| Low |
0.9434 |
0.9482 |
0.0049 |
0.5% |
0.9382 |
| Close |
0.9480 |
0.9524 |
0.0044 |
0.5% |
0.9487 |
| Range |
0.0069 |
0.0074 |
0.0005 |
6.5% |
0.0149 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.7% |
0.0000 |
| Volume |
122,242 |
207,989 |
85,747 |
70.1% |
410,900 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9741 |
0.9706 |
0.9564 |
|
| R3 |
0.9668 |
0.9633 |
0.9544 |
|
| R2 |
0.9594 |
0.9594 |
0.9537 |
|
| R1 |
0.9559 |
0.9559 |
0.9531 |
0.9577 |
| PP |
0.9521 |
0.9521 |
0.9521 |
0.9529 |
| S1 |
0.9486 |
0.9486 |
0.9517 |
0.9503 |
| S2 |
0.9447 |
0.9447 |
0.9511 |
|
| S3 |
0.9374 |
0.9412 |
0.9504 |
|
| S4 |
0.9300 |
0.9339 |
0.9484 |
|
|
| 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 |
0.9556 |
0.9434 |
0.0122 |
1.3% |
0.0066 |
0.7% |
74% |
True |
False |
146,186 |
| 10 |
0.9556 |
0.9382 |
0.0174 |
1.8% |
0.0067 |
0.7% |
82% |
True |
False |
100,555 |
| 20 |
0.9569 |
0.9360 |
0.0209 |
2.2% |
0.0068 |
0.7% |
79% |
False |
False |
52,023 |
| 40 |
0.9569 |
0.9126 |
0.0443 |
4.6% |
0.0074 |
0.8% |
90% |
False |
False |
26,180 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0066 |
0.7% |
93% |
False |
False |
17,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9748 |
|
1.618 |
0.9674 |
|
1.000 |
0.9629 |
|
0.618 |
0.9601 |
|
HIGH |
0.9556 |
|
0.618 |
0.9527 |
|
0.500 |
0.9519 |
|
0.382 |
0.9510 |
|
LOW |
0.9482 |
|
0.618 |
0.9437 |
|
1.000 |
0.9409 |
|
1.618 |
0.9363 |
|
2.618 |
0.9290 |
|
4.250 |
0.9170 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9522 |
0.9514 |
| PP |
0.9521 |
0.9504 |
| S1 |
0.9519 |
0.9495 |
|