CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8892 |
0.8910 |
0.0018 |
0.2% |
0.8879 |
| High |
0.8925 |
0.8958 |
0.0033 |
0.4% |
0.8925 |
| Low |
0.8885 |
0.8899 |
0.0014 |
0.2% |
0.8862 |
| Close |
0.8914 |
0.8941 |
0.0027 |
0.3% |
0.8914 |
| Range |
0.0040 |
0.0059 |
0.0019 |
47.5% |
0.0063 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.7% |
0.0000 |
| Volume |
80,513 |
96,808 |
16,295 |
20.2% |
279,283 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9109 |
0.9084 |
0.8973 |
|
| R3 |
0.9050 |
0.9025 |
0.8957 |
|
| R2 |
0.8991 |
0.8991 |
0.8951 |
|
| R1 |
0.8966 |
0.8966 |
0.8946 |
0.8979 |
| PP |
0.8932 |
0.8932 |
0.8932 |
0.8939 |
| S1 |
0.8907 |
0.8907 |
0.8935 |
0.8920 |
| S2 |
0.8873 |
0.8873 |
0.8930 |
|
| S3 |
0.8814 |
0.8848 |
0.8924 |
|
| S4 |
0.8755 |
0.8789 |
0.8908 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9088 |
0.9063 |
0.8948 |
|
| R3 |
0.9025 |
0.9001 |
0.8931 |
|
| R2 |
0.8963 |
0.8963 |
0.8925 |
|
| R1 |
0.8938 |
0.8938 |
0.8920 |
0.8951 |
| PP |
0.8900 |
0.8900 |
0.8900 |
0.8906 |
| S1 |
0.8876 |
0.8876 |
0.8908 |
0.8888 |
| S2 |
0.8838 |
0.8838 |
0.8903 |
|
| S3 |
0.8775 |
0.8813 |
0.8897 |
|
| S4 |
0.8713 |
0.8751 |
0.8880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8958 |
0.8862 |
0.0096 |
1.1% |
0.0040 |
0.4% |
82% |
True |
False |
75,218 |
| 10 |
0.8958 |
0.8847 |
0.0111 |
1.2% |
0.0039 |
0.4% |
85% |
True |
False |
82,875 |
| 20 |
0.8981 |
0.8841 |
0.0141 |
1.6% |
0.0046 |
0.5% |
71% |
False |
False |
67,653 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0052 |
0.6% |
54% |
False |
False |
34,343 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0051 |
0.6% |
54% |
False |
False |
22,973 |
| 80 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0054 |
0.6% |
26% |
False |
False |
17,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9208 |
|
2.618 |
0.9112 |
|
1.618 |
0.9053 |
|
1.000 |
0.9017 |
|
0.618 |
0.8994 |
|
HIGH |
0.8958 |
|
0.618 |
0.8935 |
|
0.500 |
0.8928 |
|
0.382 |
0.8921 |
|
LOW |
0.8899 |
|
0.618 |
0.8862 |
|
1.000 |
0.8840 |
|
1.618 |
0.8803 |
|
2.618 |
0.8744 |
|
4.250 |
0.8648 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8936 |
0.8930 |
| PP |
0.8932 |
0.8920 |
| S1 |
0.8928 |
0.8910 |
|