CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 22-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.9031 |
0.9066 |
0.0035 |
0.4% |
0.9031 |
High |
0.9078 |
0.9072 |
-0.0006 |
-0.1% |
0.9104 |
Low |
0.9025 |
0.9017 |
-0.0008 |
-0.1% |
0.8998 |
Close |
0.9069 |
0.9036 |
-0.0033 |
-0.4% |
0.9069 |
Range |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0106 |
ATR |
0.0059 |
0.0058 |
0.0000 |
-0.5% |
0.0000 |
Volume |
123,788 |
98,194 |
-25,594 |
-20.7% |
687,801 |
|
Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9205 |
0.9175 |
0.9066 |
|
R3 |
0.9151 |
0.9121 |
0.9051 |
|
R2 |
0.9096 |
0.9096 |
0.9046 |
|
R1 |
0.9066 |
0.9066 |
0.9041 |
0.9054 |
PP |
0.9042 |
0.9042 |
0.9042 |
0.9035 |
S1 |
0.9012 |
0.9012 |
0.9031 |
0.8999 |
S2 |
0.8987 |
0.8987 |
0.9026 |
|
S3 |
0.8933 |
0.8957 |
0.9021 |
|
S4 |
0.8878 |
0.8903 |
0.9006 |
|
|
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 |
0.8998 |
0.0106 |
1.2% |
0.0068 |
0.8% |
36% |
False |
False |
157,199 |
10 |
0.9104 |
0.8850 |
0.0254 |
2.8% |
0.0070 |
0.8% |
73% |
False |
False |
168,209 |
20 |
0.9104 |
0.8847 |
0.0257 |
2.8% |
0.0053 |
0.6% |
74% |
False |
False |
128,013 |
40 |
0.9104 |
0.8841 |
0.0263 |
2.9% |
0.0055 |
0.6% |
74% |
False |
False |
84,991 |
60 |
0.9104 |
0.8783 |
0.0321 |
3.6% |
0.0055 |
0.6% |
79% |
False |
False |
56,746 |
80 |
0.9104 |
0.8783 |
0.0321 |
3.6% |
0.0053 |
0.6% |
79% |
False |
False |
42,622 |
100 |
0.9401 |
0.8783 |
0.0618 |
6.8% |
0.0057 |
0.6% |
41% |
False |
False |
34,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9303 |
2.618 |
0.9214 |
1.618 |
0.9160 |
1.000 |
0.9126 |
0.618 |
0.9105 |
HIGH |
0.9072 |
0.618 |
0.9051 |
0.500 |
0.9044 |
0.382 |
0.9038 |
LOW |
0.9017 |
0.618 |
0.8983 |
1.000 |
0.8963 |
1.618 |
0.8929 |
2.618 |
0.8874 |
4.250 |
0.8785 |
|
|
Fisher Pivots for day following 22-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9044 |
0.9038 |
PP |
0.9042 |
0.9037 |
S1 |
0.9039 |
0.9037 |
|