CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8942 |
0.8931 |
-0.0011 |
-0.1% |
0.9016 |
| High |
0.8950 |
0.8981 |
0.0031 |
0.3% |
0.9073 |
| Low |
0.8912 |
0.8931 |
0.0019 |
0.2% |
0.8914 |
| Close |
0.8932 |
0.8956 |
0.0025 |
0.3% |
0.8976 |
| Range |
0.0038 |
0.0050 |
0.0012 |
31.6% |
0.0159 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
12,220 |
12,481 |
261 |
2.1% |
16,059 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9106 |
0.9081 |
0.8984 |
|
| R3 |
0.9056 |
0.9031 |
0.8970 |
|
| R2 |
0.9006 |
0.9006 |
0.8965 |
|
| R1 |
0.8981 |
0.8981 |
0.8961 |
0.8994 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8962 |
| S1 |
0.8931 |
0.8931 |
0.8951 |
0.8944 |
| S2 |
0.8906 |
0.8906 |
0.8947 |
|
| S3 |
0.8856 |
0.8881 |
0.8942 |
|
| S4 |
0.8806 |
0.8831 |
0.8929 |
|
|
| 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 |
0.9023 |
0.8896 |
0.0128 |
1.4% |
0.0064 |
0.7% |
47% |
False |
False |
8,860 |
| 10 |
0.9073 |
0.8896 |
0.0178 |
2.0% |
0.0063 |
0.7% |
34% |
False |
False |
4,953 |
| 20 |
0.9073 |
0.8831 |
0.0242 |
2.7% |
0.0057 |
0.6% |
52% |
False |
False |
2,603 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0054 |
0.6% |
60% |
False |
False |
1,417 |
| 60 |
0.9204 |
0.8783 |
0.0422 |
4.7% |
0.0055 |
0.6% |
41% |
False |
False |
1,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9194 |
|
2.618 |
0.9112 |
|
1.618 |
0.9062 |
|
1.000 |
0.9031 |
|
0.618 |
0.9012 |
|
HIGH |
0.8981 |
|
0.618 |
0.8962 |
|
0.500 |
0.8956 |
|
0.382 |
0.8950 |
|
LOW |
0.8931 |
|
0.618 |
0.8900 |
|
1.000 |
0.8881 |
|
1.618 |
0.8850 |
|
2.618 |
0.8800 |
|
4.250 |
0.8719 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8950 |
| PP |
0.8956 |
0.8944 |
| S1 |
0.8956 |
0.8938 |
|