CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8930 |
0.8937 |
0.0007 |
0.1% |
0.8853 |
| High |
0.8957 |
0.8938 |
-0.0020 |
-0.2% |
0.8978 |
| Low |
0.8916 |
0.8891 |
-0.0025 |
-0.3% |
0.8841 |
| Close |
0.8936 |
0.8902 |
-0.0034 |
-0.4% |
0.8933 |
| Range |
0.0041 |
0.0047 |
0.0006 |
13.4% |
0.0137 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
83,628 |
100,722 |
17,094 |
20.4% |
461,943 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9050 |
0.9022 |
0.8928 |
|
| R3 |
0.9003 |
0.8976 |
0.8915 |
|
| R2 |
0.8957 |
0.8957 |
0.8911 |
|
| R1 |
0.8929 |
0.8929 |
0.8906 |
0.8920 |
| PP |
0.8910 |
0.8910 |
0.8910 |
0.8905 |
| S1 |
0.8883 |
0.8883 |
0.8898 |
0.8873 |
| S2 |
0.8864 |
0.8864 |
0.8893 |
|
| S3 |
0.8817 |
0.8836 |
0.8889 |
|
| S4 |
0.8771 |
0.8790 |
0.8876 |
|
|
| 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 |
0.8855 |
0.0123 |
1.4% |
0.0059 |
0.7% |
39% |
False |
False |
109,212 |
| 10 |
0.8981 |
0.8841 |
0.0141 |
1.6% |
0.0052 |
0.6% |
44% |
False |
False |
68,935 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0057 |
0.6% |
26% |
False |
False |
36,330 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
41% |
False |
False |
18,298 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0053 |
0.6% |
41% |
False |
False |
12,277 |
| 80 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0057 |
0.6% |
19% |
False |
False |
9,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9135 |
|
2.618 |
0.9059 |
|
1.618 |
0.9013 |
|
1.000 |
0.8984 |
|
0.618 |
0.8966 |
|
HIGH |
0.8938 |
|
0.618 |
0.8920 |
|
0.500 |
0.8914 |
|
0.382 |
0.8909 |
|
LOW |
0.8891 |
|
0.618 |
0.8862 |
|
1.000 |
0.8845 |
|
1.618 |
0.8816 |
|
2.618 |
0.8769 |
|
4.250 |
0.8693 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8914 |
0.8934 |
| PP |
0.8910 |
0.8924 |
| S1 |
0.8906 |
0.8913 |
|