CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8949 |
0.8930 |
-0.0019 |
-0.2% |
0.8853 |
| High |
0.8978 |
0.8957 |
-0.0021 |
-0.2% |
0.8978 |
| Low |
0.8924 |
0.8916 |
-0.0008 |
-0.1% |
0.8841 |
| Close |
0.8933 |
0.8936 |
0.0003 |
0.0% |
0.8933 |
| Range |
0.0054 |
0.0041 |
-0.0013 |
-24.1% |
0.0137 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
160,190 |
83,628 |
-76,562 |
-47.8% |
461,943 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9059 |
0.9038 |
0.8958 |
|
| R3 |
0.9018 |
0.8997 |
0.8947 |
|
| R2 |
0.8977 |
0.8977 |
0.8943 |
|
| R1 |
0.8956 |
0.8956 |
0.8939 |
0.8967 |
| PP |
0.8936 |
0.8936 |
0.8936 |
0.8941 |
| S1 |
0.8915 |
0.8915 |
0.8932 |
0.8926 |
| S2 |
0.8895 |
0.8895 |
0.8928 |
|
| S3 |
0.8854 |
0.8874 |
0.8924 |
|
| S4 |
0.8813 |
0.8833 |
0.8913 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9268 |
0.9008 |
|
| R3 |
0.9191 |
0.9131 |
0.8971 |
|
| R2 |
0.9054 |
0.9054 |
0.8958 |
|
| R1 |
0.8994 |
0.8994 |
0.8946 |
0.9024 |
| PP |
0.8917 |
0.8917 |
0.8917 |
0.8932 |
| S1 |
0.8857 |
0.8857 |
0.8920 |
0.8887 |
| S2 |
0.8780 |
0.8780 |
0.8908 |
|
| S3 |
0.8643 |
0.8720 |
0.8895 |
|
| S4 |
0.8506 |
0.8583 |
0.8858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0056 |
0.6% |
69% |
False |
False |
100,105 |
| 10 |
0.8981 |
0.8841 |
0.0141 |
1.6% |
0.0051 |
0.6% |
68% |
False |
False |
60,085 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0058 |
0.6% |
41% |
False |
False |
31,305 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
53% |
False |
False |
15,783 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0054 |
0.6% |
53% |
False |
False |
10,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9131 |
|
2.618 |
0.9064 |
|
1.618 |
0.9023 |
|
1.000 |
0.8998 |
|
0.618 |
0.8982 |
|
HIGH |
0.8957 |
|
0.618 |
0.8941 |
|
0.500 |
0.8937 |
|
0.382 |
0.8932 |
|
LOW |
0.8916 |
|
0.618 |
0.8891 |
|
1.000 |
0.8875 |
|
1.618 |
0.8850 |
|
2.618 |
0.8809 |
|
4.250 |
0.8742 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8937 |
0.8943 |
| PP |
0.8936 |
0.8940 |
| S1 |
0.8936 |
0.8938 |
|