CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8855 |
0.8880 |
0.0025 |
0.3% |
0.9005 |
| High |
0.8898 |
0.8888 |
-0.0010 |
-0.1% |
0.9026 |
| Low |
0.8843 |
0.8838 |
-0.0006 |
-0.1% |
0.8875 |
| Close |
0.8862 |
0.8873 |
0.0012 |
0.1% |
0.8879 |
| Range |
0.0055 |
0.0051 |
-0.0004 |
-7.3% |
0.0151 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
129 |
383 |
254 |
196.9% |
1,363 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9018 |
0.8996 |
0.8901 |
|
| R3 |
0.8967 |
0.8945 |
0.8887 |
|
| R2 |
0.8917 |
0.8917 |
0.8882 |
|
| R1 |
0.8895 |
0.8895 |
0.8878 |
0.8881 |
| PP |
0.8866 |
0.8866 |
0.8866 |
0.8859 |
| S1 |
0.8844 |
0.8844 |
0.8868 |
0.8830 |
| S2 |
0.8816 |
0.8816 |
0.8864 |
|
| S3 |
0.8765 |
0.8794 |
0.8859 |
|
| S4 |
0.8715 |
0.8743 |
0.8845 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9280 |
0.8962 |
|
| R3 |
0.9228 |
0.9129 |
0.8920 |
|
| R2 |
0.9077 |
0.9077 |
0.8906 |
|
| R1 |
0.8978 |
0.8978 |
0.8892 |
0.8952 |
| PP |
0.8926 |
0.8926 |
0.8926 |
0.8913 |
| S1 |
0.8827 |
0.8827 |
0.8865 |
0.8801 |
| S2 |
0.8775 |
0.8775 |
0.8851 |
|
| S3 |
0.8624 |
0.8676 |
0.8837 |
|
| S4 |
0.8473 |
0.8525 |
0.8795 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9103 |
|
2.618 |
0.9020 |
|
1.618 |
0.8970 |
|
1.000 |
0.8939 |
|
0.618 |
0.8919 |
|
HIGH |
0.8888 |
|
0.618 |
0.8869 |
|
0.500 |
0.8863 |
|
0.382 |
0.8857 |
|
LOW |
0.8838 |
|
0.618 |
0.8806 |
|
1.000 |
0.8787 |
|
1.618 |
0.8756 |
|
2.618 |
0.8705 |
|
4.250 |
0.8623 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8870 |
0.8897 |
| PP |
0.8866 |
0.8889 |
| S1 |
0.8863 |
0.8881 |
|