CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8916 |
0.8901 |
-0.0015 |
-0.2% |
0.8950 |
High |
0.8918 |
0.8907 |
-0.0012 |
-0.1% |
0.9007 |
Low |
0.8876 |
0.8864 |
-0.0012 |
-0.1% |
0.8863 |
Close |
0.8908 |
0.8885 |
-0.0023 |
-0.3% |
0.8920 |
Range |
0.0043 |
0.0043 |
0.0001 |
1.2% |
0.0144 |
ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
156,927 |
149,215 |
-7,712 |
-4.9% |
1,037,417 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9014 |
0.8993 |
0.8909 |
|
R3 |
0.8971 |
0.8950 |
0.8897 |
|
R2 |
0.8928 |
0.8928 |
0.8893 |
|
R1 |
0.8907 |
0.8907 |
0.8889 |
0.8896 |
PP |
0.8885 |
0.8885 |
0.8885 |
0.8880 |
S1 |
0.8864 |
0.8864 |
0.8881 |
0.8853 |
S2 |
0.8842 |
0.8842 |
0.8877 |
|
S3 |
0.8799 |
0.8821 |
0.8873 |
|
S4 |
0.8756 |
0.8778 |
0.8861 |
|
|
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 |
0.8945 |
0.8863 |
0.0082 |
0.9% |
0.0057 |
0.6% |
27% |
False |
False |
191,137 |
10 |
0.9038 |
0.8863 |
0.0175 |
2.0% |
0.0069 |
0.8% |
13% |
False |
False |
190,501 |
20 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0078 |
0.9% |
4% |
False |
False |
138,562 |
40 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0075 |
0.8% |
4% |
False |
False |
69,896 |
60 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0072 |
0.8% |
15% |
False |
False |
46,658 |
80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0069 |
0.8% |
15% |
False |
False |
35,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9089 |
2.618 |
0.9019 |
1.618 |
0.8976 |
1.000 |
0.8950 |
0.618 |
0.8933 |
HIGH |
0.8907 |
0.618 |
0.8890 |
0.500 |
0.8885 |
0.382 |
0.8880 |
LOW |
0.8864 |
0.618 |
0.8837 |
1.000 |
0.8821 |
1.618 |
0.8794 |
2.618 |
0.8751 |
4.250 |
0.8681 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8885 |
0.8903 |
PP |
0.8885 |
0.8897 |
S1 |
0.8885 |
0.8891 |
|