CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 16-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.9367 |
0.9438 |
0.0071 |
0.8% |
0.9206 |
High |
0.9447 |
0.9490 |
0.0044 |
0.5% |
0.9490 |
Low |
0.9365 |
0.9414 |
0.0049 |
0.5% |
0.9202 |
Close |
0.9427 |
0.9422 |
-0.0006 |
-0.1% |
0.9422 |
Range |
0.0082 |
0.0077 |
-0.0005 |
-5.5% |
0.0289 |
ATR |
0.0082 |
0.0081 |
0.0000 |
-0.4% |
0.0000 |
Volume |
181,060 |
153,057 |
-28,003 |
-15.5% |
857,843 |
|
Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9673 |
0.9624 |
0.9464 |
|
R3 |
0.9596 |
0.9547 |
0.9443 |
|
R2 |
0.9519 |
0.9519 |
0.9436 |
|
R1 |
0.9470 |
0.9470 |
0.9429 |
0.9456 |
PP |
0.9442 |
0.9442 |
0.9442 |
0.9435 |
S1 |
0.9393 |
0.9393 |
0.9414 |
0.9379 |
S2 |
0.9365 |
0.9365 |
0.9407 |
|
S3 |
0.9288 |
0.9316 |
0.9400 |
|
S4 |
0.9211 |
0.9239 |
0.9379 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0238 |
1.0119 |
0.9580 |
|
R3 |
0.9949 |
0.9830 |
0.9501 |
|
R2 |
0.9660 |
0.9660 |
0.9474 |
|
R1 |
0.9541 |
0.9541 |
0.9448 |
0.9600 |
PP |
0.9371 |
0.9371 |
0.9371 |
0.9401 |
S1 |
0.9252 |
0.9252 |
0.9395 |
0.9312 |
S2 |
0.9082 |
0.9082 |
0.9369 |
|
S3 |
0.8793 |
0.8963 |
0.9342 |
|
S4 |
0.8504 |
0.8674 |
0.9263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9490 |
0.9202 |
0.0289 |
3.1% |
0.0084 |
0.9% |
76% |
True |
False |
171,568 |
10 |
0.9490 |
0.9088 |
0.0403 |
4.3% |
0.0091 |
1.0% |
83% |
True |
False |
218,941 |
20 |
0.9490 |
0.9017 |
0.0473 |
5.0% |
0.0087 |
0.9% |
85% |
True |
False |
199,924 |
40 |
0.9490 |
0.8847 |
0.0643 |
6.8% |
0.0070 |
0.7% |
89% |
True |
False |
164,338 |
60 |
0.9490 |
0.8841 |
0.0650 |
6.9% |
0.0066 |
0.7% |
89% |
True |
False |
121,669 |
80 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0062 |
0.7% |
90% |
True |
False |
91,318 |
100 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0060 |
0.6% |
90% |
True |
False |
73,101 |
120 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0061 |
0.7% |
90% |
True |
False |
60,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9818 |
2.618 |
0.9692 |
1.618 |
0.9615 |
1.000 |
0.9567 |
0.618 |
0.9538 |
HIGH |
0.9490 |
0.618 |
0.9461 |
0.500 |
0.9452 |
0.382 |
0.9443 |
LOW |
0.9414 |
0.618 |
0.9366 |
1.000 |
0.9337 |
1.618 |
0.9289 |
2.618 |
0.9212 |
4.250 |
0.9086 |
|
|
Fisher Pivots for day following 16-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9452 |
0.9410 |
PP |
0.9442 |
0.9399 |
S1 |
0.9432 |
0.9388 |
|