CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 07-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9421 |
0.9468 |
0.0047 |
0.5% |
0.9355 |
High |
0.9454 |
0.9490 |
0.0036 |
0.4% |
0.9510 |
Low |
0.9399 |
0.9421 |
0.0022 |
0.2% |
0.9298 |
Close |
0.9421 |
0.9435 |
0.0014 |
0.1% |
0.9482 |
Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0213 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
133,911 |
149,811 |
15,900 |
11.9% |
735,025 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9655 |
0.9614 |
0.9473 |
|
R3 |
0.9586 |
0.9545 |
0.9454 |
|
R2 |
0.9517 |
0.9517 |
0.9448 |
|
R1 |
0.9476 |
0.9476 |
0.9441 |
0.9462 |
PP |
0.9448 |
0.9448 |
0.9448 |
0.9441 |
S1 |
0.9407 |
0.9407 |
0.9429 |
0.9393 |
S2 |
0.9379 |
0.9379 |
0.9422 |
|
S3 |
0.9310 |
0.9338 |
0.9416 |
|
S4 |
0.9241 |
0.9269 |
0.9397 |
|
|
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 |
0.9337 |
0.0174 |
1.8% |
0.0078 |
0.8% |
57% |
False |
False |
156,374 |
10 |
0.9510 |
0.9292 |
0.0219 |
2.3% |
0.0077 |
0.8% |
66% |
False |
False |
136,205 |
20 |
0.9510 |
0.9127 |
0.0384 |
4.1% |
0.0082 |
0.9% |
80% |
False |
False |
161,285 |
40 |
0.9510 |
0.8865 |
0.0645 |
6.8% |
0.0082 |
0.9% |
88% |
False |
False |
179,071 |
60 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0069 |
0.7% |
89% |
False |
False |
148,446 |
80 |
0.9510 |
0.8831 |
0.0679 |
7.2% |
0.0066 |
0.7% |
89% |
False |
False |
112,056 |
100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0063 |
0.7% |
90% |
False |
False |
89,692 |
120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
90% |
False |
False |
74,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9783 |
2.618 |
0.9670 |
1.618 |
0.9601 |
1.000 |
0.9559 |
0.618 |
0.9532 |
HIGH |
0.9490 |
0.618 |
0.9463 |
0.500 |
0.9455 |
0.382 |
0.9447 |
LOW |
0.9421 |
0.618 |
0.9378 |
1.000 |
0.9352 |
1.618 |
0.9309 |
2.618 |
0.9240 |
4.250 |
0.9127 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9455 |
0.9450 |
PP |
0.9448 |
0.9445 |
S1 |
0.9442 |
0.9440 |
|