CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8894 |
0.8894 |
-0.0001 |
0.0% |
0.8916 |
| High |
0.8924 |
0.8908 |
-0.0016 |
-0.2% |
0.8932 |
| Low |
0.8883 |
0.8828 |
-0.0055 |
-0.6% |
0.8828 |
| Close |
0.8889 |
0.8900 |
0.0011 |
0.1% |
0.8900 |
| Range |
0.0042 |
0.0080 |
0.0039 |
92.8% |
0.0104 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
137,900 |
197,190 |
59,290 |
43.0% |
795,221 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9119 |
0.9089 |
0.8944 |
|
| R3 |
0.9039 |
0.9009 |
0.8922 |
|
| R2 |
0.8959 |
0.8959 |
0.8914 |
|
| R1 |
0.8929 |
0.8929 |
0.8907 |
0.8944 |
| PP |
0.8879 |
0.8879 |
0.8879 |
0.8886 |
| S1 |
0.8849 |
0.8849 |
0.8892 |
0.8864 |
| S2 |
0.8799 |
0.8799 |
0.8885 |
|
| S3 |
0.8719 |
0.8769 |
0.8878 |
|
| S4 |
0.8639 |
0.8689 |
0.8856 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9199 |
0.9153 |
0.8957 |
|
| R3 |
0.9095 |
0.9049 |
0.8928 |
|
| R2 |
0.8991 |
0.8991 |
0.8919 |
|
| R1 |
0.8945 |
0.8945 |
0.8909 |
0.8916 |
| PP |
0.8887 |
0.8887 |
0.8887 |
0.8872 |
| S1 |
0.8841 |
0.8841 |
0.8890 |
0.8812 |
| S2 |
0.8783 |
0.8783 |
0.8880 |
|
| S3 |
0.8679 |
0.8737 |
0.8871 |
|
| S4 |
0.8575 |
0.8633 |
0.8842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8932 |
0.8828 |
0.0104 |
1.2% |
0.0051 |
0.6% |
69% |
False |
True |
159,044 |
| 10 |
0.9007 |
0.8828 |
0.0179 |
2.0% |
0.0062 |
0.7% |
40% |
False |
True |
183,263 |
| 20 |
0.9286 |
0.8828 |
0.0458 |
5.1% |
0.0073 |
0.8% |
16% |
False |
True |
161,777 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0075 |
0.8% |
13% |
False |
True |
82,066 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0072 |
0.8% |
13% |
False |
True |
54,807 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0069 |
0.8% |
18% |
False |
False |
41,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9248 |
|
2.618 |
0.9117 |
|
1.618 |
0.9037 |
|
1.000 |
0.8988 |
|
0.618 |
0.8957 |
|
HIGH |
0.8908 |
|
0.618 |
0.8877 |
|
0.500 |
0.8868 |
|
0.382 |
0.8859 |
|
LOW |
0.8828 |
|
0.618 |
0.8779 |
|
1.000 |
0.8748 |
|
1.618 |
0.8699 |
|
2.618 |
0.8619 |
|
4.250 |
0.8488 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8889 |
0.8893 |
| PP |
0.8879 |
0.8887 |
| S1 |
0.8868 |
0.8880 |
|