CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 09-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.9162 |
0.9213 |
0.0051 |
0.6% |
0.9098 |
High |
0.9229 |
0.9275 |
0.0046 |
0.5% |
0.9275 |
Low |
0.9127 |
0.9167 |
0.0040 |
0.4% |
0.9088 |
Close |
0.9205 |
0.9231 |
0.0026 |
0.3% |
0.9231 |
Range |
0.0103 |
0.0108 |
0.0006 |
5.9% |
0.0187 |
ATR |
0.0077 |
0.0079 |
0.0002 |
2.9% |
0.0000 |
Volume |
231,165 |
282,212 |
51,047 |
22.1% |
1,331,568 |
|
Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9549 |
0.9498 |
0.9290 |
|
R3 |
0.9441 |
0.9390 |
0.9260 |
|
R2 |
0.9332 |
0.9332 |
0.9250 |
|
R1 |
0.9281 |
0.9281 |
0.9240 |
0.9307 |
PP |
0.9224 |
0.9224 |
0.9224 |
0.9237 |
S1 |
0.9173 |
0.9173 |
0.9221 |
0.9199 |
S2 |
0.9116 |
0.9116 |
0.9211 |
|
S3 |
0.9007 |
0.9065 |
0.9201 |
|
S4 |
0.8899 |
0.8956 |
0.9171 |
|
|
Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9760 |
0.9683 |
0.9334 |
|
R3 |
0.9573 |
0.9495 |
0.9282 |
|
R2 |
0.9385 |
0.9385 |
0.9265 |
|
R1 |
0.9308 |
0.9308 |
0.9248 |
0.9346 |
PP |
0.9198 |
0.9198 |
0.9198 |
0.9217 |
S1 |
0.9120 |
0.9120 |
0.9213 |
0.9159 |
S2 |
0.9010 |
0.9010 |
0.9196 |
|
S3 |
0.8823 |
0.8933 |
0.9179 |
|
S4 |
0.8635 |
0.8745 |
0.9127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9275 |
0.9088 |
0.0187 |
2.0% |
0.0098 |
1.1% |
76% |
True |
False |
266,313 |
10 |
0.9275 |
0.9073 |
0.0202 |
2.2% |
0.0084 |
0.9% |
78% |
True |
False |
218,035 |
20 |
0.9275 |
0.8982 |
0.0293 |
3.2% |
0.0083 |
0.9% |
85% |
True |
False |
201,345 |
40 |
0.9275 |
0.8847 |
0.0428 |
4.6% |
0.0067 |
0.7% |
90% |
True |
False |
156,543 |
60 |
0.9275 |
0.8841 |
0.0434 |
4.7% |
0.0064 |
0.7% |
90% |
True |
False |
107,396 |
80 |
0.9275 |
0.8783 |
0.0492 |
5.3% |
0.0061 |
0.7% |
91% |
True |
False |
80,613 |
100 |
0.9275 |
0.8783 |
0.0492 |
5.3% |
0.0059 |
0.6% |
91% |
True |
False |
64,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9736 |
2.618 |
0.9559 |
1.618 |
0.9451 |
1.000 |
0.9383 |
0.618 |
0.9342 |
HIGH |
0.9275 |
0.618 |
0.9234 |
0.500 |
0.9221 |
0.382 |
0.9208 |
LOW |
0.9167 |
0.618 |
0.9099 |
1.000 |
0.9058 |
1.618 |
0.8991 |
2.618 |
0.8882 |
4.250 |
0.8705 |
|
|
Fisher Pivots for day following 09-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9227 |
0.9221 |
PP |
0.9224 |
0.9211 |
S1 |
0.9221 |
0.9201 |
|