CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8927 |
0.0069 |
0.8% |
0.8925 |
| High |
0.8944 |
0.8974 |
0.0030 |
0.3% |
0.8981 |
| Low |
0.8855 |
0.8908 |
0.0054 |
0.6% |
0.8856 |
| Close |
0.8940 |
0.8964 |
0.0024 |
0.3% |
0.8861 |
| Range |
0.0089 |
0.0066 |
-0.0024 |
-26.4% |
0.0126 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
| Volume |
113,764 |
87,758 |
-26,006 |
-22.9% |
62,381 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9145 |
0.9120 |
0.9000 |
|
| R3 |
0.9079 |
0.9054 |
0.8982 |
|
| R2 |
0.9014 |
0.9014 |
0.8976 |
|
| R1 |
0.8989 |
0.8989 |
0.8970 |
0.9001 |
| PP |
0.8948 |
0.8948 |
0.8948 |
0.8955 |
| S1 |
0.8923 |
0.8923 |
0.8957 |
0.8936 |
| S2 |
0.8883 |
0.8883 |
0.8951 |
|
| S3 |
0.8817 |
0.8858 |
0.8945 |
|
| S4 |
0.8752 |
0.8792 |
0.8927 |
|
|
| 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 |
0.8974 |
0.8841 |
0.0133 |
1.5% |
0.0052 |
0.6% |
92% |
True |
False |
65,297 |
| 10 |
0.9023 |
0.8841 |
0.0183 |
2.0% |
0.0058 |
0.7% |
67% |
False |
False |
37,210 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0060 |
0.7% |
53% |
False |
False |
19,138 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0057 |
0.6% |
62% |
False |
False |
9,714 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0053 |
0.6% |
62% |
False |
False |
6,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9252 |
|
2.618 |
0.9145 |
|
1.618 |
0.9079 |
|
1.000 |
0.9039 |
|
0.618 |
0.9014 |
|
HIGH |
0.8974 |
|
0.618 |
0.8948 |
|
0.500 |
0.8941 |
|
0.382 |
0.8933 |
|
LOW |
0.8908 |
|
0.618 |
0.8868 |
|
1.000 |
0.8843 |
|
1.618 |
0.8802 |
|
2.618 |
0.8737 |
|
4.250 |
0.8630 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8945 |
| PP |
0.8948 |
0.8926 |
| S1 |
0.8941 |
0.8907 |
|