CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 05-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.9159 |
0.9098 |
-0.0062 |
-0.7% |
0.9228 |
High |
0.9173 |
0.9197 |
0.0024 |
0.3% |
0.9248 |
Low |
0.9073 |
0.9088 |
0.0015 |
0.2% |
0.9073 |
Close |
0.9092 |
0.9138 |
0.0047 |
0.5% |
0.9092 |
Range |
0.0100 |
0.0110 |
0.0010 |
9.5% |
0.0175 |
ATR |
0.0071 |
0.0074 |
0.0003 |
3.9% |
0.0000 |
Volume |
209,679 |
221,382 |
11,703 |
5.6% |
848,789 |
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9469 |
0.9413 |
0.9198 |
|
R3 |
0.9360 |
0.9304 |
0.9168 |
|
R2 |
0.9250 |
0.9250 |
0.9158 |
|
R1 |
0.9194 |
0.9194 |
0.9148 |
0.9222 |
PP |
0.9141 |
0.9141 |
0.9141 |
0.9155 |
S1 |
0.9085 |
0.9085 |
0.9128 |
0.9113 |
S2 |
0.9031 |
0.9031 |
0.9118 |
|
S3 |
0.8922 |
0.8975 |
0.9108 |
|
S4 |
0.8812 |
0.8866 |
0.9078 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9663 |
0.9552 |
0.9188 |
|
R3 |
0.9488 |
0.9377 |
0.9140 |
|
R2 |
0.9313 |
0.9313 |
0.9124 |
|
R1 |
0.9202 |
0.9202 |
0.9108 |
0.9170 |
PP |
0.9138 |
0.9138 |
0.9138 |
0.9121 |
S1 |
0.9027 |
0.9027 |
0.9075 |
0.8995 |
S2 |
0.8963 |
0.8963 |
0.9059 |
|
S3 |
0.8788 |
0.8852 |
0.9043 |
|
S4 |
0.8613 |
0.8677 |
0.8995 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9248 |
0.9073 |
0.0175 |
1.9% |
0.0081 |
0.9% |
37% |
False |
False |
185,153 |
10 |
0.9260 |
0.9021 |
0.0240 |
2.6% |
0.0088 |
1.0% |
49% |
False |
False |
193,226 |
20 |
0.9260 |
0.8850 |
0.0411 |
4.5% |
0.0079 |
0.9% |
70% |
False |
False |
180,718 |
40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0062 |
0.7% |
71% |
False |
False |
132,059 |
60 |
0.9260 |
0.8831 |
0.0429 |
4.7% |
0.0060 |
0.7% |
72% |
False |
False |
88,907 |
80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
74% |
False |
False |
66,738 |
100 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
74% |
False |
False |
53,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9662 |
2.618 |
0.9484 |
1.618 |
0.9374 |
1.000 |
0.9307 |
0.618 |
0.9265 |
HIGH |
0.9197 |
0.618 |
0.9155 |
0.500 |
0.9142 |
0.382 |
0.9129 |
LOW |
0.9088 |
0.618 |
0.9020 |
1.000 |
0.8978 |
1.618 |
0.8910 |
2.618 |
0.8801 |
4.250 |
0.8622 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9142 |
0.9137 |
PP |
0.9141 |
0.9136 |
S1 |
0.9139 |
0.9135 |
|