CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8945 |
0.8897 |
-0.0048 |
-0.5% |
0.9034 |
| High |
0.8945 |
0.8940 |
-0.0005 |
-0.1% |
0.9046 |
| Low |
0.8863 |
0.8865 |
0.0002 |
0.0% |
0.8906 |
| Close |
0.8905 |
0.8928 |
0.0023 |
0.3% |
0.8959 |
| Range |
0.0082 |
0.0076 |
-0.0007 |
-7.9% |
0.0141 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
255,467 |
193,360 |
-62,107 |
-24.3% |
854,970 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9137 |
0.9108 |
0.8969 |
|
| R3 |
0.9062 |
0.9032 |
0.8948 |
|
| R2 |
0.8986 |
0.8986 |
0.8941 |
|
| R1 |
0.8957 |
0.8957 |
0.8934 |
0.8972 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8918 |
| S1 |
0.8881 |
0.8881 |
0.8921 |
0.8896 |
| S2 |
0.8835 |
0.8835 |
0.8914 |
|
| S3 |
0.8760 |
0.8806 |
0.8907 |
|
| S4 |
0.8684 |
0.8730 |
0.8886 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9316 |
0.9036 |
|
| R3 |
0.9251 |
0.9175 |
0.8997 |
|
| R2 |
0.9111 |
0.9111 |
0.8984 |
|
| R1 |
0.9035 |
0.9035 |
0.8971 |
0.9002 |
| PP |
0.8970 |
0.8970 |
0.8970 |
0.8954 |
| S1 |
0.8894 |
0.8894 |
0.8946 |
0.8862 |
| S2 |
0.8830 |
0.8830 |
0.8933 |
|
| S3 |
0.8689 |
0.8754 |
0.8920 |
|
| S4 |
0.8549 |
0.8613 |
0.8881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9007 |
0.8863 |
0.0144 |
1.6% |
0.0079 |
0.9% |
45% |
False |
False |
201,680 |
| 10 |
0.9166 |
0.8863 |
0.0303 |
3.4% |
0.0081 |
0.9% |
21% |
False |
False |
192,103 |
| 20 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0084 |
0.9% |
13% |
False |
False |
113,593 |
| 40 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0077 |
0.9% |
13% |
False |
False |
57,236 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0073 |
0.8% |
23% |
False |
False |
38,213 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0070 |
0.8% |
23% |
False |
False |
28,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9261 |
|
2.618 |
0.9138 |
|
1.618 |
0.9062 |
|
1.000 |
0.9016 |
|
0.618 |
0.8987 |
|
HIGH |
0.8940 |
|
0.618 |
0.8911 |
|
0.500 |
0.8902 |
|
0.382 |
0.8893 |
|
LOW |
0.8865 |
|
0.618 |
0.8818 |
|
1.000 |
0.8789 |
|
1.618 |
0.8742 |
|
2.618 |
0.8667 |
|
4.250 |
0.8544 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8919 |
0.8934 |
| PP |
0.8911 |
0.8932 |
| S1 |
0.8902 |
0.8930 |
|