CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9188 |
0.9147 |
-0.0041 |
-0.4% |
0.9066 |
| High |
0.9242 |
0.9260 |
0.0019 |
0.2% |
0.9260 |
| Low |
0.9140 |
0.9134 |
-0.0006 |
-0.1% |
0.9017 |
| Close |
0.9164 |
0.9227 |
0.0063 |
0.7% |
0.9227 |
| Range |
0.0102 |
0.0126 |
0.0024 |
23.5% |
0.0243 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.5% |
0.0000 |
| Volume |
253,933 |
237,549 |
-16,384 |
-6.5% |
960,290 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9532 |
0.9296 |
|
| R3 |
0.9459 |
0.9406 |
0.9261 |
|
| R2 |
0.9333 |
0.9333 |
0.9250 |
|
| R1 |
0.9280 |
0.9280 |
0.9238 |
0.9306 |
| PP |
0.9207 |
0.9207 |
0.9207 |
0.9220 |
| S1 |
0.9154 |
0.9154 |
0.9215 |
0.9180 |
| S2 |
0.9081 |
0.9081 |
0.9203 |
|
| S3 |
0.8955 |
0.9028 |
0.9192 |
|
| S4 |
0.8829 |
0.8902 |
0.9157 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9805 |
0.9360 |
|
| R3 |
0.9654 |
0.9562 |
0.9293 |
|
| R2 |
0.9411 |
0.9411 |
0.9271 |
|
| R1 |
0.9319 |
0.9319 |
0.9249 |
0.9365 |
| PP |
0.9168 |
0.9168 |
0.9168 |
0.9191 |
| S1 |
0.9076 |
0.9076 |
0.9204 |
0.9122 |
| S2 |
0.8925 |
0.8925 |
0.9182 |
|
| S3 |
0.8682 |
0.8833 |
0.9160 |
|
| S4 |
0.8439 |
0.8590 |
0.9093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9260 |
0.9017 |
0.0243 |
2.6% |
0.0095 |
1.0% |
86% |
True |
False |
192,058 |
| 10 |
0.9260 |
0.8982 |
0.0278 |
3.0% |
0.0082 |
0.9% |
88% |
True |
False |
184,655 |
| 20 |
0.9260 |
0.8850 |
0.0411 |
4.4% |
0.0069 |
0.7% |
92% |
True |
False |
157,335 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.5% |
0.0060 |
0.6% |
92% |
True |
False |
106,452 |
| 60 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
93% |
True |
False |
71,105 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0055 |
0.6% |
93% |
True |
False |
53,397 |
| 100 |
0.9401 |
0.8783 |
0.0618 |
6.7% |
0.0058 |
0.6% |
72% |
False |
False |
42,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9796 |
|
2.618 |
0.9590 |
|
1.618 |
0.9464 |
|
1.000 |
0.9386 |
|
0.618 |
0.9338 |
|
HIGH |
0.9260 |
|
0.618 |
0.9212 |
|
0.500 |
0.9197 |
|
0.382 |
0.9182 |
|
LOW |
0.9134 |
|
0.618 |
0.9056 |
|
1.000 |
0.9008 |
|
1.618 |
0.8930 |
|
2.618 |
0.8804 |
|
4.250 |
0.8599 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9217 |
0.9209 |
| PP |
0.9207 |
0.9192 |
| S1 |
0.9197 |
0.9175 |
|