CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9529 |
0.9490 |
-0.0040 |
-0.4% |
0.9411 |
| High |
0.9548 |
0.9507 |
-0.0042 |
-0.4% |
0.9569 |
| Low |
0.9481 |
0.9471 |
-0.0010 |
-0.1% |
0.9360 |
| Close |
0.9495 |
0.9477 |
-0.0018 |
-0.2% |
0.9542 |
| Range |
0.0068 |
0.0036 |
-0.0032 |
-46.7% |
0.0209 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
9,460 |
10,976 |
1,516 |
16.0% |
7,791 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9593 |
0.9571 |
0.9497 |
|
| R3 |
0.9557 |
0.9535 |
0.9487 |
|
| R2 |
0.9521 |
0.9521 |
0.9484 |
|
| R1 |
0.9499 |
0.9499 |
0.9480 |
0.9492 |
| PP |
0.9485 |
0.9485 |
0.9485 |
0.9481 |
| S1 |
0.9463 |
0.9463 |
0.9474 |
0.9456 |
| S2 |
0.9449 |
0.9449 |
0.9470 |
|
| S3 |
0.9413 |
0.9427 |
0.9467 |
|
| S4 |
0.9377 |
0.9391 |
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 |
0.9460 |
0.0109 |
1.2% |
0.0066 |
0.7% |
16% |
False |
False |
6,114 |
| 10 |
0.9569 |
0.9360 |
0.0209 |
2.2% |
0.0069 |
0.7% |
56% |
False |
False |
3,491 |
| 20 |
0.9569 |
0.9187 |
0.0382 |
4.0% |
0.0076 |
0.8% |
76% |
False |
False |
1,958 |
| 40 |
0.9569 |
0.8949 |
0.0620 |
6.5% |
0.0075 |
0.8% |
85% |
False |
False |
1,077 |
| 60 |
0.9569 |
0.8894 |
0.0675 |
7.1% |
0.0059 |
0.6% |
86% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9660 |
|
2.618 |
0.9601 |
|
1.618 |
0.9565 |
|
1.000 |
0.9543 |
|
0.618 |
0.9529 |
|
HIGH |
0.9507 |
|
0.618 |
0.9493 |
|
0.500 |
0.9489 |
|
0.382 |
0.9484 |
|
LOW |
0.9471 |
|
0.618 |
0.9448 |
|
1.000 |
0.9435 |
|
1.618 |
0.9412 |
|
2.618 |
0.9376 |
|
4.250 |
0.9318 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9489 |
0.9504 |
| PP |
0.9485 |
0.9495 |
| S1 |
0.9481 |
0.9486 |
|