CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8903 |
0.8925 |
0.0022 |
0.2% |
0.8916 |
| High |
0.8957 |
0.8949 |
-0.0008 |
-0.1% |
0.8932 |
| Low |
0.8890 |
0.8905 |
0.0015 |
0.2% |
0.8828 |
| Close |
0.8926 |
0.8922 |
-0.0004 |
0.0% |
0.8900 |
| Range |
0.0067 |
0.0044 |
-0.0022 |
-33.8% |
0.0104 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
151,122 |
133,060 |
-18,062 |
-12.0% |
795,221 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9057 |
0.9034 |
0.8946 |
|
| R3 |
0.9013 |
0.8990 |
0.8934 |
|
| R2 |
0.8969 |
0.8969 |
0.8930 |
|
| R1 |
0.8946 |
0.8946 |
0.8926 |
0.8936 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8920 |
| S1 |
0.8902 |
0.8902 |
0.8918 |
0.8891 |
| S2 |
0.8881 |
0.8881 |
0.8914 |
|
| S3 |
0.8837 |
0.8858 |
0.8910 |
|
| S4 |
0.8793 |
0.8814 |
0.8898 |
|
|
| 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 |
0.8957 |
0.8828 |
0.0129 |
1.4% |
0.0053 |
0.6% |
73% |
False |
False |
136,662 |
| 10 |
0.8957 |
0.8828 |
0.0129 |
1.4% |
0.0052 |
0.6% |
73% |
False |
False |
153,752 |
| 20 |
0.9166 |
0.8828 |
0.0338 |
3.8% |
0.0067 |
0.7% |
28% |
False |
False |
168,319 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0073 |
0.8% |
18% |
False |
False |
90,706 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0071 |
0.8% |
18% |
False |
False |
60,602 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
22% |
False |
False |
45,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9136 |
|
2.618 |
0.9064 |
|
1.618 |
0.9020 |
|
1.000 |
0.8993 |
|
0.618 |
0.8976 |
|
HIGH |
0.8949 |
|
0.618 |
0.8932 |
|
0.500 |
0.8927 |
|
0.382 |
0.8922 |
|
LOW |
0.8905 |
|
0.618 |
0.8878 |
|
1.000 |
0.8861 |
|
1.618 |
0.8834 |
|
2.618 |
0.8790 |
|
4.250 |
0.8718 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8927 |
0.8923 |
| PP |
0.8925 |
0.8923 |
| S1 |
0.8924 |
0.8922 |
|