CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9015 |
-0.0045 |
-0.5% |
0.8978 |
| High |
0.9068 |
0.9029 |
-0.0040 |
-0.4% |
0.9058 |
| Low |
0.9015 |
0.8970 |
-0.0045 |
-0.5% |
0.8930 |
| Close |
0.9016 |
0.8996 |
-0.0020 |
-0.2% |
0.9017 |
| Range |
0.0053 |
0.0059 |
0.0006 |
10.4% |
0.0128 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
| Volume |
482 |
1,580 |
1,098 |
227.8% |
2,093 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9174 |
0.9143 |
0.9028 |
|
| R3 |
0.9115 |
0.9085 |
0.9012 |
|
| R2 |
0.9057 |
0.9057 |
0.9007 |
|
| R1 |
0.9026 |
0.9026 |
0.9001 |
0.9012 |
| PP |
0.8998 |
0.8998 |
0.8998 |
0.8991 |
| S1 |
0.8968 |
0.8968 |
0.8991 |
0.8954 |
| S2 |
0.8940 |
0.8940 |
0.8985 |
|
| S3 |
0.8881 |
0.8909 |
0.8980 |
|
| S4 |
0.8823 |
0.8851 |
0.8964 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9384 |
0.9328 |
0.9087 |
|
| R3 |
0.9257 |
0.9201 |
0.9052 |
|
| R2 |
0.9129 |
0.9129 |
0.9040 |
|
| R1 |
0.9073 |
0.9073 |
0.9029 |
0.9101 |
| PP |
0.9002 |
0.9002 |
0.9002 |
0.9016 |
| S1 |
0.8946 |
0.8946 |
0.9005 |
0.8974 |
| S2 |
0.8874 |
0.8874 |
0.8994 |
|
| S3 |
0.8747 |
0.8818 |
0.8982 |
|
| S4 |
0.8619 |
0.8691 |
0.8947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9073 |
0.8959 |
0.0114 |
1.3% |
0.0062 |
0.7% |
32% |
False |
False |
1,045 |
| 10 |
0.9073 |
0.8875 |
0.0198 |
2.2% |
0.0062 |
0.7% |
61% |
False |
False |
647 |
| 20 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0055 |
0.6% |
73% |
False |
False |
489 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0052 |
0.6% |
73% |
False |
False |
380 |
| 60 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0056 |
0.6% |
35% |
False |
False |
274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9277 |
|
2.618 |
0.9182 |
|
1.618 |
0.9123 |
|
1.000 |
0.9087 |
|
0.618 |
0.9065 |
|
HIGH |
0.9029 |
|
0.618 |
0.9006 |
|
0.500 |
0.8999 |
|
0.382 |
0.8992 |
|
LOW |
0.8970 |
|
0.618 |
0.8934 |
|
1.000 |
0.8912 |
|
1.618 |
0.8875 |
|
2.618 |
0.8817 |
|
4.250 |
0.8721 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8999 |
0.9022 |
| PP |
0.8998 |
0.9013 |
| S1 |
0.8997 |
0.9005 |
|