CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8917 |
0.8897 |
-0.0020 |
-0.2% |
0.8910 |
| High |
0.8921 |
0.8902 |
-0.0019 |
-0.2% |
0.8958 |
| Low |
0.8891 |
0.8854 |
-0.0037 |
-0.4% |
0.8854 |
| Close |
0.8900 |
0.8869 |
-0.0032 |
-0.4% |
0.8869 |
| Range |
0.0030 |
0.0048 |
0.0019 |
62.7% |
0.0104 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.3% |
0.0000 |
| Volume |
115,618 |
137,073 |
21,455 |
18.6% |
443,550 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9019 |
0.8992 |
0.8895 |
|
| R3 |
0.8971 |
0.8944 |
0.8882 |
|
| R2 |
0.8923 |
0.8923 |
0.8877 |
|
| R1 |
0.8896 |
0.8896 |
0.8873 |
0.8885 |
| PP |
0.8875 |
0.8875 |
0.8875 |
0.8870 |
| S1 |
0.8848 |
0.8848 |
0.8864 |
0.8837 |
| S2 |
0.8827 |
0.8827 |
0.8860 |
|
| S3 |
0.8779 |
0.8800 |
0.8855 |
|
| S4 |
0.8731 |
0.8752 |
0.8842 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9204 |
0.9140 |
0.8925 |
|
| R3 |
0.9100 |
0.9036 |
0.8897 |
|
| R2 |
0.8997 |
0.8997 |
0.8887 |
|
| R1 |
0.8933 |
0.8933 |
0.8878 |
0.8913 |
| PP |
0.8893 |
0.8893 |
0.8893 |
0.8884 |
| S1 |
0.8829 |
0.8829 |
0.8859 |
0.8810 |
| S2 |
0.8790 |
0.8790 |
0.8850 |
|
| S3 |
0.8686 |
0.8726 |
0.8840 |
|
| S4 |
0.8583 |
0.8622 |
0.8812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8958 |
0.8854 |
0.0104 |
1.2% |
0.0042 |
0.5% |
14% |
False |
True |
104,812 |
| 10 |
0.8958 |
0.8847 |
0.0111 |
1.2% |
0.0036 |
0.4% |
19% |
False |
False |
87,818 |
| 20 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0044 |
0.5% |
20% |
False |
False |
83,401 |
| 40 |
0.9073 |
0.8831 |
0.0242 |
2.7% |
0.0051 |
0.6% |
15% |
False |
False |
43,002 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0051 |
0.6% |
30% |
False |
False |
28,745 |
| 80 |
0.9204 |
0.8783 |
0.0422 |
4.8% |
0.0053 |
0.6% |
20% |
False |
False |
21,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9106 |
|
2.618 |
0.9028 |
|
1.618 |
0.8980 |
|
1.000 |
0.8950 |
|
0.618 |
0.8932 |
|
HIGH |
0.8902 |
|
0.618 |
0.8884 |
|
0.500 |
0.8878 |
|
0.382 |
0.8872 |
|
LOW |
0.8854 |
|
0.618 |
0.8824 |
|
1.000 |
0.8806 |
|
1.618 |
0.8776 |
|
2.618 |
0.8728 |
|
4.250 |
0.8650 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8878 |
0.8901 |
| PP |
0.8875 |
0.8890 |
| S1 |
0.8872 |
0.8879 |
|