CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9490 |
0.9472 |
-0.0017 |
-0.2% |
0.9537 |
| High |
0.9507 |
0.9472 |
-0.0034 |
-0.4% |
0.9560 |
| Low |
0.9471 |
0.9405 |
-0.0066 |
-0.7% |
0.9405 |
| Close |
0.9477 |
0.9430 |
-0.0047 |
-0.5% |
0.9430 |
| Range |
0.0036 |
0.0067 |
0.0031 |
87.5% |
0.0155 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
10,976 |
16,204 |
5,228 |
47.6% |
42,971 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9638 |
0.9602 |
0.9467 |
|
| R3 |
0.9571 |
0.9534 |
0.9449 |
|
| R2 |
0.9503 |
0.9503 |
0.9442 |
|
| R1 |
0.9467 |
0.9467 |
0.9436 |
0.9451 |
| PP |
0.9436 |
0.9436 |
0.9436 |
0.9428 |
| S1 |
0.9399 |
0.9399 |
0.9424 |
0.9384 |
| S2 |
0.9368 |
0.9368 |
0.9418 |
|
| S3 |
0.9301 |
0.9332 |
0.9411 |
|
| S4 |
0.9233 |
0.9264 |
0.9393 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9835 |
0.9515 |
|
| R3 |
0.9775 |
0.9680 |
0.9473 |
|
| R2 |
0.9620 |
0.9620 |
0.9458 |
|
| R1 |
0.9525 |
0.9525 |
0.9444 |
0.9495 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9450 |
| S1 |
0.9370 |
0.9370 |
0.9416 |
0.9340 |
| S2 |
0.9310 |
0.9310 |
0.9402 |
|
| S3 |
0.9155 |
0.9215 |
0.9387 |
|
| S4 |
0.9000 |
0.9060 |
0.9345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9560 |
0.9405 |
0.0155 |
1.6% |
0.0061 |
0.6% |
16% |
False |
True |
8,594 |
| 10 |
0.9569 |
0.9360 |
0.0209 |
2.2% |
0.0070 |
0.7% |
34% |
False |
False |
5,076 |
| 20 |
0.9569 |
0.9228 |
0.0341 |
3.6% |
0.0075 |
0.8% |
59% |
False |
False |
2,758 |
| 40 |
0.9569 |
0.9021 |
0.0548 |
5.8% |
0.0074 |
0.8% |
75% |
False |
False |
1,480 |
| 60 |
0.9569 |
0.8898 |
0.0671 |
7.1% |
0.0060 |
0.6% |
79% |
False |
False |
1,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9759 |
|
2.618 |
0.9649 |
|
1.618 |
0.9582 |
|
1.000 |
0.9540 |
|
0.618 |
0.9514 |
|
HIGH |
0.9472 |
|
0.618 |
0.9447 |
|
0.500 |
0.9439 |
|
0.382 |
0.9431 |
|
LOW |
0.9405 |
|
0.618 |
0.9363 |
|
1.000 |
0.9338 |
|
1.618 |
0.9296 |
|
2.618 |
0.9228 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9439 |
0.9477 |
| PP |
0.9436 |
0.9461 |
| S1 |
0.9433 |
0.9446 |
|