CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9098 |
0.9186 |
0.0088 |
1.0% |
0.9228 |
| High |
0.9197 |
0.9242 |
0.0045 |
0.5% |
0.9248 |
| Low |
0.9088 |
0.9141 |
0.0053 |
0.6% |
0.9073 |
| Close |
0.9138 |
0.9167 |
0.0029 |
0.3% |
0.9092 |
| Range |
0.0110 |
0.0101 |
-0.0009 |
-7.8% |
0.0175 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.9% |
0.0000 |
| Volume |
221,382 |
404,520 |
183,138 |
82.7% |
848,789 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9486 |
0.9428 |
0.9223 |
|
| R3 |
0.9385 |
0.9327 |
0.9195 |
|
| R2 |
0.9284 |
0.9284 |
0.9186 |
|
| R1 |
0.9226 |
0.9226 |
0.9176 |
0.9204 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9172 |
| S1 |
0.9125 |
0.9125 |
0.9158 |
0.9103 |
| S2 |
0.9082 |
0.9082 |
0.9148 |
|
| S3 |
0.8981 |
0.9024 |
0.9139 |
|
| S4 |
0.8880 |
0.8923 |
0.9111 |
|
|
| 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 |
0.9242 |
0.9073 |
0.0169 |
1.8% |
0.0088 |
1.0% |
56% |
True |
False |
232,976 |
| 10 |
0.9260 |
0.9073 |
0.0187 |
2.0% |
0.0091 |
1.0% |
50% |
False |
False |
218,061 |
| 20 |
0.9260 |
0.8865 |
0.0395 |
4.3% |
0.0082 |
0.9% |
76% |
False |
False |
196,857 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0062 |
0.7% |
78% |
False |
False |
142,026 |
| 60 |
0.9260 |
0.8831 |
0.0429 |
4.7% |
0.0061 |
0.7% |
78% |
False |
False |
95,646 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0059 |
0.6% |
81% |
False |
False |
71,794 |
| 100 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
81% |
False |
False |
57,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9671 |
|
2.618 |
0.9506 |
|
1.618 |
0.9405 |
|
1.000 |
0.9343 |
|
0.618 |
0.9304 |
|
HIGH |
0.9242 |
|
0.618 |
0.9203 |
|
0.500 |
0.9191 |
|
0.382 |
0.9179 |
|
LOW |
0.9141 |
|
0.618 |
0.9078 |
|
1.000 |
0.9040 |
|
1.618 |
0.8977 |
|
2.618 |
0.8876 |
|
4.250 |
0.8711 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9164 |
| PP |
0.9183 |
0.9161 |
| S1 |
0.9175 |
0.9157 |
|