CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.8978 |
0.0079 |
0.9% |
0.8858 |
| High |
0.8991 |
0.8992 |
0.0001 |
0.0% |
0.8991 |
| Low |
0.8898 |
0.8930 |
0.0033 |
0.4% |
0.8842 |
| Close |
0.8976 |
0.8933 |
-0.0044 |
-0.5% |
0.8976 |
| Range |
0.0093 |
0.0062 |
-0.0032 |
-33.9% |
0.0149 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
371 |
212 |
-159 |
-42.9% |
1,442 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9136 |
0.9096 |
0.8966 |
|
| R3 |
0.9074 |
0.9034 |
0.8949 |
|
| R2 |
0.9013 |
0.9013 |
0.8944 |
|
| R1 |
0.8973 |
0.8973 |
0.8938 |
0.8962 |
| PP |
0.8951 |
0.8951 |
0.8951 |
0.8946 |
| S1 |
0.8911 |
0.8911 |
0.8927 |
0.8901 |
| S2 |
0.8890 |
0.8890 |
0.8921 |
|
| S3 |
0.8828 |
0.8850 |
0.8916 |
|
| S4 |
0.8767 |
0.8788 |
0.8899 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9329 |
0.9058 |
|
| R3 |
0.9234 |
0.9180 |
0.9017 |
|
| R2 |
0.9085 |
0.9085 |
0.9003 |
|
| R1 |
0.9031 |
0.9031 |
0.8990 |
0.9058 |
| PP |
0.8936 |
0.8936 |
0.8936 |
0.8950 |
| S1 |
0.8882 |
0.8882 |
0.8962 |
0.8909 |
| S2 |
0.8787 |
0.8787 |
0.8949 |
|
| S3 |
0.8638 |
0.8733 |
0.8935 |
|
| S4 |
0.8489 |
0.8584 |
0.8894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8992 |
0.8842 |
0.0150 |
1.7% |
0.0062 |
0.7% |
61% |
True |
False |
291 |
| 10 |
0.8992 |
0.8811 |
0.0181 |
2.0% |
0.0052 |
0.6% |
67% |
True |
False |
247 |
| 20 |
0.8992 |
0.8783 |
0.0209 |
2.3% |
0.0053 |
0.6% |
72% |
True |
False |
266 |
| 40 |
0.9049 |
0.8783 |
0.0266 |
3.0% |
0.0051 |
0.6% |
56% |
False |
False |
250 |
| 60 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0057 |
0.6% |
24% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9253 |
|
2.618 |
0.9153 |
|
1.618 |
0.9091 |
|
1.000 |
0.9053 |
|
0.618 |
0.9030 |
|
HIGH |
0.8992 |
|
0.618 |
0.8968 |
|
0.500 |
0.8961 |
|
0.382 |
0.8953 |
|
LOW |
0.8930 |
|
0.618 |
0.8892 |
|
1.000 |
0.8869 |
|
1.618 |
0.8830 |
|
2.618 |
0.8769 |
|
4.250 |
0.8669 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8961 |
0.8938 |
| PP |
0.8951 |
0.8936 |
| S1 |
0.8942 |
0.8934 |
|