CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9430 |
0.9477 |
0.0047 |
0.5% |
0.9355 |
High |
0.9510 |
0.9500 |
-0.0010 |
-0.1% |
0.9510 |
Low |
0.9415 |
0.9420 |
0.0006 |
0.1% |
0.9298 |
Close |
0.9482 |
0.9423 |
-0.0060 |
-0.6% |
0.9482 |
Range |
0.0096 |
0.0080 |
-0.0016 |
-16.2% |
0.0213 |
ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
Volume |
197,422 |
111,492 |
-85,930 |
-43.5% |
735,025 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9688 |
0.9635 |
0.9467 |
|
R3 |
0.9608 |
0.9555 |
0.9445 |
|
R2 |
0.9528 |
0.9528 |
0.9437 |
|
R1 |
0.9475 |
0.9475 |
0.9430 |
0.9461 |
PP |
0.9448 |
0.9448 |
0.9448 |
0.9441 |
S1 |
0.9395 |
0.9395 |
0.9415 |
0.9381 |
S2 |
0.9368 |
0.9368 |
0.9408 |
|
S3 |
0.9288 |
0.9315 |
0.9401 |
|
S4 |
0.9208 |
0.9235 |
0.9379 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0067 |
0.9987 |
0.9599 |
|
R3 |
0.9855 |
0.9775 |
0.9540 |
|
R2 |
0.9642 |
0.9642 |
0.9521 |
|
R1 |
0.9562 |
0.9562 |
0.9501 |
0.9602 |
PP |
0.9430 |
0.9430 |
0.9430 |
0.9450 |
S1 |
0.9350 |
0.9350 |
0.9463 |
0.9390 |
S2 |
0.9217 |
0.9217 |
0.9443 |
|
S3 |
0.9005 |
0.9137 |
0.9424 |
|
S4 |
0.8792 |
0.8925 |
0.9365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9510 |
0.9298 |
0.0213 |
2.3% |
0.0086 |
0.9% |
59% |
False |
False |
148,684 |
10 |
0.9510 |
0.9282 |
0.0229 |
2.4% |
0.0082 |
0.9% |
62% |
False |
False |
137,848 |
20 |
0.9510 |
0.9088 |
0.0423 |
4.5% |
0.0086 |
0.9% |
79% |
False |
False |
178,394 |
40 |
0.9510 |
0.8850 |
0.0661 |
7.0% |
0.0081 |
0.9% |
87% |
False |
False |
177,448 |
60 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0069 |
0.7% |
87% |
False |
False |
144,022 |
80 |
0.9510 |
0.8811 |
0.0699 |
7.4% |
0.0066 |
0.7% |
87% |
False |
False |
108,513 |
100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0063 |
0.7% |
88% |
False |
False |
86,859 |
120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
88% |
False |
False |
72,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9840 |
2.618 |
0.9709 |
1.618 |
0.9629 |
1.000 |
0.9580 |
0.618 |
0.9549 |
HIGH |
0.9500 |
0.618 |
0.9469 |
0.500 |
0.9460 |
0.382 |
0.9451 |
LOW |
0.9420 |
0.618 |
0.9371 |
1.000 |
0.9340 |
1.618 |
0.9291 |
2.618 |
0.9211 |
4.250 |
0.9080 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9460 |
0.9423 |
PP |
0.9448 |
0.9423 |
S1 |
0.9435 |
0.9423 |
|