CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8911 |
0.9007 |
0.0097 |
1.1% |
0.8910 |
| High |
0.9018 |
0.9036 |
0.0018 |
0.2% |
0.8958 |
| Low |
0.8897 |
0.8969 |
0.0072 |
0.8% |
0.8854 |
| Close |
0.9012 |
0.9033 |
0.0021 |
0.2% |
0.8869 |
| Range |
0.0122 |
0.0068 |
-0.0054 |
-44.4% |
0.0104 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.0% |
0.0000 |
| Volume |
253,607 |
185,700 |
-67,907 |
-26.8% |
443,550 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9215 |
0.9192 |
0.9070 |
|
| R3 |
0.9148 |
0.9124 |
0.9052 |
|
| R2 |
0.9080 |
0.9080 |
0.9045 |
|
| R1 |
0.9057 |
0.9057 |
0.9039 |
0.9068 |
| PP |
0.9013 |
0.9013 |
0.9013 |
0.9018 |
| S1 |
0.8989 |
0.8989 |
0.9027 |
0.9001 |
| S2 |
0.8945 |
0.8945 |
0.9021 |
|
| S3 |
0.8878 |
0.8922 |
0.9014 |
|
| S4 |
0.8810 |
0.8854 |
0.8996 |
|
|
| 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 |
0.9036 |
0.8850 |
0.0187 |
2.1% |
0.0068 |
0.8% |
98% |
True |
False |
166,942 |
| 10 |
0.9036 |
0.8850 |
0.0187 |
2.1% |
0.0055 |
0.6% |
98% |
True |
False |
130,015 |
| 20 |
0.9036 |
0.8847 |
0.0189 |
2.1% |
0.0050 |
0.6% |
98% |
True |
False |
111,742 |
| 40 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0054 |
0.6% |
83% |
False |
False |
60,421 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0053 |
0.6% |
86% |
False |
False |
40,369 |
| 80 |
0.9074 |
0.8783 |
0.0291 |
3.2% |
0.0053 |
0.6% |
86% |
False |
False |
30,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9323 |
|
2.618 |
0.9213 |
|
1.618 |
0.9145 |
|
1.000 |
0.9104 |
|
0.618 |
0.9078 |
|
HIGH |
0.9036 |
|
0.618 |
0.9010 |
|
0.500 |
0.9002 |
|
0.382 |
0.8994 |
|
LOW |
0.8969 |
|
0.618 |
0.8927 |
|
1.000 |
0.8901 |
|
1.618 |
0.8859 |
|
2.618 |
0.8792 |
|
4.250 |
0.8682 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9006 |
| PP |
0.9013 |
0.8978 |
| S1 |
0.9002 |
0.8951 |
|