CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.8942 |
0.0017 |
0.2% |
0.9016 |
| High |
0.8952 |
0.8950 |
-0.0002 |
0.0% |
0.9073 |
| Low |
0.8896 |
0.8912 |
0.0017 |
0.2% |
0.8914 |
| Close |
0.8931 |
0.8932 |
0.0001 |
0.0% |
0.8976 |
| Range |
0.0056 |
0.0038 |
-0.0018 |
-32.1% |
0.0159 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
7,097 |
12,220 |
5,123 |
72.2% |
16,059 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9045 |
0.9026 |
0.8952 |
|
| R3 |
0.9007 |
0.8988 |
0.8942 |
|
| R2 |
0.8969 |
0.8969 |
0.8938 |
|
| R1 |
0.8950 |
0.8950 |
0.8935 |
0.8941 |
| PP |
0.8931 |
0.8931 |
0.8931 |
0.8926 |
| S1 |
0.8912 |
0.8912 |
0.8928 |
0.8903 |
| S2 |
0.8893 |
0.8893 |
0.8925 |
|
| S3 |
0.8855 |
0.8874 |
0.8921 |
|
| S4 |
0.8817 |
0.8836 |
0.8911 |
|
|
| 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 |
0.9029 |
0.8896 |
0.0133 |
1.5% |
0.0066 |
0.7% |
27% |
False |
False |
6,680 |
| 10 |
0.9073 |
0.8896 |
0.0178 |
2.0% |
0.0062 |
0.7% |
20% |
False |
False |
3,725 |
| 20 |
0.9073 |
0.8811 |
0.0262 |
2.9% |
0.0057 |
0.6% |
46% |
False |
False |
1,986 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0054 |
0.6% |
51% |
False |
False |
1,114 |
| 60 |
0.9235 |
0.8783 |
0.0452 |
5.1% |
0.0056 |
0.6% |
33% |
False |
False |
801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9112 |
|
2.618 |
0.9049 |
|
1.618 |
0.9011 |
|
1.000 |
0.8988 |
|
0.618 |
0.8973 |
|
HIGH |
0.8950 |
|
0.618 |
0.8935 |
|
0.500 |
0.8931 |
|
0.382 |
0.8927 |
|
LOW |
0.8912 |
|
0.618 |
0.8889 |
|
1.000 |
0.8874 |
|
1.618 |
0.8851 |
|
2.618 |
0.8813 |
|
4.250 |
0.8751 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8931 |
0.8959 |
| PP |
0.8931 |
0.8950 |
| S1 |
0.8931 |
0.8941 |
|