CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 25-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.9094 |
0.9188 |
0.0094 |
1.0% |
0.9031 |
High |
0.9204 |
0.9242 |
0.0038 |
0.4% |
0.9104 |
Low |
0.9090 |
0.9140 |
0.0050 |
0.6% |
0.8998 |
Close |
0.9196 |
0.9164 |
-0.0032 |
-0.3% |
0.9069 |
Range |
0.0114 |
0.0102 |
-0.0012 |
-10.5% |
0.0106 |
ATR |
0.0063 |
0.0066 |
0.0003 |
4.3% |
0.0000 |
Volume |
214,441 |
253,933 |
39,492 |
18.4% |
687,801 |
|
Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9488 |
0.9428 |
0.9220 |
|
R3 |
0.9386 |
0.9326 |
0.9192 |
|
R2 |
0.9284 |
0.9284 |
0.9183 |
|
R1 |
0.9224 |
0.9224 |
0.9173 |
0.9203 |
PP |
0.9182 |
0.9182 |
0.9182 |
0.9171 |
S1 |
0.9122 |
0.9122 |
0.9155 |
0.9101 |
S2 |
0.9080 |
0.9080 |
0.9145 |
|
S3 |
0.8978 |
0.9020 |
0.9136 |
|
S4 |
0.8876 |
0.8918 |
0.9108 |
|
|
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 |
0.9242 |
0.9017 |
0.0225 |
2.4% |
0.0080 |
0.9% |
65% |
True |
False |
169,305 |
10 |
0.9242 |
0.8969 |
0.0273 |
3.0% |
0.0077 |
0.8% |
72% |
True |
False |
179,470 |
20 |
0.9242 |
0.8850 |
0.0392 |
4.3% |
0.0064 |
0.7% |
80% |
True |
False |
149,780 |
40 |
0.9242 |
0.8841 |
0.0401 |
4.4% |
0.0058 |
0.6% |
81% |
True |
False |
100,525 |
60 |
0.9242 |
0.8783 |
0.0459 |
5.0% |
0.0057 |
0.6% |
83% |
True |
False |
67,146 |
80 |
0.9242 |
0.8783 |
0.0459 |
5.0% |
0.0054 |
0.6% |
83% |
True |
False |
50,428 |
100 |
0.9401 |
0.8783 |
0.0618 |
6.7% |
0.0057 |
0.6% |
62% |
False |
False |
40,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9675 |
2.618 |
0.9509 |
1.618 |
0.9407 |
1.000 |
0.9344 |
0.618 |
0.9305 |
HIGH |
0.9242 |
0.618 |
0.9203 |
0.500 |
0.9191 |
0.382 |
0.9178 |
LOW |
0.9140 |
0.618 |
0.9076 |
1.000 |
0.9038 |
1.618 |
0.8974 |
2.618 |
0.8872 |
4.250 |
0.8706 |
|
|
Fisher Pivots for day following 25-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9191 |
0.9153 |
PP |
0.9182 |
0.9142 |
S1 |
0.9173 |
0.9131 |
|