CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9219 |
0.9292 |
0.0073 |
0.8% |
0.9098 |
| High |
0.9329 |
0.9389 |
0.0060 |
0.6% |
0.9275 |
| Low |
0.9212 |
0.9285 |
0.0074 |
0.8% |
0.9088 |
| Close |
0.9304 |
0.9357 |
0.0053 |
0.6% |
0.9231 |
| Range |
0.0118 |
0.0104 |
-0.0014 |
-11.9% |
0.0187 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.2% |
0.0000 |
| Volume |
176,377 |
239,446 |
63,069 |
35.8% |
1,331,568 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9609 |
0.9413 |
|
| R3 |
0.9550 |
0.9505 |
0.9385 |
|
| R2 |
0.9447 |
0.9447 |
0.9375 |
|
| R1 |
0.9402 |
0.9402 |
0.9366 |
0.9424 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9355 |
| S1 |
0.9298 |
0.9298 |
0.9347 |
0.9321 |
| S2 |
0.9240 |
0.9240 |
0.9338 |
|
| S3 |
0.9136 |
0.9195 |
0.9328 |
|
| S4 |
0.9033 |
0.9091 |
0.9300 |
|
|
| 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 |
0.9389 |
0.9127 |
0.0262 |
2.8% |
0.0094 |
1.0% |
88% |
True |
False |
207,420 |
| 10 |
0.9389 |
0.9073 |
0.0316 |
3.4% |
0.0090 |
1.0% |
90% |
True |
False |
222,901 |
| 20 |
0.9389 |
0.8998 |
0.0391 |
4.2% |
0.0085 |
0.9% |
92% |
True |
False |
197,153 |
| 40 |
0.9389 |
0.8847 |
0.0542 |
5.8% |
0.0068 |
0.7% |
94% |
True |
False |
160,594 |
| 60 |
0.9389 |
0.8841 |
0.0548 |
5.9% |
0.0065 |
0.7% |
94% |
True |
False |
116,110 |
| 80 |
0.9389 |
0.8783 |
0.0606 |
6.5% |
0.0062 |
0.7% |
95% |
True |
False |
87,146 |
| 100 |
0.9389 |
0.8783 |
0.0606 |
6.5% |
0.0059 |
0.6% |
95% |
True |
False |
69,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9828 |
|
2.618 |
0.9659 |
|
1.618 |
0.9556 |
|
1.000 |
0.9492 |
|
0.618 |
0.9452 |
|
HIGH |
0.9389 |
|
0.618 |
0.9349 |
|
0.500 |
0.9337 |
|
0.382 |
0.9325 |
|
LOW |
0.9285 |
|
0.618 |
0.9221 |
|
1.000 |
0.9182 |
|
1.618 |
0.9118 |
|
2.618 |
0.9014 |
|
4.250 |
0.8845 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9350 |
0.9336 |
| PP |
0.9343 |
0.9316 |
| S1 |
0.9337 |
0.9295 |
|