CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9470 |
0.9468 |
-0.0003 |
0.0% |
0.9428 |
| High |
0.9516 |
0.9531 |
0.0015 |
0.2% |
0.9531 |
| Low |
0.9459 |
0.9463 |
0.0004 |
0.0% |
0.9382 |
| Close |
0.9474 |
0.9487 |
0.0013 |
0.1% |
0.9487 |
| Range |
0.0057 |
0.0068 |
0.0011 |
18.4% |
0.0149 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
76,969 |
152,485 |
75,516 |
98.1% |
410,900 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9696 |
0.9659 |
0.9524 |
|
| R3 |
0.9628 |
0.9591 |
0.9505 |
|
| R2 |
0.9561 |
0.9561 |
0.9499 |
|
| R1 |
0.9524 |
0.9524 |
0.9493 |
0.9542 |
| PP |
0.9493 |
0.9493 |
0.9493 |
0.9503 |
| S1 |
0.9456 |
0.9456 |
0.9480 |
0.9475 |
| S2 |
0.9426 |
0.9426 |
0.9474 |
|
| S3 |
0.9358 |
0.9389 |
0.9468 |
|
| S4 |
0.9291 |
0.9321 |
0.9449 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9848 |
0.9568 |
|
| R3 |
0.9763 |
0.9699 |
0.9527 |
|
| R2 |
0.9615 |
0.9615 |
0.9514 |
|
| R1 |
0.9551 |
0.9551 |
0.9500 |
0.9583 |
| PP |
0.9466 |
0.9466 |
0.9466 |
0.9482 |
| S1 |
0.9402 |
0.9402 |
0.9473 |
0.9434 |
| S2 |
0.9318 |
0.9318 |
0.9459 |
|
| S3 |
0.9169 |
0.9254 |
0.9446 |
|
| S4 |
0.9021 |
0.9105 |
0.9405 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9531 |
0.9382 |
0.0149 |
1.6% |
0.0068 |
0.7% |
70% |
True |
False |
82,180 |
| 10 |
0.9560 |
0.9382 |
0.0178 |
1.9% |
0.0064 |
0.7% |
59% |
False |
False |
45,387 |
| 20 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0071 |
0.7% |
64% |
False |
False |
23,193 |
| 40 |
0.9569 |
0.9073 |
0.0496 |
5.2% |
0.0074 |
0.8% |
83% |
False |
False |
11,734 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.0% |
0.0063 |
0.7% |
88% |
False |
False |
7,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9817 |
|
2.618 |
0.9707 |
|
1.618 |
0.9640 |
|
1.000 |
0.9598 |
|
0.618 |
0.9572 |
|
HIGH |
0.9531 |
|
0.618 |
0.9505 |
|
0.500 |
0.9497 |
|
0.382 |
0.9489 |
|
LOW |
0.9463 |
|
0.618 |
0.9421 |
|
1.000 |
0.9396 |
|
1.618 |
0.9354 |
|
2.618 |
0.9286 |
|
4.250 |
0.9176 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9497 |
0.9485 |
| PP |
0.9493 |
0.9483 |
| S1 |
0.9490 |
0.9481 |
|