CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9147 |
0.9228 |
0.0081 |
0.9% |
0.9066 |
| High |
0.9260 |
0.9240 |
-0.0020 |
-0.2% |
0.9260 |
| Low |
0.9134 |
0.9182 |
0.0048 |
0.5% |
0.9017 |
| Close |
0.9227 |
0.9204 |
-0.0023 |
-0.2% |
0.9227 |
| Range |
0.0126 |
0.0058 |
-0.0068 |
-54.0% |
0.0243 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
237,549 |
144,404 |
-93,145 |
-39.2% |
960,290 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9351 |
0.9235 |
|
| R3 |
0.9325 |
0.9293 |
0.9219 |
|
| R2 |
0.9267 |
0.9267 |
0.9214 |
|
| R1 |
0.9235 |
0.9235 |
0.9209 |
0.9222 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9202 |
| S1 |
0.9177 |
0.9177 |
0.9198 |
0.9164 |
| S2 |
0.9151 |
0.9151 |
0.9193 |
|
| S3 |
0.9093 |
0.9119 |
0.9188 |
|
| S4 |
0.9035 |
0.9061 |
0.9172 |
|
|
| 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 |
0.9021 |
0.0240 |
2.6% |
0.0095 |
1.0% |
76% |
False |
False |
201,300 |
| 10 |
0.9260 |
0.8998 |
0.0263 |
2.9% |
0.0082 |
0.9% |
78% |
False |
False |
179,249 |
| 20 |
0.9260 |
0.8850 |
0.0411 |
4.5% |
0.0069 |
0.8% |
86% |
False |
False |
160,632 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0060 |
0.6% |
87% |
False |
False |
110,022 |
| 60 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
88% |
False |
False |
73,511 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0056 |
0.6% |
88% |
False |
False |
55,201 |
| 100 |
0.9401 |
0.8783 |
0.0618 |
6.7% |
0.0057 |
0.6% |
68% |
False |
False |
44,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9487 |
|
2.618 |
0.9392 |
|
1.618 |
0.9334 |
|
1.000 |
0.9298 |
|
0.618 |
0.9276 |
|
HIGH |
0.9240 |
|
0.618 |
0.9218 |
|
0.500 |
0.9211 |
|
0.382 |
0.9204 |
|
LOW |
0.9182 |
|
0.618 |
0.9146 |
|
1.000 |
0.9124 |
|
1.618 |
0.9088 |
|
2.618 |
0.9030 |
|
4.250 |
0.8936 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9211 |
0.9201 |
| PP |
0.9209 |
0.9199 |
| S1 |
0.9206 |
0.9197 |
|