CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9371 |
0.9397 |
0.0026 |
0.3% |
0.9477 |
High |
0.9412 |
0.9416 |
0.0004 |
0.0% |
0.9500 |
Low |
0.9350 |
0.9323 |
-0.0028 |
-0.3% |
0.9346 |
Close |
0.9406 |
0.9384 |
-0.0022 |
-0.2% |
0.9371 |
Range |
0.0062 |
0.0093 |
0.0031 |
50.0% |
0.0155 |
ATR |
0.0075 |
0.0076 |
0.0001 |
1.7% |
0.0000 |
Volume |
140,394 |
159,047 |
18,653 |
13.3% |
632,772 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9653 |
0.9612 |
0.9435 |
|
R3 |
0.9560 |
0.9519 |
0.9410 |
|
R2 |
0.9467 |
0.9467 |
0.9401 |
|
R1 |
0.9426 |
0.9426 |
0.9393 |
0.9400 |
PP |
0.9374 |
0.9374 |
0.9374 |
0.9361 |
S1 |
0.9333 |
0.9333 |
0.9375 |
0.9307 |
S2 |
0.9281 |
0.9281 |
0.9367 |
|
S3 |
0.9188 |
0.9240 |
0.9358 |
|
S4 |
0.9095 |
0.9147 |
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 |
0.9490 |
0.9323 |
0.0167 |
1.8% |
0.0066 |
0.7% |
37% |
False |
True |
137,362 |
10 |
0.9510 |
0.9310 |
0.0200 |
2.1% |
0.0074 |
0.8% |
37% |
False |
False |
144,500 |
20 |
0.9510 |
0.9212 |
0.0299 |
3.2% |
0.0079 |
0.8% |
58% |
False |
False |
147,457 |
40 |
0.9510 |
0.8998 |
0.0513 |
5.5% |
0.0081 |
0.9% |
75% |
False |
False |
172,137 |
60 |
0.9510 |
0.8847 |
0.0663 |
7.1% |
0.0070 |
0.7% |
81% |
False |
False |
153,417 |
80 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0068 |
0.7% |
81% |
False |
False |
118,754 |
100 |
0.9510 |
0.8783 |
0.0728 |
7.8% |
0.0065 |
0.7% |
83% |
False |
False |
95,059 |
120 |
0.9510 |
0.8783 |
0.0728 |
7.8% |
0.0062 |
0.7% |
83% |
False |
False |
79,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9811 |
2.618 |
0.9659 |
1.618 |
0.9566 |
1.000 |
0.9509 |
0.618 |
0.9473 |
HIGH |
0.9416 |
0.618 |
0.9380 |
0.500 |
0.9369 |
0.382 |
0.9358 |
LOW |
0.9323 |
0.618 |
0.9265 |
1.000 |
0.9230 |
1.618 |
0.9172 |
2.618 |
0.9079 |
4.250 |
0.8927 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9379 |
0.9379 |
PP |
0.9374 |
0.9374 |
S1 |
0.9369 |
0.9369 |
|