CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8933 |
0.8916 |
-0.0017 |
-0.2% |
0.8950 |
| High |
0.8943 |
0.8918 |
-0.0025 |
-0.3% |
0.9007 |
| Low |
0.8901 |
0.8876 |
-0.0025 |
-0.3% |
0.8863 |
| Close |
0.8920 |
0.8908 |
-0.0013 |
-0.1% |
0.8920 |
| Range |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0144 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
200,720 |
156,927 |
-43,793 |
-21.8% |
1,037,417 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9028 |
0.9010 |
0.8931 |
|
| R3 |
0.8985 |
0.8968 |
0.8919 |
|
| R2 |
0.8943 |
0.8943 |
0.8915 |
|
| R1 |
0.8925 |
0.8925 |
0.8911 |
0.8913 |
| PP |
0.8900 |
0.8900 |
0.8900 |
0.8894 |
| S1 |
0.8883 |
0.8883 |
0.8904 |
0.8870 |
| S2 |
0.8858 |
0.8858 |
0.8900 |
|
| S3 |
0.8815 |
0.8840 |
0.8896 |
|
| S4 |
0.8773 |
0.8798 |
0.8884 |
|
|
| 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 |
0.9004 |
0.8863 |
0.0141 |
1.6% |
0.0064 |
0.7% |
32% |
False |
False |
198,680 |
| 10 |
0.9038 |
0.8863 |
0.0175 |
2.0% |
0.0070 |
0.8% |
25% |
False |
False |
192,187 |
| 20 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0082 |
0.9% |
9% |
False |
False |
131,312 |
| 40 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0074 |
0.8% |
9% |
False |
False |
66,167 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0072 |
0.8% |
19% |
False |
False |
44,172 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0070 |
0.8% |
19% |
False |
False |
33,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9099 |
|
2.618 |
0.9029 |
|
1.618 |
0.8987 |
|
1.000 |
0.8961 |
|
0.618 |
0.8944 |
|
HIGH |
0.8918 |
|
0.618 |
0.8902 |
|
0.500 |
0.8897 |
|
0.382 |
0.8892 |
|
LOW |
0.8876 |
|
0.618 |
0.8849 |
|
1.000 |
0.8833 |
|
1.618 |
0.8807 |
|
2.618 |
0.8764 |
|
4.250 |
0.8695 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8904 |
0.8906 |
| PP |
0.8900 |
0.8905 |
| S1 |
0.8897 |
0.8904 |
|