CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9428 |
0.9456 |
0.0028 |
0.3% |
0.9537 |
| High |
0.9470 |
0.9475 |
0.0005 |
0.0% |
0.9560 |
| Low |
0.9409 |
0.9382 |
-0.0027 |
-0.3% |
0.9405 |
| Close |
0.9466 |
0.9444 |
-0.0022 |
-0.2% |
0.9430 |
| Range |
0.0061 |
0.0093 |
0.0032 |
51.6% |
0.0155 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.1% |
0.0000 |
| Volume |
58,956 |
36,119 |
-22,837 |
-38.7% |
42,971 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9711 |
0.9670 |
0.9495 |
|
| R3 |
0.9619 |
0.9578 |
0.9469 |
|
| R2 |
0.9526 |
0.9526 |
0.9461 |
|
| R1 |
0.9485 |
0.9485 |
0.9452 |
0.9459 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9421 |
| S1 |
0.9393 |
0.9393 |
0.9436 |
0.9367 |
| S2 |
0.9341 |
0.9341 |
0.9427 |
|
| S3 |
0.9249 |
0.9300 |
0.9419 |
|
| S4 |
0.9156 |
0.9208 |
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 |
0.9548 |
0.9382 |
0.0166 |
1.8% |
0.0065 |
0.7% |
37% |
False |
True |
26,343 |
| 10 |
0.9569 |
0.9372 |
0.0197 |
2.1% |
0.0072 |
0.8% |
37% |
False |
False |
14,505 |
| 20 |
0.9569 |
0.9270 |
0.0299 |
3.2% |
0.0076 |
0.8% |
58% |
False |
False |
7,481 |
| 40 |
0.9569 |
0.9050 |
0.0519 |
5.5% |
0.0075 |
0.8% |
76% |
False |
False |
3,850 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.1% |
0.0061 |
0.6% |
81% |
False |
False |
2,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9717 |
|
1.618 |
0.9624 |
|
1.000 |
0.9567 |
|
0.618 |
0.9532 |
|
HIGH |
0.9475 |
|
0.618 |
0.9439 |
|
0.500 |
0.9428 |
|
0.382 |
0.9417 |
|
LOW |
0.9382 |
|
0.618 |
0.9325 |
|
1.000 |
0.9290 |
|
1.618 |
0.9232 |
|
2.618 |
0.9140 |
|
4.250 |
0.8989 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9439 |
0.9439 |
| PP |
0.9434 |
0.9434 |
| S1 |
0.9428 |
0.9428 |
|