CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9536 |
-0.0074 |
-0.8% |
0.9489 |
| High |
0.9615 |
0.9546 |
-0.0069 |
-0.7% |
0.9614 |
| Low |
0.9534 |
0.9494 |
-0.0040 |
-0.4% |
0.9434 |
| Close |
0.9558 |
0.9528 |
-0.0030 |
-0.3% |
0.9596 |
| Range |
0.0081 |
0.0052 |
-0.0029 |
-36.0% |
0.0180 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
141,081 |
140,964 |
-117 |
-0.1% |
784,347 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9677 |
0.9654 |
0.9556 |
|
| R3 |
0.9625 |
0.9602 |
0.9542 |
|
| R2 |
0.9574 |
0.9574 |
0.9537 |
|
| R1 |
0.9551 |
0.9551 |
0.9532 |
0.9537 |
| PP |
0.9522 |
0.9522 |
0.9522 |
0.9515 |
| S1 |
0.9499 |
0.9499 |
0.9523 |
0.9485 |
| S2 |
0.9471 |
0.9471 |
0.9518 |
|
| S3 |
0.9419 |
0.9448 |
0.9513 |
|
| S4 |
0.9368 |
0.9396 |
0.9499 |
|
|
| 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% |
0.0068 |
0.7% |
52% |
False |
False |
163,634 |
| 10 |
0.9615 |
0.9431 |
0.0184 |
1.9% |
0.0064 |
0.7% |
53% |
False |
False |
138,221 |
| 20 |
0.9615 |
0.9372 |
0.0243 |
2.5% |
0.0068 |
0.7% |
64% |
False |
False |
76,363 |
| 40 |
0.9615 |
0.9126 |
0.0489 |
5.1% |
0.0073 |
0.8% |
82% |
False |
False |
38,353 |
| 60 |
0.9615 |
0.8902 |
0.0713 |
7.5% |
0.0069 |
0.7% |
88% |
False |
False |
25,615 |
| 80 |
0.9615 |
0.8894 |
0.0721 |
7.6% |
0.0058 |
0.6% |
88% |
False |
False |
19,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9764 |
|
2.618 |
0.9680 |
|
1.618 |
0.9629 |
|
1.000 |
0.9597 |
|
0.618 |
0.9577 |
|
HIGH |
0.9546 |
|
0.618 |
0.9526 |
|
0.500 |
0.9520 |
|
0.382 |
0.9514 |
|
LOW |
0.9494 |
|
0.618 |
0.9462 |
|
1.000 |
0.9442 |
|
1.618 |
0.9411 |
|
2.618 |
0.9359 |
|
4.250 |
0.9275 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9525 |
0.9554 |
| PP |
0.9522 |
0.9545 |
| S1 |
0.9520 |
0.9536 |
|