CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 12-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.9007 |
0.9019 |
0.0012 |
0.1% |
0.8871 |
High |
0.9036 |
0.9046 |
0.0010 |
0.1% |
0.9046 |
Low |
0.8969 |
0.8982 |
0.0014 |
0.2% |
0.8850 |
Close |
0.9033 |
0.9035 |
0.0002 |
0.0% |
0.9035 |
Range |
0.0068 |
0.0064 |
-0.0004 |
-5.9% |
0.0196 |
ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
Volume |
185,700 |
198,461 |
12,761 |
6.9% |
896,099 |
|
Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9211 |
0.9186 |
0.9069 |
|
R3 |
0.9148 |
0.9123 |
0.9052 |
|
R2 |
0.9084 |
0.9084 |
0.9046 |
|
R1 |
0.9059 |
0.9059 |
0.9040 |
0.9072 |
PP |
0.9021 |
0.9021 |
0.9021 |
0.9027 |
S1 |
0.8996 |
0.8996 |
0.9029 |
0.9008 |
S2 |
0.8957 |
0.8957 |
0.9023 |
|
S3 |
0.8894 |
0.8932 |
0.9017 |
|
S4 |
0.8830 |
0.8869 |
0.9000 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9565 |
0.9496 |
0.9142 |
|
R3 |
0.9369 |
0.9300 |
0.9088 |
|
R2 |
0.9173 |
0.9173 |
0.9070 |
|
R1 |
0.9104 |
0.9104 |
0.9052 |
0.9138 |
PP |
0.8977 |
0.8977 |
0.8977 |
0.8994 |
S1 |
0.8908 |
0.8908 |
0.9017 |
0.8942 |
S2 |
0.8781 |
0.8781 |
0.8999 |
|
S3 |
0.8585 |
0.8712 |
0.8981 |
|
S4 |
0.8389 |
0.8516 |
0.8927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9046 |
0.8850 |
0.0196 |
2.2% |
0.0072 |
0.8% |
94% |
True |
False |
179,219 |
10 |
0.9046 |
0.8850 |
0.0196 |
2.2% |
0.0057 |
0.6% |
94% |
True |
False |
142,016 |
20 |
0.9046 |
0.8847 |
0.0199 |
2.2% |
0.0049 |
0.5% |
94% |
True |
False |
115,977 |
40 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0054 |
0.6% |
83% |
False |
False |
65,372 |
60 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0054 |
0.6% |
87% |
False |
False |
43,673 |
80 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0053 |
0.6% |
87% |
False |
False |
32,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9315 |
2.618 |
0.9212 |
1.618 |
0.9148 |
1.000 |
0.9109 |
0.618 |
0.9085 |
HIGH |
0.9046 |
0.618 |
0.9021 |
0.500 |
0.9014 |
0.382 |
0.9006 |
LOW |
0.8982 |
0.618 |
0.8943 |
1.000 |
0.8919 |
1.618 |
0.8879 |
2.618 |
0.8816 |
4.250 |
0.8712 |
|
|
Fisher Pivots for day following 12-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9028 |
0.9013 |
PP |
0.9021 |
0.8992 |
S1 |
0.9014 |
0.8971 |
|