CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8959 |
0.8894 |
-0.0065 |
-0.7% |
0.8925 |
| High |
0.8962 |
0.8895 |
-0.0068 |
-0.8% |
0.8981 |
| Low |
0.8889 |
0.8856 |
-0.0034 |
-0.4% |
0.8856 |
| Close |
0.8891 |
0.8861 |
-0.0030 |
-0.3% |
0.8861 |
| Range |
0.0073 |
0.0039 |
-0.0034 |
-46.6% |
0.0126 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
5,851 |
24,732 |
18,881 |
322.7% |
62,381 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8987 |
0.8963 |
0.8882 |
|
| R3 |
0.8948 |
0.8924 |
0.8872 |
|
| R2 |
0.8909 |
0.8909 |
0.8868 |
|
| R1 |
0.8885 |
0.8885 |
0.8865 |
0.8878 |
| PP |
0.8870 |
0.8870 |
0.8870 |
0.8867 |
| S1 |
0.8846 |
0.8846 |
0.8857 |
0.8839 |
| S2 |
0.8831 |
0.8831 |
0.8854 |
|
| S3 |
0.8792 |
0.8807 |
0.8850 |
|
| S4 |
0.8753 |
0.8768 |
0.8840 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9194 |
0.8930 |
|
| R3 |
0.9150 |
0.9068 |
0.8896 |
|
| R2 |
0.9025 |
0.9025 |
0.8884 |
|
| R1 |
0.8943 |
0.8943 |
0.8873 |
0.8921 |
| PP |
0.8899 |
0.8899 |
0.8899 |
0.8888 |
| S1 |
0.8817 |
0.8817 |
0.8849 |
0.8796 |
| S2 |
0.8774 |
0.8774 |
0.8838 |
|
| S3 |
0.8648 |
0.8692 |
0.8826 |
|
| S4 |
0.8523 |
0.8566 |
0.8792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8981 |
0.8856 |
0.0126 |
1.4% |
0.0051 |
0.6% |
4% |
False |
True |
12,476 |
| 10 |
0.9073 |
0.8856 |
0.0218 |
2.5% |
0.0061 |
0.7% |
3% |
False |
True |
7,844 |
| 20 |
0.9073 |
0.8842 |
0.0232 |
2.6% |
0.0058 |
0.7% |
8% |
False |
False |
4,104 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0056 |
0.6% |
27% |
False |
False |
2,179 |
| 60 |
0.9204 |
0.8783 |
0.0422 |
4.8% |
0.0055 |
0.6% |
19% |
False |
False |
1,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9060 |
|
2.618 |
0.8997 |
|
1.618 |
0.8958 |
|
1.000 |
0.8934 |
|
0.618 |
0.8919 |
|
HIGH |
0.8895 |
|
0.618 |
0.8880 |
|
0.500 |
0.8875 |
|
0.382 |
0.8870 |
|
LOW |
0.8856 |
|
0.618 |
0.8831 |
|
1.000 |
0.8817 |
|
1.618 |
0.8792 |
|
2.618 |
0.8753 |
|
4.250 |
0.8690 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8875 |
0.8918 |
| PP |
0.8870 |
0.8899 |
| S1 |
0.8866 |
0.8880 |
|