CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8943 |
0.8917 |
-0.0026 |
-0.3% |
0.8879 |
| High |
0.8948 |
0.8921 |
-0.0027 |
-0.3% |
0.8925 |
| Low |
0.8913 |
0.8891 |
-0.0022 |
-0.2% |
0.8862 |
| Close |
0.8919 |
0.8900 |
-0.0019 |
-0.2% |
0.8914 |
| Range |
0.0035 |
0.0030 |
-0.0005 |
-14.5% |
0.0063 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
94,051 |
115,618 |
21,567 |
22.9% |
279,283 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8976 |
0.8916 |
|
| R3 |
0.8963 |
0.8946 |
0.8908 |
|
| R2 |
0.8933 |
0.8933 |
0.8905 |
|
| R1 |
0.8917 |
0.8917 |
0.8903 |
0.8910 |
| PP |
0.8904 |
0.8904 |
0.8904 |
0.8901 |
| S1 |
0.8887 |
0.8887 |
0.8897 |
0.8881 |
| S2 |
0.8874 |
0.8874 |
0.8895 |
|
| S3 |
0.8845 |
0.8858 |
0.8892 |
|
| S4 |
0.8815 |
0.8828 |
0.8884 |
|
|
| 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% |
40% |
False |
False |
93,089 |
| 10 |
0.8958 |
0.8847 |
0.0111 |
1.2% |
0.0036 |
0.4% |
48% |
False |
False |
85,407 |
| 20 |
0.8981 |
0.8841 |
0.0141 |
1.6% |
0.0044 |
0.5% |
42% |
False |
False |
77,171 |
| 40 |
0.9073 |
0.8811 |
0.0262 |
2.9% |
0.0051 |
0.6% |
34% |
False |
False |
39,579 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0051 |
0.6% |
40% |
False |
False |
26,466 |
| 80 |
0.9235 |
0.8783 |
0.0452 |
5.1% |
0.0053 |
0.6% |
26% |
False |
False |
19,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9046 |
|
2.618 |
0.8998 |
|
1.618 |
0.8968 |
|
1.000 |
0.8950 |
|
0.618 |
0.8939 |
|
HIGH |
0.8921 |
|
0.618 |
0.8909 |
|
0.500 |
0.8906 |
|
0.382 |
0.8902 |
|
LOW |
0.8891 |
|
0.618 |
0.8873 |
|
1.000 |
0.8862 |
|
1.618 |
0.8843 |
|
2.618 |
0.8814 |
|
4.250 |
0.8766 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8906 |
0.8924 |
| PP |
0.8904 |
0.8916 |
| S1 |
0.8902 |
0.8908 |
|