CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.8916 |
-0.0010 |
-0.1% |
0.8916 |
| High |
0.8949 |
0.8944 |
-0.0005 |
-0.1% |
0.8932 |
| Low |
0.8905 |
0.8912 |
0.0007 |
0.1% |
0.8828 |
| Close |
0.8922 |
0.8936 |
0.0014 |
0.2% |
0.8900 |
| Range |
0.0044 |
0.0032 |
-0.0012 |
-27.3% |
0.0104 |
| ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
133,060 |
118,058 |
-15,002 |
-11.3% |
795,221 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9027 |
0.9013 |
0.8954 |
|
| R3 |
0.8995 |
0.8981 |
0.8945 |
|
| R2 |
0.8963 |
0.8963 |
0.8942 |
|
| R1 |
0.8949 |
0.8949 |
0.8939 |
0.8956 |
| PP |
0.8931 |
0.8931 |
0.8931 |
0.8934 |
| S1 |
0.8917 |
0.8917 |
0.8933 |
0.8924 |
| S2 |
0.8899 |
0.8899 |
0.8930 |
|
| S3 |
0.8867 |
0.8885 |
0.8927 |
|
| S4 |
0.8835 |
0.8853 |
0.8918 |
|
|
| 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% |
0.0051 |
0.6% |
84% |
False |
False |
132,694 |
| 10 |
0.8957 |
0.8828 |
0.0129 |
1.4% |
0.0047 |
0.5% |
84% |
False |
False |
146,222 |
| 20 |
0.9166 |
0.8828 |
0.0338 |
3.8% |
0.0064 |
0.7% |
32% |
False |
False |
169,162 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
5.9% |
0.0072 |
0.8% |
20% |
False |
False |
93,648 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
5.9% |
0.0070 |
0.8% |
20% |
False |
False |
62,566 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
24% |
False |
False |
46,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9080 |
|
2.618 |
0.9028 |
|
1.618 |
0.8996 |
|
1.000 |
0.8976 |
|
0.618 |
0.8964 |
|
HIGH |
0.8944 |
|
0.618 |
0.8932 |
|
0.500 |
0.8928 |
|
0.382 |
0.8924 |
|
LOW |
0.8912 |
|
0.618 |
0.8892 |
|
1.000 |
0.8880 |
|
1.618 |
0.8860 |
|
2.618 |
0.8828 |
|
4.250 |
0.8776 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8933 |
0.8932 |
| PP |
0.8931 |
0.8928 |
| S1 |
0.8928 |
0.8923 |
|