CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 20-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.9438 |
0.9424 |
-0.0014 |
-0.1% |
0.9206 |
High |
0.9490 |
0.9441 |
-0.0050 |
-0.5% |
0.9490 |
Low |
0.9414 |
0.9327 |
-0.0087 |
-0.9% |
0.9202 |
Close |
0.9422 |
0.9337 |
-0.0085 |
-0.9% |
0.9422 |
Range |
0.0077 |
0.0114 |
0.0037 |
47.4% |
0.0289 |
ATR |
0.0081 |
0.0084 |
0.0002 |
2.8% |
0.0000 |
Volume |
153,057 |
167,634 |
14,577 |
9.5% |
857,843 |
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9709 |
0.9636 |
0.9399 |
|
R3 |
0.9595 |
0.9523 |
0.9368 |
|
R2 |
0.9482 |
0.9482 |
0.9357 |
|
R1 |
0.9409 |
0.9409 |
0.9347 |
0.9389 |
PP |
0.9368 |
0.9368 |
0.9368 |
0.9358 |
S1 |
0.9296 |
0.9296 |
0.9326 |
0.9275 |
S2 |
0.9255 |
0.9255 |
0.9316 |
|
S3 |
0.9141 |
0.9182 |
0.9305 |
|
S4 |
0.9028 |
0.9069 |
0.9274 |
|
|
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 |
0.9212 |
0.0279 |
3.0% |
0.0099 |
1.1% |
45% |
False |
False |
183,514 |
10 |
0.9490 |
0.9127 |
0.0364 |
3.9% |
0.0091 |
1.0% |
58% |
False |
False |
213,566 |
20 |
0.9490 |
0.9021 |
0.0470 |
5.0% |
0.0090 |
1.0% |
67% |
False |
False |
203,396 |
40 |
0.9490 |
0.8847 |
0.0643 |
6.9% |
0.0071 |
0.8% |
76% |
False |
False |
165,705 |
60 |
0.9490 |
0.8841 |
0.0650 |
7.0% |
0.0067 |
0.7% |
76% |
False |
False |
124,459 |
80 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0063 |
0.7% |
78% |
False |
False |
93,409 |
100 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0060 |
0.6% |
78% |
False |
False |
74,777 |
120 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0062 |
0.7% |
78% |
False |
False |
62,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9923 |
2.618 |
0.9738 |
1.618 |
0.9624 |
1.000 |
0.9554 |
0.618 |
0.9511 |
HIGH |
0.9441 |
0.618 |
0.9397 |
0.500 |
0.9384 |
0.382 |
0.9370 |
LOW |
0.9327 |
0.618 |
0.9257 |
1.000 |
0.9214 |
1.618 |
0.9143 |
2.618 |
0.9030 |
4.250 |
0.8845 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9384 |
0.9409 |
PP |
0.9368 |
0.9385 |
S1 |
0.9352 |
0.9361 |
|