CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8910 |
0.8943 |
0.0034 |
0.4% |
0.8879 |
| High |
0.8958 |
0.8948 |
-0.0010 |
-0.1% |
0.8925 |
| Low |
0.8899 |
0.8913 |
0.0015 |
0.2% |
0.8862 |
| Close |
0.8941 |
0.8919 |
-0.0022 |
-0.2% |
0.8914 |
| Range |
0.0059 |
0.0035 |
-0.0025 |
-41.5% |
0.0063 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
96,808 |
94,051 |
-2,757 |
-2.8% |
279,283 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9030 |
0.9009 |
0.8938 |
|
| R3 |
0.8996 |
0.8975 |
0.8928 |
|
| R2 |
0.8961 |
0.8961 |
0.8925 |
|
| R1 |
0.8940 |
0.8940 |
0.8922 |
0.8933 |
| PP |
0.8927 |
0.8927 |
0.8927 |
0.8923 |
| S1 |
0.8906 |
0.8906 |
0.8916 |
0.8899 |
| S2 |
0.8892 |
0.8892 |
0.8913 |
|
| S3 |
0.8858 |
0.8871 |
0.8910 |
|
| S4 |
0.8823 |
0.8837 |
0.8900 |
|
|
| 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% |
0.0042 |
0.5% |
60% |
False |
False |
87,255 |
| 10 |
0.8958 |
0.8847 |
0.0111 |
1.2% |
0.0038 |
0.4% |
65% |
False |
False |
83,917 |
| 20 |
0.8981 |
0.8841 |
0.0141 |
1.6% |
0.0045 |
0.5% |
56% |
False |
False |
72,001 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0052 |
0.6% |
47% |
False |
False |
36,693 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0051 |
0.6% |
47% |
False |
False |
24,540 |
| 80 |
0.9312 |
0.8783 |
0.0529 |
5.9% |
0.0054 |
0.6% |
26% |
False |
False |
18,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9094 |
|
2.618 |
0.9038 |
|
1.618 |
0.9003 |
|
1.000 |
0.8982 |
|
0.618 |
0.8969 |
|
HIGH |
0.8948 |
|
0.618 |
0.8934 |
|
0.500 |
0.8930 |
|
0.382 |
0.8926 |
|
LOW |
0.8913 |
|
0.618 |
0.8892 |
|
1.000 |
0.8879 |
|
1.618 |
0.8857 |
|
2.618 |
0.8823 |
|
4.250 |
0.8766 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8930 |
0.8921 |
| PP |
0.8927 |
0.8920 |
| S1 |
0.8923 |
0.8920 |
|