CME Japanese Yen Future June 2018
Trading Metrics calculated at close of trading on 07-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.9482 |
0.9529 |
0.0047 |
0.5% |
0.9411 |
High |
0.9513 |
0.9548 |
0.0035 |
0.4% |
0.9569 |
Low |
0.9460 |
0.9481 |
0.0021 |
0.2% |
0.9360 |
Close |
0.9481 |
0.9495 |
0.0014 |
0.1% |
0.9542 |
Range |
0.0054 |
0.0068 |
0.0014 |
26.2% |
0.0209 |
ATR |
0.0075 |
0.0075 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
3,512 |
9,460 |
5,948 |
169.4% |
7,791 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9710 |
0.9670 |
0.9532 |
|
R3 |
0.9643 |
0.9602 |
0.9513 |
|
R2 |
0.9575 |
0.9575 |
0.9507 |
|
R1 |
0.9535 |
0.9535 |
0.9501 |
0.9521 |
PP |
0.9508 |
0.9508 |
0.9508 |
0.9501 |
S1 |
0.9467 |
0.9467 |
0.9488 |
0.9454 |
S2 |
0.9440 |
0.9440 |
0.9482 |
|
S3 |
0.9373 |
0.9400 |
0.9476 |
|
S4 |
0.9305 |
0.9332 |
0.9457 |
|
|
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 |
0.9397 |
0.0172 |
1.8% |
0.0077 |
0.8% |
57% |
False |
False |
4,278 |
10 |
0.9569 |
0.9353 |
0.0216 |
2.3% |
0.0075 |
0.8% |
66% |
False |
False |
2,426 |
20 |
0.9569 |
0.9187 |
0.0382 |
4.0% |
0.0077 |
0.8% |
81% |
False |
False |
1,414 |
40 |
0.9569 |
0.8915 |
0.0654 |
6.9% |
0.0076 |
0.8% |
89% |
False |
False |
804 |
60 |
0.9569 |
0.8894 |
0.0675 |
7.1% |
0.0059 |
0.6% |
89% |
False |
False |
550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9835 |
2.618 |
0.9725 |
1.618 |
0.9657 |
1.000 |
0.9616 |
0.618 |
0.9590 |
HIGH |
0.9548 |
0.618 |
0.9522 |
0.500 |
0.9514 |
0.382 |
0.9506 |
LOW |
0.9481 |
0.618 |
0.9439 |
1.000 |
0.9413 |
1.618 |
0.9371 |
2.618 |
0.9304 |
4.250 |
0.9194 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9514 |
0.9510 |
PP |
0.9508 |
0.9505 |
S1 |
0.9501 |
0.9500 |
|