CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9397 |
0.9396 |
-0.0001 |
0.0% |
0.9477 |
High |
0.9416 |
0.9431 |
0.0016 |
0.2% |
0.9500 |
Low |
0.9323 |
0.9371 |
0.0048 |
0.5% |
0.9346 |
Close |
0.9384 |
0.9414 |
0.0030 |
0.3% |
0.9371 |
Range |
0.0093 |
0.0061 |
-0.0033 |
-34.9% |
0.0155 |
ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
159,047 |
173,935 |
14,888 |
9.4% |
632,772 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9587 |
0.9561 |
0.9447 |
|
R3 |
0.9526 |
0.9500 |
0.9431 |
|
R2 |
0.9466 |
0.9466 |
0.9425 |
|
R1 |
0.9440 |
0.9440 |
0.9420 |
0.9453 |
PP |
0.9405 |
0.9405 |
0.9405 |
0.9412 |
S1 |
0.9379 |
0.9379 |
0.9408 |
0.9392 |
S2 |
0.9345 |
0.9345 |
0.9403 |
|
S3 |
0.9284 |
0.9319 |
0.9397 |
|
S4 |
0.9224 |
0.9258 |
0.9381 |
|
|
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 |
0.9449 |
0.9323 |
0.0126 |
1.3% |
0.0065 |
0.7% |
73% |
False |
False |
142,186 |
10 |
0.9510 |
0.9323 |
0.0188 |
2.0% |
0.0072 |
0.8% |
49% |
False |
False |
149,280 |
20 |
0.9510 |
0.9282 |
0.0229 |
2.4% |
0.0076 |
0.8% |
58% |
False |
False |
147,334 |
40 |
0.9510 |
0.8998 |
0.0513 |
5.4% |
0.0080 |
0.9% |
81% |
False |
False |
170,299 |
60 |
0.9510 |
0.8847 |
0.0663 |
7.0% |
0.0070 |
0.7% |
86% |
False |
False |
154,853 |
80 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0067 |
0.7% |
86% |
False |
False |
120,924 |
100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0065 |
0.7% |
87% |
False |
False |
96,798 |
120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
87% |
False |
False |
80,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9688 |
2.618 |
0.9589 |
1.618 |
0.9529 |
1.000 |
0.9492 |
0.618 |
0.9468 |
HIGH |
0.9431 |
0.618 |
0.9408 |
0.500 |
0.9401 |
0.382 |
0.9394 |
LOW |
0.9371 |
0.618 |
0.9333 |
1.000 |
0.9310 |
1.618 |
0.9273 |
2.618 |
0.9212 |
4.250 |
0.9113 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9410 |
0.9402 |
PP |
0.9405 |
0.9389 |
S1 |
0.9401 |
0.9377 |
|