CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.9355 |
0.9357 |
0.0003 |
0.0% |
0.9424 |
High |
0.9412 |
0.9375 |
-0.0037 |
-0.4% |
0.9441 |
Low |
0.9348 |
0.9298 |
-0.0050 |
-0.5% |
0.9282 |
Close |
0.9365 |
0.9321 |
-0.0044 |
-0.5% |
0.9381 |
Range |
0.0065 |
0.0078 |
0.0013 |
20.9% |
0.0159 |
ATR |
0.0080 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
Volume |
103,093 |
119,138 |
16,045 |
15.6% |
531,963 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9565 |
0.9521 |
0.9364 |
|
R3 |
0.9487 |
0.9443 |
0.9342 |
|
R2 |
0.9409 |
0.9409 |
0.9335 |
|
R1 |
0.9365 |
0.9365 |
0.9328 |
0.9348 |
PP |
0.9331 |
0.9331 |
0.9331 |
0.9323 |
S1 |
0.9287 |
0.9287 |
0.9314 |
0.9270 |
S2 |
0.9253 |
0.9253 |
0.9307 |
|
S3 |
0.9175 |
0.9209 |
0.9300 |
|
S4 |
0.9097 |
0.9131 |
0.9278 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9845 |
0.9772 |
0.9468 |
|
R3 |
0.9686 |
0.9613 |
0.9425 |
|
R2 |
0.9527 |
0.9527 |
0.9410 |
|
R1 |
0.9454 |
0.9454 |
0.9396 |
0.9411 |
PP |
0.9368 |
0.9368 |
0.9368 |
0.9346 |
S1 |
0.9295 |
0.9295 |
0.9366 |
0.9252 |
S2 |
0.9209 |
0.9209 |
0.9352 |
|
S3 |
0.9050 |
0.9136 |
0.9337 |
|
S4 |
0.8891 |
0.8977 |
0.9294 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9412 |
0.9282 |
0.0131 |
1.4% |
0.0070 |
0.8% |
30% |
False |
False |
117,312 |
10 |
0.9490 |
0.9212 |
0.0279 |
3.0% |
0.0084 |
0.9% |
39% |
False |
False |
150,413 |
20 |
0.9490 |
0.9073 |
0.0417 |
4.5% |
0.0083 |
0.9% |
59% |
False |
False |
182,399 |
40 |
0.9490 |
0.8850 |
0.0641 |
6.9% |
0.0076 |
0.8% |
74% |
False |
False |
171,516 |
60 |
0.9490 |
0.8841 |
0.0650 |
7.0% |
0.0067 |
0.7% |
74% |
False |
False |
134,148 |
80 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0064 |
0.7% |
76% |
False |
False |
100,733 |
100 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0061 |
0.7% |
76% |
False |
False |
80,641 |
120 |
0.9490 |
0.8783 |
0.0708 |
7.6% |
0.0062 |
0.7% |
76% |
False |
False |
67,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9707 |
2.618 |
0.9580 |
1.618 |
0.9502 |
1.000 |
0.9453 |
0.618 |
0.9424 |
HIGH |
0.9375 |
0.618 |
0.9346 |
0.500 |
0.9336 |
0.382 |
0.9327 |
LOW |
0.9298 |
0.618 |
0.9249 |
1.000 |
0.9220 |
1.618 |
0.9171 |
2.618 |
0.9093 |
4.250 |
0.8966 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9336 |
0.9355 |
PP |
0.9331 |
0.9344 |
S1 |
0.9326 |
0.9332 |
|