CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9457 |
0.9470 |
0.0013 |
0.1% |
0.9537 |
| High |
0.9492 |
0.9516 |
0.0024 |
0.3% |
0.9560 |
| Low |
0.9431 |
0.9459 |
0.0029 |
0.3% |
0.9405 |
| Close |
0.9475 |
0.9474 |
-0.0002 |
0.0% |
0.9430 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-7.3% |
0.0155 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
86,371 |
76,969 |
-9,402 |
-10.9% |
42,971 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9621 |
0.9505 |
|
| R3 |
0.9597 |
0.9564 |
0.9489 |
|
| R2 |
0.9540 |
0.9540 |
0.9484 |
|
| R1 |
0.9507 |
0.9507 |
0.9479 |
0.9523 |
| PP |
0.9483 |
0.9483 |
0.9483 |
0.9491 |
| S1 |
0.9450 |
0.9450 |
0.9468 |
0.9466 |
| S2 |
0.9426 |
0.9426 |
0.9463 |
|
| S3 |
0.9369 |
0.9393 |
0.9458 |
|
| S4 |
0.9312 |
0.9336 |
0.9442 |
|
|
| 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 |
0.9516 |
0.9382 |
0.0134 |
1.4% |
0.0068 |
0.7% |
68% |
True |
False |
54,923 |
| 10 |
0.9569 |
0.9382 |
0.0187 |
2.0% |
0.0067 |
0.7% |
49% |
False |
False |
30,519 |
| 20 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0072 |
0.8% |
58% |
False |
False |
15,586 |
| 40 |
0.9569 |
0.9050 |
0.0519 |
5.5% |
0.0074 |
0.8% |
82% |
False |
False |
7,924 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0062 |
0.7% |
86% |
False |
False |
5,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9758 |
|
2.618 |
0.9665 |
|
1.618 |
0.9608 |
|
1.000 |
0.9573 |
|
0.618 |
0.9551 |
|
HIGH |
0.9516 |
|
0.618 |
0.9494 |
|
0.500 |
0.9488 |
|
0.382 |
0.9481 |
|
LOW |
0.9459 |
|
0.618 |
0.9424 |
|
1.000 |
0.9402 |
|
1.618 |
0.9367 |
|
2.618 |
0.9310 |
|
4.250 |
0.9217 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9488 |
0.9465 |
| PP |
0.9483 |
0.9457 |
| S1 |
0.9478 |
0.9449 |
|