CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 18-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.8949 |
0.8930 |
-0.0019 |
-0.2% |
0.8853 |
High |
0.8978 |
0.8957 |
-0.0021 |
-0.2% |
0.8978 |
Low |
0.8924 |
0.8916 |
-0.0008 |
-0.1% |
0.8841 |
Close |
0.8933 |
0.8936 |
0.0003 |
0.0% |
0.8933 |
Range |
0.0054 |
0.0041 |
-0.0013 |
-24.1% |
0.0137 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
160,190 |
83,628 |
-76,562 |
-47.8% |
461,943 |
|
Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9059 |
0.9038 |
0.8958 |
|
R3 |
0.9018 |
0.8997 |
0.8947 |
|
R2 |
0.8977 |
0.8977 |
0.8943 |
|
R1 |
0.8956 |
0.8956 |
0.8939 |
0.8967 |
PP |
0.8936 |
0.8936 |
0.8936 |
0.8941 |
S1 |
0.8915 |
0.8915 |
0.8932 |
0.8926 |
S2 |
0.8895 |
0.8895 |
0.8928 |
|
S3 |
0.8854 |
0.8874 |
0.8924 |
|
S4 |
0.8813 |
0.8833 |
0.8913 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9328 |
0.9268 |
0.9008 |
|
R3 |
0.9191 |
0.9131 |
0.8971 |
|
R2 |
0.9054 |
0.9054 |
0.8958 |
|
R1 |
0.8994 |
0.8994 |
0.8946 |
0.9024 |
PP |
0.8917 |
0.8917 |
0.8917 |
0.8932 |
S1 |
0.8857 |
0.8857 |
0.8920 |
0.8887 |
S2 |
0.8780 |
0.8780 |
0.8908 |
|
S3 |
0.8643 |
0.8720 |
0.8895 |
|
S4 |
0.8506 |
0.8583 |
0.8858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0056 |
0.6% |
69% |
False |
False |
100,105 |
10 |
0.8981 |
0.8841 |
0.0141 |
1.6% |
0.0051 |
0.6% |
68% |
False |
False |
60,085 |
20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0058 |
0.6% |
41% |
False |
False |
31,305 |
40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
53% |
False |
False |
15,783 |
60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0054 |
0.6% |
53% |
False |
False |
10,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9131 |
2.618 |
0.9064 |
1.618 |
0.9023 |
1.000 |
0.8998 |
0.618 |
0.8982 |
HIGH |
0.8957 |
0.618 |
0.8941 |
0.500 |
0.8937 |
0.382 |
0.8932 |
LOW |
0.8916 |
0.618 |
0.8891 |
1.000 |
0.8875 |
1.618 |
0.8850 |
2.618 |
0.8809 |
4.250 |
0.8742 |
|
|
Fisher Pivots for day following 18-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8937 |
0.8943 |
PP |
0.8936 |
0.8940 |
S1 |
0.8936 |
0.8938 |
|