CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9484 |
0.9550 |
0.0066 |
0.7% |
0.9489 |
| High |
0.9556 |
0.9614 |
0.0058 |
0.6% |
0.9614 |
| Low |
0.9482 |
0.9548 |
0.0066 |
0.7% |
0.9434 |
| Close |
0.9524 |
0.9596 |
0.0072 |
0.8% |
0.9596 |
| Range |
0.0074 |
0.0066 |
-0.0008 |
-10.9% |
0.0180 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
2.0% |
0.0000 |
| Volume |
207,989 |
205,898 |
-2,091 |
-1.0% |
784,347 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9754 |
0.9632 |
|
| R3 |
0.9717 |
0.9689 |
0.9614 |
|
| R2 |
0.9651 |
0.9651 |
0.9608 |
|
| R1 |
0.9623 |
0.9623 |
0.9602 |
0.9637 |
| PP |
0.9586 |
0.9586 |
0.9586 |
0.9593 |
| S1 |
0.9558 |
0.9558 |
0.9589 |
0.9572 |
| S2 |
0.9520 |
0.9520 |
0.9583 |
|
| S3 |
0.9455 |
0.9492 |
0.9577 |
|
| S4 |
0.9389 |
0.9427 |
0.9559 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0088 |
1.0022 |
0.9695 |
|
| R3 |
0.9908 |
0.9842 |
0.9645 |
|
| R2 |
0.9728 |
0.9728 |
0.9629 |
|
| R1 |
0.9662 |
0.9662 |
0.9612 |
0.9695 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9564 |
| S1 |
0.9482 |
0.9482 |
0.9579 |
0.9515 |
| S2 |
0.9368 |
0.9368 |
0.9563 |
|
| S3 |
0.9188 |
0.9302 |
0.9546 |
|
| S4 |
0.9008 |
0.9122 |
0.9497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9614 |
0.9434 |
0.0180 |
1.9% |
0.0065 |
0.7% |
90% |
True |
False |
156,869 |
| 10 |
0.9614 |
0.9382 |
0.0232 |
2.4% |
0.0067 |
0.7% |
92% |
True |
False |
119,524 |
| 20 |
0.9614 |
0.9360 |
0.0254 |
2.6% |
0.0069 |
0.7% |
93% |
True |
False |
62,300 |
| 40 |
0.9614 |
0.9126 |
0.0488 |
5.1% |
0.0073 |
0.8% |
96% |
True |
False |
31,312 |
| 60 |
0.9614 |
0.8902 |
0.0712 |
7.4% |
0.0067 |
0.7% |
97% |
True |
False |
20,915 |
| 80 |
0.9614 |
0.8894 |
0.0720 |
7.5% |
0.0057 |
0.6% |
97% |
True |
False |
15,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9892 |
|
2.618 |
0.9785 |
|
1.618 |
0.9719 |
|
1.000 |
0.9679 |
|
0.618 |
0.9654 |
|
HIGH |
0.9614 |
|
0.618 |
0.9588 |
|
0.500 |
0.9581 |
|
0.382 |
0.9573 |
|
LOW |
0.9548 |
|
0.618 |
0.9508 |
|
1.000 |
0.9483 |
|
1.618 |
0.9442 |
|
2.618 |
0.9377 |
|
4.250 |
0.9270 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9591 |
0.9572 |
| PP |
0.9586 |
0.9548 |
| S1 |
0.9581 |
0.9524 |
|