CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 08-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9468 |
0.9429 |
-0.0040 |
-0.4% |
0.9355 |
High |
0.9490 |
0.9449 |
-0.0041 |
-0.4% |
0.9510 |
Low |
0.9421 |
0.9411 |
-0.0010 |
-0.1% |
0.9298 |
Close |
0.9435 |
0.9418 |
-0.0017 |
-0.2% |
0.9482 |
Range |
0.0069 |
0.0038 |
-0.0031 |
-44.9% |
0.0213 |
ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
149,811 |
90,911 |
-58,900 |
-39.3% |
735,025 |
|
Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9540 |
0.9517 |
0.9439 |
|
R3 |
0.9502 |
0.9479 |
0.9428 |
|
R2 |
0.9464 |
0.9464 |
0.9425 |
|
R1 |
0.9441 |
0.9441 |
0.9421 |
0.9433 |
PP |
0.9426 |
0.9426 |
0.9426 |
0.9422 |
S1 |
0.9403 |
0.9403 |
0.9415 |
0.9395 |
S2 |
0.9388 |
0.9388 |
0.9411 |
|
S3 |
0.9350 |
0.9365 |
0.9408 |
|
S4 |
0.9312 |
0.9327 |
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 |
0.9399 |
0.0111 |
1.2% |
0.0068 |
0.7% |
17% |
False |
False |
136,709 |
10 |
0.9510 |
0.9298 |
0.0213 |
2.3% |
0.0071 |
0.8% |
57% |
False |
False |
131,287 |
20 |
0.9510 |
0.9127 |
0.0384 |
4.1% |
0.0080 |
0.9% |
76% |
False |
False |
156,216 |
40 |
0.9510 |
0.8897 |
0.0614 |
6.5% |
0.0081 |
0.9% |
85% |
False |
False |
176,929 |
60 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0069 |
0.7% |
86% |
False |
False |
149,549 |
80 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0066 |
0.7% |
86% |
False |
False |
113,187 |
100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0064 |
0.7% |
87% |
False |
False |
90,601 |
120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
87% |
False |
False |
75,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9610 |
2.618 |
0.9548 |
1.618 |
0.9510 |
1.000 |
0.9487 |
0.618 |
0.9472 |
HIGH |
0.9449 |
0.618 |
0.9434 |
0.500 |
0.9430 |
0.382 |
0.9425 |
LOW |
0.9411 |
0.618 |
0.9387 |
1.000 |
0.9373 |
1.618 |
0.9349 |
2.618 |
0.9311 |
4.250 |
0.9249 |
|
|
Fisher Pivots for day following 08-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9430 |
0.9444 |
PP |
0.9426 |
0.9436 |
S1 |
0.9422 |
0.9427 |
|