CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9217 |
0.0017 |
0.2% |
0.9066 |
| High |
0.9248 |
0.9232 |
-0.0016 |
-0.2% |
0.9260 |
| Low |
0.9181 |
0.9160 |
-0.0021 |
-0.2% |
0.9017 |
| Close |
0.9217 |
0.9189 |
-0.0028 |
-0.3% |
0.9227 |
| Range |
0.0068 |
0.0072 |
0.0005 |
6.7% |
0.0243 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.3% |
0.0000 |
| Volume |
165,403 |
165,259 |
-144 |
-0.1% |
960,290 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9410 |
0.9371 |
0.9229 |
|
| R3 |
0.9338 |
0.9299 |
0.9209 |
|
| R2 |
0.9266 |
0.9266 |
0.9202 |
|
| R1 |
0.9227 |
0.9227 |
0.9196 |
0.9211 |
| PP |
0.9194 |
0.9194 |
0.9194 |
0.9185 |
| S1 |
0.9155 |
0.9155 |
0.9182 |
0.9138 |
| S2 |
0.9122 |
0.9122 |
0.9176 |
|
| S3 |
0.9050 |
0.9083 |
0.9169 |
|
| S4 |
0.8978 |
0.9011 |
0.9149 |
|
|
| 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 |
0.9134 |
0.0126 |
1.4% |
0.0085 |
0.9% |
44% |
False |
False |
193,309 |
| 10 |
0.9260 |
0.8998 |
0.0263 |
2.9% |
0.0079 |
0.9% |
73% |
False |
False |
171,405 |
| 20 |
0.9260 |
0.8850 |
0.0411 |
4.5% |
0.0071 |
0.8% |
83% |
False |
False |
168,299 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0059 |
0.6% |
83% |
False |
False |
117,976 |
| 60 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0059 |
0.6% |
85% |
False |
False |
78,995 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0056 |
0.6% |
85% |
False |
False |
59,305 |
| 100 |
0.9401 |
0.8783 |
0.0618 |
6.7% |
0.0057 |
0.6% |
66% |
False |
False |
47,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9538 |
|
2.618 |
0.9420 |
|
1.618 |
0.9348 |
|
1.000 |
0.9304 |
|
0.618 |
0.9276 |
|
HIGH |
0.9232 |
|
0.618 |
0.9204 |
|
0.500 |
0.9196 |
|
0.382 |
0.9188 |
|
LOW |
0.9160 |
|
0.618 |
0.9116 |
|
1.000 |
0.9088 |
|
1.618 |
0.9044 |
|
2.618 |
0.8972 |
|
4.250 |
0.8854 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9196 |
0.9204 |
| PP |
0.9194 |
0.9199 |
| S1 |
0.9191 |
0.9194 |
|