CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9084 |
0.9010 |
-0.0075 |
-0.8% |
0.8871 |
| High |
0.9104 |
0.9062 |
-0.0042 |
-0.5% |
0.9046 |
| Low |
0.9009 |
0.8998 |
-0.0012 |
-0.1% |
0.8850 |
| Close |
0.9029 |
0.9037 |
0.0008 |
0.1% |
0.9035 |
| Range |
0.0095 |
0.0064 |
-0.0031 |
-32.3% |
0.0196 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
161,671 |
154,910 |
-6,761 |
-4.2% |
896,099 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9224 |
0.9195 |
0.9072 |
|
| R3 |
0.9160 |
0.9131 |
0.9055 |
|
| R2 |
0.9096 |
0.9096 |
0.9049 |
|
| R1 |
0.9067 |
0.9067 |
0.9043 |
0.9081 |
| PP |
0.9032 |
0.9032 |
0.9032 |
0.9039 |
| S1 |
0.9003 |
0.9003 |
0.9031 |
0.9017 |
| S2 |
0.8968 |
0.8968 |
0.9025 |
|
| S3 |
0.8904 |
0.8939 |
0.9019 |
|
| S4 |
0.8840 |
0.8875 |
0.9002 |
|
|
| 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 |
0.8969 |
0.0135 |
1.5% |
0.0073 |
0.8% |
51% |
False |
False |
189,634 |
| 10 |
0.9104 |
0.8850 |
0.0254 |
2.8% |
0.0067 |
0.7% |
74% |
False |
False |
171,280 |
| 20 |
0.9104 |
0.8847 |
0.0257 |
2.8% |
0.0053 |
0.6% |
74% |
False |
False |
127,598 |
| 40 |
0.9104 |
0.8841 |
0.0263 |
2.9% |
0.0055 |
0.6% |
75% |
False |
False |
79,452 |
| 60 |
0.9104 |
0.8783 |
0.0321 |
3.6% |
0.0054 |
0.6% |
79% |
False |
False |
53,055 |
| 80 |
0.9104 |
0.8783 |
0.0321 |
3.6% |
0.0053 |
0.6% |
79% |
False |
False |
39,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9334 |
|
2.618 |
0.9229 |
|
1.618 |
0.9165 |
|
1.000 |
0.9126 |
|
0.618 |
0.9101 |
|
HIGH |
0.9062 |
|
0.618 |
0.9037 |
|
0.500 |
0.9030 |
|
0.382 |
0.9022 |
|
LOW |
0.8998 |
|
0.618 |
0.8958 |
|
1.000 |
0.8934 |
|
1.618 |
0.8894 |
|
2.618 |
0.8830 |
|
4.250 |
0.8726 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9035 |
0.9051 |
| PP |
0.9032 |
0.9046 |
| S1 |
0.9030 |
0.9042 |
|