CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 28-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.9357 |
0.9327 |
-0.0030 |
-0.3% |
0.9424 |
High |
0.9375 |
0.9395 |
0.0019 |
0.2% |
0.9441 |
Low |
0.9298 |
0.9310 |
0.0013 |
0.1% |
0.9282 |
Close |
0.9321 |
0.9386 |
0.0065 |
0.7% |
0.9381 |
Range |
0.0078 |
0.0085 |
0.0007 |
8.3% |
0.0159 |
ATR |
0.0080 |
0.0080 |
0.0000 |
0.4% |
0.0000 |
Volume |
119,138 |
126,134 |
6,996 |
5.9% |
531,963 |
|
Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9617 |
0.9586 |
0.9432 |
|
R3 |
0.9533 |
0.9502 |
0.9409 |
|
R2 |
0.9448 |
0.9448 |
0.9401 |
|
R1 |
0.9417 |
0.9417 |
0.9394 |
0.9433 |
PP |
0.9364 |
0.9364 |
0.9364 |
0.9371 |
S1 |
0.9333 |
0.9333 |
0.9378 |
0.9348 |
S2 |
0.9279 |
0.9279 |
0.9371 |
|
S3 |
0.9195 |
0.9248 |
0.9363 |
|
S4 |
0.9110 |
0.9164 |
0.9340 |
|
|
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 |
0.9292 |
0.0121 |
1.3% |
0.0077 |
0.8% |
78% |
False |
False |
116,036 |
10 |
0.9490 |
0.9282 |
0.0209 |
2.2% |
0.0081 |
0.9% |
50% |
False |
False |
145,389 |
20 |
0.9490 |
0.9073 |
0.0417 |
4.4% |
0.0084 |
0.9% |
75% |
False |
False |
180,436 |
40 |
0.9490 |
0.8850 |
0.0641 |
6.8% |
0.0077 |
0.8% |
84% |
False |
False |
172,656 |
60 |
0.9490 |
0.8841 |
0.0650 |
6.9% |
0.0068 |
0.7% |
84% |
False |
False |
136,175 |
80 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0065 |
0.7% |
85% |
False |
False |
102,308 |
100 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0062 |
0.7% |
85% |
False |
False |
81,901 |
120 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0062 |
0.7% |
85% |
False |
False |
68,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9754 |
2.618 |
0.9616 |
1.618 |
0.9531 |
1.000 |
0.9479 |
0.618 |
0.9447 |
HIGH |
0.9395 |
0.618 |
0.9362 |
0.500 |
0.9352 |
0.382 |
0.9342 |
LOW |
0.9310 |
0.618 |
0.9258 |
1.000 |
0.9226 |
1.618 |
0.9173 |
2.618 |
0.9089 |
4.250 |
0.8951 |
|
|
Fisher Pivots for day following 28-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9375 |
0.9376 |
PP |
0.9364 |
0.9365 |
S1 |
0.9352 |
0.9355 |
|