CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9610 |
0.0061 |
0.6% |
0.9489 |
| High |
0.9614 |
0.9615 |
0.0001 |
0.0% |
0.9614 |
| Low |
0.9548 |
0.9534 |
-0.0014 |
-0.1% |
0.9434 |
| Close |
0.9596 |
0.9558 |
-0.0038 |
-0.4% |
0.9596 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.9% |
0.0180 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.0% |
0.0000 |
| Volume |
205,898 |
141,081 |
-64,817 |
-31.5% |
784,347 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9764 |
0.9602 |
|
| R3 |
0.9730 |
0.9684 |
0.9580 |
|
| R2 |
0.9649 |
0.9649 |
0.9572 |
|
| R1 |
0.9603 |
0.9603 |
0.9565 |
0.9586 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9560 |
| S1 |
0.9523 |
0.9523 |
0.9550 |
0.9506 |
| S2 |
0.9488 |
0.9488 |
0.9543 |
|
| S3 |
0.9408 |
0.9442 |
0.9535 |
|
| S4 |
0.9327 |
0.9362 |
0.9513 |
|
|
| 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 |
0.9615 |
0.9434 |
0.0181 |
1.9% |
0.0070 |
0.7% |
69% |
True |
False |
159,676 |
| 10 |
0.9615 |
0.9382 |
0.0233 |
2.4% |
0.0069 |
0.7% |
75% |
True |
False |
127,737 |
| 20 |
0.9615 |
0.9360 |
0.0255 |
2.7% |
0.0069 |
0.7% |
78% |
True |
False |
69,342 |
| 40 |
0.9615 |
0.9126 |
0.0489 |
5.1% |
0.0072 |
0.8% |
88% |
True |
False |
34,834 |
| 60 |
0.9615 |
0.8902 |
0.0713 |
7.5% |
0.0068 |
0.7% |
92% |
True |
False |
23,266 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.5% |
0.0058 |
0.6% |
92% |
True |
False |
17,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9957 |
|
2.618 |
0.9825 |
|
1.618 |
0.9745 |
|
1.000 |
0.9695 |
|
0.618 |
0.9664 |
|
HIGH |
0.9615 |
|
0.618 |
0.9584 |
|
0.500 |
0.9574 |
|
0.382 |
0.9565 |
|
LOW |
0.9534 |
|
0.618 |
0.9484 |
|
1.000 |
0.9454 |
|
1.618 |
0.9404 |
|
2.618 |
0.9323 |
|
4.250 |
0.9192 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9554 |
| PP |
0.9569 |
0.9551 |
| S1 |
0.9563 |
0.9548 |
|