CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9137 |
-0.0049 |
-0.5% |
0.9228 |
| High |
0.9242 |
0.9202 |
-0.0040 |
-0.4% |
0.9248 |
| Low |
0.9141 |
0.9136 |
-0.0005 |
-0.1% |
0.9073 |
| Close |
0.9167 |
0.9161 |
-0.0006 |
-0.1% |
0.9092 |
| Range |
0.0101 |
0.0067 |
-0.0035 |
-34.2% |
0.0175 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
404,520 |
192,289 |
-212,231 |
-52.5% |
848,789 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9330 |
0.9198 |
|
| R3 |
0.9299 |
0.9263 |
0.9179 |
|
| R2 |
0.9233 |
0.9233 |
0.9173 |
|
| R1 |
0.9197 |
0.9197 |
0.9167 |
0.9215 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9175 |
| S1 |
0.9130 |
0.9130 |
0.9155 |
0.9148 |
| S2 |
0.9100 |
0.9100 |
0.9149 |
|
| S3 |
0.9033 |
0.9064 |
0.9143 |
|
| S4 |
0.8967 |
0.8997 |
0.9124 |
|
|
| 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% |
0.0087 |
0.9% |
52% |
False |
False |
238,382 |
| 10 |
0.9260 |
0.9073 |
0.0187 |
2.0% |
0.0086 |
0.9% |
47% |
False |
False |
215,846 |
| 20 |
0.9260 |
0.8897 |
0.0364 |
4.0% |
0.0082 |
0.9% |
73% |
False |
False |
197,641 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0063 |
0.7% |
76% |
False |
False |
146,215 |
| 60 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0061 |
0.7% |
76% |
False |
False |
98,845 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0059 |
0.6% |
79% |
False |
False |
74,197 |
| 100 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
79% |
False |
False |
59,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9485 |
|
2.618 |
0.9376 |
|
1.618 |
0.9310 |
|
1.000 |
0.9269 |
|
0.618 |
0.9243 |
|
HIGH |
0.9202 |
|
0.618 |
0.9177 |
|
0.500 |
0.9169 |
|
0.382 |
0.9161 |
|
LOW |
0.9136 |
|
0.618 |
0.9094 |
|
1.000 |
0.9069 |
|
1.618 |
0.9028 |
|
2.618 |
0.8961 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9169 |
0.9165 |
| PP |
0.9166 |
0.9163 |
| S1 |
0.9164 |
0.9162 |
|