CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 09-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9429 |
0.9414 |
-0.0015 |
-0.2% |
0.9477 |
High |
0.9449 |
0.9416 |
-0.0033 |
-0.3% |
0.9500 |
Low |
0.9411 |
0.9346 |
-0.0065 |
-0.7% |
0.9346 |
Close |
0.9418 |
0.9371 |
-0.0047 |
-0.5% |
0.9371 |
Range |
0.0038 |
0.0070 |
0.0032 |
84.2% |
0.0155 |
ATR |
0.0076 |
0.0076 |
0.0000 |
-0.3% |
0.0000 |
Volume |
90,911 |
146,647 |
55,736 |
61.3% |
632,772 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9587 |
0.9549 |
0.9410 |
|
R3 |
0.9517 |
0.9479 |
0.9390 |
|
R2 |
0.9447 |
0.9447 |
0.9384 |
|
R1 |
0.9409 |
0.9409 |
0.9377 |
0.9393 |
PP |
0.9377 |
0.9377 |
0.9377 |
0.9369 |
S1 |
0.9339 |
0.9339 |
0.9365 |
0.9323 |
S2 |
0.9307 |
0.9307 |
0.9358 |
|
S3 |
0.9237 |
0.9269 |
0.9352 |
|
S4 |
0.9167 |
0.9199 |
0.9333 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9869 |
0.9775 |
0.9456 |
|
R3 |
0.9715 |
0.9620 |
0.9413 |
|
R2 |
0.9560 |
0.9560 |
0.9399 |
|
R1 |
0.9466 |
0.9466 |
0.9385 |
0.9436 |
PP |
0.9406 |
0.9406 |
0.9406 |
0.9391 |
S1 |
0.9311 |
0.9311 |
0.9357 |
0.9281 |
S2 |
0.9251 |
0.9251 |
0.9343 |
|
S3 |
0.9097 |
0.9157 |
0.9329 |
|
S4 |
0.8942 |
0.9002 |
0.9286 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9500 |
0.9346 |
0.0155 |
1.6% |
0.0062 |
0.7% |
17% |
False |
True |
126,554 |
10 |
0.9510 |
0.9298 |
0.0213 |
2.3% |
0.0073 |
0.8% |
35% |
False |
False |
136,779 |
20 |
0.9510 |
0.9167 |
0.0344 |
3.7% |
0.0079 |
0.8% |
60% |
False |
False |
151,990 |
40 |
0.9510 |
0.8969 |
0.0542 |
5.8% |
0.0080 |
0.9% |
74% |
False |
False |
174,255 |
60 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0069 |
0.7% |
79% |
False |
False |
151,242 |
80 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0067 |
0.7% |
79% |
False |
False |
115,019 |
100 |
0.9510 |
0.8783 |
0.0728 |
7.8% |
0.0064 |
0.7% |
81% |
False |
False |
92,067 |
120 |
0.9510 |
0.8783 |
0.0728 |
7.8% |
0.0061 |
0.7% |
81% |
False |
False |
76,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9713 |
2.618 |
0.9599 |
1.618 |
0.9529 |
1.000 |
0.9486 |
0.618 |
0.9459 |
HIGH |
0.9416 |
0.618 |
0.9389 |
0.500 |
0.9381 |
0.382 |
0.9372 |
LOW |
0.9346 |
0.618 |
0.9302 |
1.000 |
0.9276 |
1.618 |
0.9232 |
2.618 |
0.9162 |
4.250 |
0.9048 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9381 |
0.9418 |
PP |
0.9377 |
0.9402 |
S1 |
0.9374 |
0.9387 |
|