CME Japanese Yen Future June 2018
Trading Metrics calculated at close of trading on 02-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9447 |
0.9494 |
0.0047 |
0.5% |
0.9411 |
High |
0.9489 |
0.9569 |
0.0080 |
0.8% |
0.9569 |
Low |
0.9397 |
0.9476 |
0.0079 |
0.8% |
0.9360 |
Close |
0.9480 |
0.9542 |
0.0062 |
0.7% |
0.9542 |
Range |
0.0092 |
0.0093 |
0.0001 |
1.1% |
0.0209 |
ATR |
0.0076 |
0.0077 |
0.0001 |
1.6% |
0.0000 |
Volume |
1,796 |
3,807 |
2,011 |
112.0% |
7,791 |
|
Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9808 |
0.9768 |
0.9593 |
|
R3 |
0.9715 |
0.9675 |
0.9567 |
|
R2 |
0.9622 |
0.9622 |
0.9559 |
|
R1 |
0.9582 |
0.9582 |
0.9550 |
0.9602 |
PP |
0.9529 |
0.9529 |
0.9529 |
0.9539 |
S1 |
0.9489 |
0.9489 |
0.9533 |
0.9509 |
S2 |
0.9436 |
0.9436 |
0.9524 |
|
S3 |
0.9343 |
0.9396 |
0.9516 |
|
S4 |
0.9250 |
0.9303 |
0.9490 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0117 |
1.0038 |
0.9656 |
|
R3 |
0.9908 |
0.9829 |
0.9599 |
|
R2 |
0.9699 |
0.9699 |
0.9580 |
|
R1 |
0.9620 |
0.9620 |
0.9561 |
0.9660 |
PP |
0.9490 |
0.9490 |
0.9490 |
0.9510 |
S1 |
0.9411 |
0.9411 |
0.9522 |
0.9451 |
S2 |
0.9281 |
0.9281 |
0.9503 |
|
S3 |
0.9072 |
0.9202 |
0.9484 |
|
S4 |
0.8863 |
0.8993 |
0.9427 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9569 |
0.9360 |
0.0209 |
2.2% |
0.0080 |
0.8% |
87% |
True |
False |
1,558 |
10 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0078 |
0.8% |
88% |
True |
False |
1,000 |
20 |
0.9569 |
0.9126 |
0.0443 |
4.6% |
0.0082 |
0.9% |
94% |
True |
False |
665 |
40 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0072 |
0.8% |
96% |
True |
False |
413 |
60 |
0.9569 |
0.8894 |
0.0675 |
7.1% |
0.0057 |
0.6% |
96% |
True |
False |
287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9964 |
2.618 |
0.9812 |
1.618 |
0.9719 |
1.000 |
0.9662 |
0.618 |
0.9626 |
HIGH |
0.9569 |
0.618 |
0.9533 |
0.500 |
0.9522 |
0.382 |
0.9511 |
LOW |
0.9476 |
0.618 |
0.9418 |
1.000 |
0.9383 |
1.618 |
0.9325 |
2.618 |
0.9232 |
4.250 |
0.9080 |
|
|
Fisher Pivots for day following 02-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9535 |
0.9518 |
PP |
0.9529 |
0.9494 |
S1 |
0.9522 |
0.9470 |
|