CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8897 |
0.8933 |
0.0036 |
0.4% |
0.8950 |
| High |
0.8940 |
0.8943 |
0.0003 |
0.0% |
0.9007 |
| Low |
0.8865 |
0.8901 |
0.0036 |
0.4% |
0.8863 |
| Close |
0.8928 |
0.8920 |
-0.0008 |
-0.1% |
0.8920 |
| Range |
0.0076 |
0.0043 |
-0.0033 |
-43.7% |
0.0144 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
193,360 |
200,720 |
7,360 |
3.8% |
1,037,417 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9049 |
0.9027 |
0.8943 |
|
| R3 |
0.9006 |
0.8984 |
0.8932 |
|
| R2 |
0.8964 |
0.8964 |
0.8928 |
|
| R1 |
0.8942 |
0.8942 |
0.8924 |
0.8932 |
| PP |
0.8921 |
0.8921 |
0.8921 |
0.8916 |
| S1 |
0.8899 |
0.8899 |
0.8916 |
0.8889 |
| S2 |
0.8879 |
0.8879 |
0.8912 |
|
| S3 |
0.8836 |
0.8857 |
0.8908 |
|
| S4 |
0.8794 |
0.8814 |
0.8897 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9284 |
0.8999 |
|
| R3 |
0.9217 |
0.9140 |
0.8959 |
|
| R2 |
0.9073 |
0.9073 |
0.8946 |
|
| R1 |
0.8997 |
0.8997 |
0.8933 |
0.8963 |
| PP |
0.8930 |
0.8930 |
0.8930 |
0.8913 |
| S1 |
0.8853 |
0.8853 |
0.8907 |
0.8820 |
| S2 |
0.8786 |
0.8786 |
0.8894 |
|
| S3 |
0.8643 |
0.8710 |
0.8881 |
|
| S4 |
0.8499 |
0.8566 |
0.8841 |
|
|
| 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% |
0.0073 |
0.8% |
40% |
False |
False |
207,483 |
| 10 |
0.9046 |
0.8863 |
0.0183 |
2.1% |
0.0071 |
0.8% |
31% |
False |
False |
189,238 |
| 20 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0083 |
0.9% |
11% |
False |
False |
123,515 |
| 40 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0076 |
0.8% |
11% |
False |
False |
62,250 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0073 |
0.8% |
21% |
False |
False |
41,557 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0070 |
0.8% |
21% |
False |
False |
31,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9124 |
|
2.618 |
0.9054 |
|
1.618 |
0.9012 |
|
1.000 |
0.8986 |
|
0.618 |
0.8969 |
|
HIGH |
0.8943 |
|
0.618 |
0.8927 |
|
0.500 |
0.8922 |
|
0.382 |
0.8917 |
|
LOW |
0.8901 |
|
0.618 |
0.8874 |
|
1.000 |
0.8858 |
|
1.618 |
0.8832 |
|
2.618 |
0.8789 |
|
4.250 |
0.8720 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8922 |
0.8915 |
| PP |
0.8921 |
0.8909 |
| S1 |
0.8921 |
0.8904 |
|