CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9019 |
0.9031 |
0.0012 |
0.1% |
0.8871 |
| High |
0.9046 |
0.9100 |
0.0055 |
0.6% |
0.9046 |
| Low |
0.8982 |
0.9023 |
0.0041 |
0.5% |
0.8850 |
| Close |
0.9035 |
0.9096 |
0.0061 |
0.7% |
0.9035 |
| Range |
0.0064 |
0.0077 |
0.0013 |
20.5% |
0.0196 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
2.9% |
0.0000 |
| Volume |
198,461 |
247,432 |
48,971 |
24.7% |
896,099 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9303 |
0.9276 |
0.9138 |
|
| R3 |
0.9226 |
0.9199 |
0.9117 |
|
| R2 |
0.9150 |
0.9150 |
0.9110 |
|
| R1 |
0.9123 |
0.9123 |
0.9103 |
0.9136 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9080 |
| S1 |
0.9046 |
0.9046 |
0.9088 |
0.9059 |
| S2 |
0.8996 |
0.8996 |
0.9081 |
|
| S3 |
0.8920 |
0.8969 |
0.9074 |
|
| S4 |
0.8843 |
0.8893 |
0.9053 |
|
|
| 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 |
0.9100 |
0.8865 |
0.0235 |
2.6% |
0.0079 |
0.9% |
98% |
True |
False |
212,358 |
| 10 |
0.9100 |
0.8850 |
0.0251 |
2.8% |
0.0061 |
0.7% |
98% |
True |
False |
158,708 |
| 20 |
0.9100 |
0.8847 |
0.0253 |
2.8% |
0.0049 |
0.5% |
98% |
True |
False |
123,960 |
| 40 |
0.9100 |
0.8841 |
0.0260 |
2.9% |
0.0055 |
0.6% |
98% |
True |
False |
71,549 |
| 60 |
0.9100 |
0.8783 |
0.0318 |
3.5% |
0.0054 |
0.6% |
99% |
True |
False |
47,796 |
| 80 |
0.9100 |
0.8783 |
0.0318 |
3.5% |
0.0052 |
0.6% |
99% |
True |
False |
35,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9300 |
|
1.618 |
0.9224 |
|
1.000 |
0.9177 |
|
0.618 |
0.9147 |
|
HIGH |
0.9100 |
|
0.618 |
0.9071 |
|
0.500 |
0.9062 |
|
0.382 |
0.9053 |
|
LOW |
0.9023 |
|
0.618 |
0.8976 |
|
1.000 |
0.8947 |
|
1.618 |
0.8900 |
|
2.618 |
0.8823 |
|
4.250 |
0.8698 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9084 |
0.9075 |
| PP |
0.9073 |
0.9055 |
| S1 |
0.9062 |
0.9034 |
|