CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9039 |
0.9094 |
0.0055 |
0.6% |
0.9031 |
| High |
0.9097 |
0.9204 |
0.0107 |
1.2% |
0.9104 |
| Low |
0.9021 |
0.9090 |
0.0069 |
0.8% |
0.8998 |
| Close |
0.9091 |
0.9196 |
0.0106 |
1.2% |
0.9069 |
| Range |
0.0077 |
0.0114 |
0.0038 |
49.0% |
0.0106 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
6.5% |
0.0000 |
| Volume |
156,173 |
214,441 |
58,268 |
37.3% |
687,801 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9505 |
0.9465 |
0.9259 |
|
| R3 |
0.9391 |
0.9351 |
0.9227 |
|
| R2 |
0.9277 |
0.9277 |
0.9217 |
|
| R1 |
0.9237 |
0.9237 |
0.9206 |
0.9257 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9173 |
| S1 |
0.9123 |
0.9123 |
0.9186 |
0.9143 |
| S2 |
0.9049 |
0.9049 |
0.9175 |
|
| S3 |
0.8935 |
0.9009 |
0.9165 |
|
| S4 |
0.8821 |
0.8895 |
0.9133 |
|
|
| 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 |
0.9204 |
0.8998 |
0.0206 |
2.2% |
0.0072 |
0.8% |
96% |
True |
False |
149,501 |
| 10 |
0.9204 |
0.8897 |
0.0307 |
3.3% |
0.0079 |
0.9% |
98% |
True |
False |
179,437 |
| 20 |
0.9204 |
0.8850 |
0.0354 |
3.8% |
0.0060 |
0.7% |
98% |
True |
False |
138,777 |
| 40 |
0.9204 |
0.8841 |
0.0363 |
3.9% |
0.0057 |
0.6% |
98% |
True |
False |
94,214 |
| 60 |
0.9204 |
0.8783 |
0.0421 |
4.6% |
0.0056 |
0.6% |
98% |
True |
False |
62,917 |
| 80 |
0.9204 |
0.8783 |
0.0421 |
4.6% |
0.0053 |
0.6% |
98% |
True |
False |
47,254 |
| 100 |
0.9401 |
0.8783 |
0.0618 |
6.7% |
0.0056 |
0.6% |
67% |
False |
False |
37,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9688 |
|
2.618 |
0.9502 |
|
1.618 |
0.9388 |
|
1.000 |
0.9318 |
|
0.618 |
0.9274 |
|
HIGH |
0.9204 |
|
0.618 |
0.9160 |
|
0.500 |
0.9147 |
|
0.382 |
0.9133 |
|
LOW |
0.9090 |
|
0.618 |
0.9019 |
|
1.000 |
0.8976 |
|
1.618 |
0.8905 |
|
2.618 |
0.8791 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9167 |
| PP |
0.9163 |
0.9139 |
| S1 |
0.9147 |
0.9110 |
|