CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9327 |
0.9386 |
0.0059 |
0.6% |
0.9424 |
High |
0.9395 |
0.9429 |
0.0034 |
0.4% |
0.9441 |
Low |
0.9310 |
0.9337 |
0.0027 |
0.3% |
0.9282 |
Close |
0.9386 |
0.9420 |
0.0034 |
0.4% |
0.9381 |
Range |
0.0085 |
0.0092 |
0.0008 |
8.9% |
0.0159 |
ATR |
0.0080 |
0.0081 |
0.0001 |
1.1% |
0.0000 |
Volume |
126,134 |
189,238 |
63,104 |
50.0% |
531,963 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9671 |
0.9638 |
0.9471 |
|
R3 |
0.9579 |
0.9546 |
0.9445 |
|
R2 |
0.9487 |
0.9487 |
0.9437 |
|
R1 |
0.9454 |
0.9454 |
0.9428 |
0.9470 |
PP |
0.9395 |
0.9395 |
0.9395 |
0.9403 |
S1 |
0.9362 |
0.9362 |
0.9412 |
0.9378 |
S2 |
0.9303 |
0.9303 |
0.9403 |
|
S3 |
0.9211 |
0.9270 |
0.9395 |
|
S4 |
0.9119 |
0.9178 |
0.9369 |
|
|
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 |
0.9429 |
0.9298 |
0.0131 |
1.4% |
0.0075 |
0.8% |
94% |
True |
False |
125,866 |
10 |
0.9490 |
0.9282 |
0.0209 |
2.2% |
0.0080 |
0.8% |
66% |
False |
False |
140,368 |
20 |
0.9490 |
0.9073 |
0.0417 |
4.4% |
0.0085 |
0.9% |
83% |
False |
False |
181,635 |
40 |
0.9490 |
0.8850 |
0.0641 |
6.8% |
0.0078 |
0.8% |
89% |
False |
False |
174,967 |
60 |
0.9490 |
0.8841 |
0.0650 |
6.9% |
0.0067 |
0.7% |
89% |
False |
False |
139,196 |
80 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0065 |
0.7% |
90% |
False |
False |
104,655 |
100 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0062 |
0.7% |
90% |
False |
False |
83,771 |
120 |
0.9490 |
0.8783 |
0.0708 |
7.5% |
0.0062 |
0.7% |
90% |
False |
False |
69,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9820 |
2.618 |
0.9669 |
1.618 |
0.9577 |
1.000 |
0.9521 |
0.618 |
0.9485 |
HIGH |
0.9429 |
0.618 |
0.9393 |
0.500 |
0.9383 |
0.382 |
0.9372 |
LOW |
0.9337 |
0.618 |
0.9280 |
1.000 |
0.9245 |
1.618 |
0.9188 |
2.618 |
0.9096 |
4.250 |
0.8946 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9408 |
0.9401 |
PP |
0.9395 |
0.9382 |
S1 |
0.9383 |
0.9363 |
|