CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9407 |
0.9406 |
-0.0001 |
0.0% |
0.9371 |
High |
0.9454 |
0.9471 |
0.0016 |
0.2% |
0.9471 |
Low |
0.9399 |
0.9403 |
0.0004 |
0.0% |
0.9323 |
Close |
0.9413 |
0.9427 |
0.0014 |
0.1% |
0.9427 |
Range |
0.0055 |
0.0068 |
0.0013 |
22.5% |
0.0148 |
ATR |
0.0074 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
Volume |
150,968 |
47,500 |
-103,468 |
-68.5% |
671,844 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9637 |
0.9600 |
0.9464 |
|
R3 |
0.9569 |
0.9532 |
0.9445 |
|
R2 |
0.9501 |
0.9501 |
0.9439 |
|
R1 |
0.9464 |
0.9464 |
0.9433 |
0.9483 |
PP |
0.9433 |
0.9433 |
0.9433 |
0.9443 |
S1 |
0.9396 |
0.9396 |
0.9420 |
0.9415 |
S2 |
0.9365 |
0.9365 |
0.9414 |
|
S3 |
0.9297 |
0.9328 |
0.9408 |
|
S4 |
0.9229 |
0.9260 |
0.9389 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9851 |
0.9787 |
0.9508 |
|
R3 |
0.9703 |
0.9639 |
0.9467 |
|
R2 |
0.9555 |
0.9555 |
0.9454 |
|
R1 |
0.9491 |
0.9491 |
0.9440 |
0.9523 |
PP |
0.9407 |
0.9407 |
0.9407 |
0.9423 |
S1 |
0.9343 |
0.9343 |
0.9413 |
0.9375 |
S2 |
0.9259 |
0.9259 |
0.9399 |
|
S3 |
0.9111 |
0.9195 |
0.9386 |
|
S4 |
0.8963 |
0.9047 |
0.9345 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9471 |
0.9323 |
0.0148 |
1.6% |
0.0068 |
0.7% |
70% |
True |
False |
134,368 |
10 |
0.9500 |
0.9323 |
0.0178 |
1.9% |
0.0065 |
0.7% |
59% |
False |
False |
130,461 |
20 |
0.9510 |
0.9282 |
0.0229 |
2.4% |
0.0073 |
0.8% |
63% |
False |
False |
136,233 |
40 |
0.9510 |
0.9017 |
0.0493 |
5.2% |
0.0079 |
0.8% |
83% |
False |
False |
167,347 |
60 |
0.9510 |
0.8847 |
0.0663 |
7.0% |
0.0070 |
0.7% |
87% |
False |
False |
154,097 |
80 |
0.9510 |
0.8841 |
0.0670 |
7.1% |
0.0067 |
0.7% |
88% |
False |
False |
123,399 |
100 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0064 |
0.7% |
89% |
False |
False |
98,772 |
120 |
0.9510 |
0.8783 |
0.0728 |
7.7% |
0.0062 |
0.7% |
89% |
False |
False |
82,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9760 |
2.618 |
0.9649 |
1.618 |
0.9581 |
1.000 |
0.9539 |
0.618 |
0.9513 |
HIGH |
0.9471 |
0.618 |
0.9445 |
0.500 |
0.9437 |
0.382 |
0.9428 |
LOW |
0.9403 |
0.618 |
0.9360 |
1.000 |
0.9335 |
1.618 |
0.9292 |
2.618 |
0.9224 |
4.250 |
0.9114 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9437 |
0.9425 |
PP |
0.9433 |
0.9423 |
S1 |
0.9430 |
0.9421 |
|