CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9489 |
0.9491 |
0.0002 |
0.0% |
0.9428 |
| High |
0.9522 |
0.9499 |
-0.0024 |
-0.2% |
0.9531 |
| Low |
0.9465 |
0.9438 |
-0.0027 |
-0.3% |
0.9382 |
| Close |
0.9497 |
0.9452 |
-0.0045 |
-0.5% |
0.9487 |
| Range |
0.0058 |
0.0061 |
0.0004 |
6.1% |
0.0149 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
127,047 |
121,171 |
-5,876 |
-4.6% |
410,900 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9610 |
0.9486 |
|
| R3 |
0.9585 |
0.9549 |
0.9469 |
|
| R2 |
0.9524 |
0.9524 |
0.9463 |
|
| R1 |
0.9488 |
0.9488 |
0.9458 |
0.9475 |
| PP |
0.9463 |
0.9463 |
0.9463 |
0.9456 |
| S1 |
0.9427 |
0.9427 |
0.9446 |
0.9414 |
| S2 |
0.9402 |
0.9402 |
0.9441 |
|
| S3 |
0.9341 |
0.9366 |
0.9435 |
|
| S4 |
0.9280 |
0.9305 |
0.9418 |
|
|
| 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 |
0.9431 |
0.0100 |
1.1% |
0.0061 |
0.6% |
22% |
False |
False |
112,808 |
| 10 |
0.9548 |
0.9382 |
0.0166 |
1.8% |
0.0063 |
0.7% |
42% |
False |
False |
69,575 |
| 20 |
0.9569 |
0.9343 |
0.0226 |
2.4% |
0.0068 |
0.7% |
48% |
False |
False |
35,541 |
| 40 |
0.9569 |
0.9074 |
0.0495 |
5.2% |
0.0075 |
0.8% |
76% |
False |
False |
17,936 |
| 60 |
0.9569 |
0.8902 |
0.0667 |
7.1% |
0.0064 |
0.7% |
83% |
False |
False |
11,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9758 |
|
2.618 |
0.9658 |
|
1.618 |
0.9597 |
|
1.000 |
0.9560 |
|
0.618 |
0.9536 |
|
HIGH |
0.9499 |
|
0.618 |
0.9475 |
|
0.500 |
0.9468 |
|
0.382 |
0.9461 |
|
LOW |
0.9438 |
|
0.618 |
0.9400 |
|
1.000 |
0.9377 |
|
1.618 |
0.9339 |
|
2.618 |
0.9278 |
|
4.250 |
0.9178 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9468 |
0.9484 |
| PP |
0.9463 |
0.9473 |
| S1 |
0.9457 |
0.9463 |
|