CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9031 |
0.9084 |
0.0054 |
0.6% |
0.8871 |
| High |
0.9100 |
0.9104 |
0.0004 |
0.0% |
0.9046 |
| Low |
0.9023 |
0.9009 |
-0.0014 |
-0.2% |
0.8850 |
| Close |
0.9096 |
0.9029 |
-0.0067 |
-0.7% |
0.9035 |
| Range |
0.0077 |
0.0095 |
0.0018 |
23.5% |
0.0196 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
4.9% |
0.0000 |
| Volume |
247,432 |
161,671 |
-85,761 |
-34.7% |
896,099 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9331 |
0.9274 |
0.9081 |
|
| R3 |
0.9236 |
0.9180 |
0.9055 |
|
| R2 |
0.9142 |
0.9142 |
0.9046 |
|
| R1 |
0.9085 |
0.9085 |
0.9038 |
0.9066 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9038 |
| S1 |
0.8991 |
0.8991 |
0.9020 |
0.8972 |
| S2 |
0.8953 |
0.8953 |
0.9012 |
|
| S3 |
0.8858 |
0.8896 |
0.9003 |
|
| S4 |
0.8764 |
0.8802 |
0.8977 |
|
|
| 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 |
0.9104 |
0.8897 |
0.0207 |
2.3% |
0.0085 |
0.9% |
64% |
True |
False |
209,374 |
| 10 |
0.9104 |
0.8850 |
0.0254 |
2.8% |
0.0064 |
0.7% |
71% |
True |
False |
165,194 |
| 20 |
0.9104 |
0.8847 |
0.0257 |
2.8% |
0.0051 |
0.6% |
71% |
True |
False |
124,034 |
| 40 |
0.9104 |
0.8841 |
0.0263 |
2.9% |
0.0056 |
0.6% |
72% |
True |
False |
75,588 |
| 60 |
0.9104 |
0.8783 |
0.0321 |
3.6% |
0.0055 |
0.6% |
77% |
True |
False |
50,476 |
| 80 |
0.9104 |
0.8783 |
0.0321 |
3.6% |
0.0053 |
0.6% |
77% |
True |
False |
37,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9505 |
|
2.618 |
0.9351 |
|
1.618 |
0.9256 |
|
1.000 |
0.9198 |
|
0.618 |
0.9162 |
|
HIGH |
0.9104 |
|
0.618 |
0.9067 |
|
0.500 |
0.9056 |
|
0.382 |
0.9045 |
|
LOW |
0.9009 |
|
0.618 |
0.8951 |
|
1.000 |
0.8915 |
|
1.618 |
0.8856 |
|
2.618 |
0.8762 |
|
4.250 |
0.8607 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9056 |
0.9043 |
| PP |
0.9047 |
0.9038 |
| S1 |
0.9038 |
0.9034 |
|