CME Japanese Yen Future June 2018
Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9385 |
0.9447 |
0.0062 |
0.7% |
0.9481 |
High |
0.9451 |
0.9489 |
0.0038 |
0.4% |
0.9495 |
Low |
0.9372 |
0.9397 |
0.0025 |
0.3% |
0.9343 |
Close |
0.9446 |
0.9480 |
0.0034 |
0.4% |
0.9440 |
Range |
0.0079 |
0.0092 |
0.0013 |
16.5% |
0.0152 |
ATR |
0.0074 |
0.0076 |
0.0001 |
1.7% |
0.0000 |
Volume |
1,407 |
1,796 |
389 |
27.6% |
1,948 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9731 |
0.9697 |
0.9530 |
|
R3 |
0.9639 |
0.9605 |
0.9505 |
|
R2 |
0.9547 |
0.9547 |
0.9496 |
|
R1 |
0.9513 |
0.9513 |
0.9488 |
0.9530 |
PP |
0.9455 |
0.9455 |
0.9455 |
0.9463 |
S1 |
0.9421 |
0.9421 |
0.9471 |
0.9438 |
S2 |
0.9363 |
0.9363 |
0.9463 |
|
S3 |
0.9271 |
0.9329 |
0.9454 |
|
S4 |
0.9179 |
0.9237 |
0.9429 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9882 |
0.9813 |
0.9524 |
|
R3 |
0.9730 |
0.9661 |
0.9482 |
|
R2 |
0.9578 |
0.9578 |
0.9468 |
|
R1 |
0.9509 |
0.9509 |
0.9454 |
0.9468 |
PP |
0.9426 |
0.9426 |
0.9426 |
0.9405 |
S1 |
0.9357 |
0.9357 |
0.9426 |
0.9316 |
S2 |
0.9274 |
0.9274 |
0.9412 |
|
S3 |
0.9122 |
0.9205 |
0.9398 |
|
S4 |
0.8970 |
0.9053 |
0.9356 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9489 |
0.9360 |
0.0129 |
1.4% |
0.0072 |
0.8% |
93% |
True |
False |
867 |
10 |
0.9549 |
0.9343 |
0.0206 |
2.2% |
0.0076 |
0.8% |
66% |
False |
False |
653 |
20 |
0.9549 |
0.9126 |
0.0423 |
4.5% |
0.0079 |
0.8% |
84% |
False |
False |
488 |
40 |
0.9549 |
0.8902 |
0.0647 |
6.8% |
0.0071 |
0.7% |
89% |
False |
False |
318 |
60 |
0.9549 |
0.8894 |
0.0655 |
6.9% |
0.0056 |
0.6% |
89% |
False |
False |
224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9880 |
2.618 |
0.9729 |
1.618 |
0.9637 |
1.000 |
0.9581 |
0.618 |
0.9545 |
HIGH |
0.9489 |
0.618 |
0.9453 |
0.500 |
0.9443 |
0.382 |
0.9432 |
LOW |
0.9397 |
0.618 |
0.9340 |
1.000 |
0.9305 |
1.618 |
0.9248 |
2.618 |
0.9156 |
4.250 |
0.9006 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9467 |
0.9461 |
PP |
0.9455 |
0.9443 |
S1 |
0.9443 |
0.9424 |
|