CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 19-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.9010 |
0.9031 |
0.0022 |
0.2% |
0.9031 |
High |
0.9062 |
0.9078 |
0.0016 |
0.2% |
0.9104 |
Low |
0.8998 |
0.9025 |
0.0028 |
0.3% |
0.8998 |
Close |
0.9037 |
0.9069 |
0.0032 |
0.4% |
0.9069 |
Range |
0.0064 |
0.0053 |
-0.0012 |
-18.0% |
0.0106 |
ATR |
0.0059 |
0.0059 |
0.0000 |
-0.8% |
0.0000 |
Volume |
154,910 |
123,788 |
-31,122 |
-20.1% |
687,801 |
|
Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9215 |
0.9194 |
0.9098 |
|
R3 |
0.9162 |
0.9142 |
0.9083 |
|
R2 |
0.9110 |
0.9110 |
0.9079 |
|
R1 |
0.9089 |
0.9089 |
0.9074 |
0.9100 |
PP |
0.9057 |
0.9057 |
0.9057 |
0.9062 |
S1 |
0.9037 |
0.9037 |
0.9064 |
0.9047 |
S2 |
0.9005 |
0.9005 |
0.9059 |
|
S3 |
0.8952 |
0.8984 |
0.9055 |
|
S4 |
0.8900 |
0.8932 |
0.9040 |
|
|
Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9375 |
0.9328 |
0.9127 |
|
R3 |
0.9269 |
0.9222 |
0.9098 |
|
R2 |
0.9163 |
0.9163 |
0.9088 |
|
R1 |
0.9116 |
0.9116 |
0.9079 |
0.9139 |
PP |
0.9057 |
0.9057 |
0.9057 |
0.9068 |
S1 |
0.9010 |
0.9010 |
0.9059 |
0.9033 |
S2 |
0.8951 |
0.8951 |
0.9050 |
|
S3 |
0.8845 |
0.8904 |
0.9040 |
|
S4 |
0.8739 |
0.8798 |
0.9011 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9104 |
0.8982 |
0.0122 |
1.3% |
0.0070 |
0.8% |
72% |
False |
False |
177,252 |
10 |
0.9104 |
0.8850 |
0.0254 |
2.8% |
0.0069 |
0.8% |
86% |
False |
False |
172,097 |
20 |
0.9104 |
0.8847 |
0.0257 |
2.8% |
0.0053 |
0.6% |
87% |
False |
False |
128,752 |
40 |
0.9104 |
0.8841 |
0.0263 |
2.9% |
0.0055 |
0.6% |
87% |
False |
False |
82,541 |
60 |
0.9104 |
0.8783 |
0.0321 |
3.5% |
0.0054 |
0.6% |
89% |
False |
False |
55,116 |
80 |
0.9104 |
0.8783 |
0.0321 |
3.5% |
0.0053 |
0.6% |
89% |
False |
False |
41,395 |
100 |
0.9401 |
0.8783 |
0.0618 |
6.8% |
0.0056 |
0.6% |
46% |
False |
False |
33,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9301 |
2.618 |
0.9215 |
1.618 |
0.9162 |
1.000 |
0.9130 |
0.618 |
0.9110 |
HIGH |
0.9078 |
0.618 |
0.9057 |
0.500 |
0.9051 |
0.382 |
0.9045 |
LOW |
0.9025 |
0.618 |
0.8993 |
1.000 |
0.8973 |
1.618 |
0.8940 |
2.618 |
0.8888 |
4.250 |
0.8802 |
|
|
Fisher Pivots for day following 19-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9063 |
0.9063 |
PP |
0.9057 |
0.9057 |
S1 |
0.9051 |
0.9051 |
|