CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8929 |
0.8925 |
-0.0004 |
0.0% |
0.9016 |
| High |
0.9023 |
0.8952 |
-0.0072 |
-0.8% |
0.9073 |
| Low |
0.8914 |
0.8896 |
-0.0019 |
-0.2% |
0.8914 |
| Close |
0.8976 |
0.8931 |
-0.0046 |
-0.5% |
0.8976 |
| Range |
0.0109 |
0.0056 |
-0.0053 |
-48.6% |
0.0159 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.2% |
0.0000 |
| Volume |
7,973 |
7,097 |
-876 |
-11.0% |
16,059 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9068 |
0.8961 |
|
| R3 |
0.9038 |
0.9012 |
0.8946 |
|
| R2 |
0.8982 |
0.8982 |
0.8941 |
|
| R1 |
0.8956 |
0.8956 |
0.8936 |
0.8969 |
| PP |
0.8926 |
0.8926 |
0.8926 |
0.8932 |
| S1 |
0.8900 |
0.8900 |
0.8925 |
0.8913 |
| S2 |
0.8870 |
0.8870 |
0.8920 |
|
| S3 |
0.8814 |
0.8844 |
0.8915 |
|
| S4 |
0.8758 |
0.8788 |
0.8900 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9465 |
0.9379 |
0.9063 |
|
| R3 |
0.9306 |
0.9220 |
0.9020 |
|
| R2 |
0.9147 |
0.9147 |
0.9005 |
|
| R1 |
0.9061 |
0.9061 |
0.8991 |
0.9025 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8969 |
| S1 |
0.8902 |
0.8902 |
0.8961 |
0.8866 |
| S2 |
0.8829 |
0.8829 |
0.8947 |
|
| S3 |
0.8670 |
0.8743 |
0.8932 |
|
| S4 |
0.8511 |
0.8584 |
0.8889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9068 |
0.8896 |
0.0173 |
1.9% |
0.0069 |
0.8% |
20% |
False |
True |
4,332 |
| 10 |
0.9073 |
0.8896 |
0.0178 |
2.0% |
0.0064 |
0.7% |
20% |
False |
True |
2,524 |
| 20 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0059 |
0.7% |
51% |
False |
False |
1,384 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0054 |
0.6% |
51% |
False |
False |
809 |
| 60 |
0.9312 |
0.8783 |
0.0529 |
5.9% |
0.0057 |
0.6% |
28% |
False |
False |
598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9190 |
|
2.618 |
0.9098 |
|
1.618 |
0.9042 |
|
1.000 |
0.9008 |
|
0.618 |
0.8986 |
|
HIGH |
0.8952 |
|
0.618 |
0.8930 |
|
0.500 |
0.8924 |
|
0.382 |
0.8917 |
|
LOW |
0.8896 |
|
0.618 |
0.8861 |
|
1.000 |
0.8840 |
|
1.618 |
0.8805 |
|
2.618 |
0.8749 |
|
4.250 |
0.8658 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8928 |
0.8959 |
| PP |
0.8926 |
0.8950 |
| S1 |
0.8924 |
0.8940 |
|