CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9137 |
0.9162 |
0.0025 |
0.3% |
0.9228 |
| High |
0.9202 |
0.9229 |
0.0027 |
0.3% |
0.9248 |
| Low |
0.9136 |
0.9127 |
-0.0009 |
-0.1% |
0.9073 |
| Close |
0.9161 |
0.9205 |
0.0044 |
0.5% |
0.9092 |
| Range |
0.0067 |
0.0103 |
0.0036 |
54.1% |
0.0175 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.6% |
0.0000 |
| Volume |
192,289 |
231,165 |
38,876 |
20.2% |
848,789 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9494 |
0.9452 |
0.9261 |
|
| R3 |
0.9392 |
0.9349 |
0.9233 |
|
| R2 |
0.9289 |
0.9289 |
0.9223 |
|
| R1 |
0.9247 |
0.9247 |
0.9214 |
0.9268 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9197 |
| S1 |
0.9144 |
0.9144 |
0.9195 |
0.9166 |
| S2 |
0.9084 |
0.9084 |
0.9186 |
|
| S3 |
0.8982 |
0.9042 |
0.9176 |
|
| S4 |
0.8879 |
0.8939 |
0.9148 |
|
|
| 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% |
0.0096 |
1.0% |
78% |
False |
False |
251,807 |
| 10 |
0.9260 |
0.9073 |
0.0187 |
2.0% |
0.0086 |
0.9% |
70% |
False |
False |
213,569 |
| 20 |
0.9260 |
0.8969 |
0.0292 |
3.2% |
0.0081 |
0.9% |
81% |
False |
False |
196,519 |
| 40 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0065 |
0.7% |
87% |
False |
False |
150,868 |
| 60 |
0.9260 |
0.8841 |
0.0420 |
4.6% |
0.0062 |
0.7% |
87% |
False |
False |
102,695 |
| 80 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0060 |
0.7% |
88% |
False |
False |
77,086 |
| 100 |
0.9260 |
0.8783 |
0.0478 |
5.2% |
0.0058 |
0.6% |
88% |
False |
False |
61,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9665 |
|
2.618 |
0.9497 |
|
1.618 |
0.9395 |
|
1.000 |
0.9332 |
|
0.618 |
0.9292 |
|
HIGH |
0.9229 |
|
0.618 |
0.9190 |
|
0.500 |
0.9178 |
|
0.382 |
0.9166 |
|
LOW |
0.9127 |
|
0.618 |
0.9063 |
|
1.000 |
0.9024 |
|
1.618 |
0.8961 |
|
2.618 |
0.8858 |
|
4.250 |
0.8691 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9196 |
0.9198 |
| PP |
0.9187 |
0.9191 |
| S1 |
0.9178 |
0.9184 |
|