CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9228 |
0.9200 |
-0.0028 |
-0.3% |
0.9066 |
| High |
0.9240 |
0.9248 |
0.0008 |
0.1% |
0.9260 |
| Low |
0.9182 |
0.9181 |
-0.0002 |
0.0% |
0.9017 |
| Close |
0.9204 |
0.9217 |
0.0014 |
0.2% |
0.9227 |
| Range |
0.0058 |
0.0068 |
0.0010 |
16.4% |
0.0243 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
144,404 |
165,403 |
20,999 |
14.5% |
960,290 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9418 |
0.9385 |
0.9255 |
|
| R3 |
0.9350 |
0.9318 |
0.9236 |
|
| R2 |
0.9283 |
0.9283 |
0.9230 |
|
| R1 |
0.9250 |
0.9250 |
0.9224 |
0.9266 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9223 |
| S1 |
0.9183 |
0.9183 |
0.9211 |
0.9199 |
| S2 |
0.9148 |
0.9148 |
0.9205 |
|
| S3 |
0.9080 |
0.9115 |
0.9199 |
|
| S4 |
0.9013 |
0.9048 |
0.9180 |
|
|
| 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 |
0.9090 |
0.0171 |
1.8% |
0.0094 |
1.0% |
75% |
False |
False |
203,146 |
| 10 |
0.9260 |
0.8998 |
0.0263 |
2.8% |
0.0081 |
0.9% |
84% |
False |
False |
171,046 |
| 20 |
0.9260 |
0.8850 |
0.0411 |
4.5% |
0.0071 |
0.8% |
90% |
False |
False |
164,877 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0060 |
0.6% |
90% |
False |
False |
114,044 |
| 60 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
91% |
False |
False |
76,266 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0056 |
0.6% |
91% |
False |
False |
57,267 |
| 100 |
0.9401 |
0.8783 |
0.0618 |
6.7% |
0.0057 |
0.6% |
70% |
False |
False |
45,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9535 |
|
2.618 |
0.9425 |
|
1.618 |
0.9357 |
|
1.000 |
0.9316 |
|
0.618 |
0.9290 |
|
HIGH |
0.9248 |
|
0.618 |
0.9222 |
|
0.500 |
0.9214 |
|
0.382 |
0.9206 |
|
LOW |
0.9181 |
|
0.618 |
0.9139 |
|
1.000 |
0.9113 |
|
1.618 |
0.9071 |
|
2.618 |
0.9004 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9216 |
0.9211 |
| PP |
0.9215 |
0.9204 |
| S1 |
0.9214 |
0.9197 |
|