CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9217 |
0.9181 |
-0.0036 |
-0.4% |
0.9066 |
| High |
0.9232 |
0.9189 |
-0.0043 |
-0.5% |
0.9260 |
| Low |
0.9160 |
0.9134 |
-0.0026 |
-0.3% |
0.9017 |
| Close |
0.9189 |
0.9162 |
-0.0027 |
-0.3% |
0.9227 |
| Range |
0.0072 |
0.0056 |
-0.0017 |
-22.9% |
0.0243 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
165,259 |
164,044 |
-1,215 |
-0.7% |
960,290 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9301 |
0.9193 |
|
| R3 |
0.9273 |
0.9245 |
0.9177 |
|
| R2 |
0.9217 |
0.9217 |
0.9172 |
|
| R1 |
0.9190 |
0.9190 |
0.9167 |
0.9176 |
| PP |
0.9162 |
0.9162 |
0.9162 |
0.9155 |
| S1 |
0.9134 |
0.9134 |
0.9157 |
0.9120 |
| S2 |
0.9106 |
0.9106 |
0.9152 |
|
| S3 |
0.9051 |
0.9079 |
0.9147 |
|
| S4 |
0.8995 |
0.9023 |
0.9131 |
|
|
| 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 |
0.0127 |
1.4% |
0.0076 |
0.8% |
23% |
False |
True |
175,331 |
| 10 |
0.9260 |
0.9017 |
0.0243 |
2.7% |
0.0078 |
0.8% |
60% |
False |
False |
172,318 |
| 20 |
0.9260 |
0.8850 |
0.0411 |
4.5% |
0.0072 |
0.8% |
76% |
False |
False |
171,799 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0059 |
0.6% |
77% |
False |
False |
121,900 |
| 60 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0059 |
0.6% |
79% |
False |
False |
81,728 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0056 |
0.6% |
79% |
False |
False |
61,355 |
| 100 |
0.9312 |
0.8783 |
0.0529 |
5.8% |
0.0057 |
0.6% |
72% |
False |
False |
49,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9334 |
|
1.618 |
0.9279 |
|
1.000 |
0.9245 |
|
0.618 |
0.9223 |
|
HIGH |
0.9189 |
|
0.618 |
0.9168 |
|
0.500 |
0.9161 |
|
0.382 |
0.9155 |
|
LOW |
0.9134 |
|
0.618 |
0.9099 |
|
1.000 |
0.9078 |
|
1.618 |
0.9044 |
|
2.618 |
0.8988 |
|
4.250 |
0.8898 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9162 |
0.9191 |
| PP |
0.9162 |
0.9181 |
| S1 |
0.9161 |
0.9172 |
|