CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8899 |
0.0022 |
0.2% |
0.8808 |
| High |
0.8925 |
0.8926 |
0.0002 |
0.0% |
0.8926 |
| Low |
0.8860 |
0.8871 |
0.0011 |
0.1% |
0.8793 |
| Close |
0.8915 |
0.8880 |
-0.0035 |
-0.4% |
0.8880 |
| Range |
0.0065 |
0.0056 |
-0.0010 |
-14.6% |
0.0133 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
165,280 |
51,013 |
-114,267 |
-69.1% |
757,070 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9059 |
0.9025 |
0.8911 |
|
| R3 |
0.9003 |
0.8969 |
0.8895 |
|
| R2 |
0.8948 |
0.8948 |
0.8890 |
|
| R1 |
0.8914 |
0.8914 |
0.8885 |
0.8903 |
| PP |
0.8892 |
0.8892 |
0.8892 |
0.8887 |
| S1 |
0.8858 |
0.8858 |
0.8875 |
0.8848 |
| S2 |
0.8837 |
0.8837 |
0.8870 |
|
| S3 |
0.8781 |
0.8803 |
0.8865 |
|
| S4 |
0.8726 |
0.8747 |
0.8849 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9206 |
0.8953 |
|
| R3 |
0.9132 |
0.9073 |
0.8917 |
|
| R2 |
0.8999 |
0.8999 |
0.8904 |
|
| R1 |
0.8940 |
0.8940 |
0.8892 |
0.8970 |
| PP |
0.8866 |
0.8866 |
0.8866 |
0.8881 |
| S1 |
0.8807 |
0.8807 |
0.8868 |
0.8837 |
| S2 |
0.8733 |
0.8733 |
0.8856 |
|
| S3 |
0.8600 |
0.8674 |
0.8843 |
|
| S4 |
0.8467 |
0.8541 |
0.8807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8926 |
0.8793 |
0.0133 |
1.5% |
0.0055 |
0.6% |
65% |
True |
False |
151,414 |
| 10 |
0.8934 |
0.8793 |
0.0141 |
1.6% |
0.0054 |
0.6% |
62% |
False |
False |
148,481 |
| 20 |
0.9030 |
0.8793 |
0.0237 |
2.7% |
0.0064 |
0.7% |
37% |
False |
False |
169,149 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0061 |
0.7% |
50% |
False |
False |
166,568 |
| 60 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0060 |
0.7% |
50% |
False |
False |
164,764 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
24% |
False |
False |
139,455 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
24% |
False |
False |
111,685 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
24% |
False |
False |
93,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9162 |
|
2.618 |
0.9071 |
|
1.618 |
0.9016 |
|
1.000 |
0.8982 |
|
0.618 |
0.8960 |
|
HIGH |
0.8926 |
|
0.618 |
0.8905 |
|
0.500 |
0.8898 |
|
0.382 |
0.8892 |
|
LOW |
0.8871 |
|
0.618 |
0.8836 |
|
1.000 |
0.8815 |
|
1.618 |
0.8781 |
|
2.618 |
0.8725 |
|
4.250 |
0.8635 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8898 |
0.8875 |
| PP |
0.8892 |
0.8871 |
| S1 |
0.8886 |
0.8866 |
|