CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8894 |
0.8906 |
0.0013 |
0.1% |
0.8916 |
| High |
0.8908 |
0.8930 |
0.0022 |
0.2% |
0.8932 |
| Low |
0.8828 |
0.8897 |
0.0069 |
0.8% |
0.8828 |
| Close |
0.8900 |
0.8902 |
0.0002 |
0.0% |
0.8900 |
| Range |
0.0080 |
0.0034 |
-0.0047 |
-58.1% |
0.0104 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
197,190 |
64,040 |
-133,150 |
-67.5% |
795,221 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9010 |
0.8989 |
0.8920 |
|
| R3 |
0.8976 |
0.8956 |
0.8911 |
|
| R2 |
0.8943 |
0.8943 |
0.8908 |
|
| R1 |
0.8922 |
0.8922 |
0.8905 |
0.8916 |
| PP |
0.8909 |
0.8909 |
0.8909 |
0.8906 |
| S1 |
0.8889 |
0.8889 |
0.8898 |
0.8882 |
| S2 |
0.8876 |
0.8876 |
0.8895 |
|
| S3 |
0.8842 |
0.8855 |
0.8892 |
|
| S4 |
0.8809 |
0.8822 |
0.8883 |
|
|
| 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% |
0.0049 |
0.6% |
71% |
False |
False |
140,466 |
| 10 |
0.9004 |
0.8828 |
0.0176 |
2.0% |
0.0057 |
0.6% |
42% |
False |
False |
169,573 |
| 20 |
0.9194 |
0.8828 |
0.0366 |
4.1% |
0.0069 |
0.8% |
20% |
False |
False |
163,481 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0074 |
0.8% |
14% |
False |
False |
83,628 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0071 |
0.8% |
14% |
False |
False |
55,873 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
18% |
False |
False |
41,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9072 |
|
2.618 |
0.9018 |
|
1.618 |
0.8984 |
|
1.000 |
0.8964 |
|
0.618 |
0.8951 |
|
HIGH |
0.8930 |
|
0.618 |
0.8917 |
|
0.500 |
0.8913 |
|
0.382 |
0.8909 |
|
LOW |
0.8897 |
|
0.618 |
0.8876 |
|
1.000 |
0.8863 |
|
1.618 |
0.8842 |
|
2.618 |
0.8809 |
|
4.250 |
0.8754 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8913 |
0.8894 |
| PP |
0.8909 |
0.8887 |
| S1 |
0.8905 |
0.8879 |
|