CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8901 |
0.8886 |
-0.0015 |
-0.2% |
0.8950 |
| High |
0.8907 |
0.8932 |
0.0026 |
0.3% |
0.9007 |
| Low |
0.8864 |
0.8883 |
0.0020 |
0.2% |
0.8863 |
| Close |
0.8885 |
0.8898 |
0.0013 |
0.1% |
0.8920 |
| Range |
0.0043 |
0.0049 |
0.0006 |
14.0% |
0.0144 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
149,215 |
153,989 |
4,774 |
3.2% |
1,037,417 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9051 |
0.9024 |
0.8925 |
|
| R3 |
0.9002 |
0.8975 |
0.8911 |
|
| R2 |
0.8953 |
0.8953 |
0.8907 |
|
| R1 |
0.8926 |
0.8926 |
0.8902 |
0.8940 |
| PP |
0.8904 |
0.8904 |
0.8904 |
0.8911 |
| S1 |
0.8877 |
0.8877 |
0.8894 |
0.8891 |
| S2 |
0.8855 |
0.8855 |
0.8889 |
|
| S3 |
0.8806 |
0.8828 |
0.8885 |
|
| S4 |
0.8757 |
0.8779 |
0.8871 |
|
|
| 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 |
0.8943 |
0.8864 |
0.0080 |
0.9% |
0.0051 |
0.6% |
43% |
False |
False |
170,842 |
| 10 |
0.9007 |
0.8863 |
0.0144 |
1.6% |
0.0062 |
0.7% |
24% |
False |
False |
186,575 |
| 20 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0077 |
0.9% |
7% |
False |
False |
146,094 |
| 40 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0075 |
0.8% |
7% |
False |
False |
73,735 |
| 60 |
0.9360 |
0.8841 |
0.0519 |
5.8% |
0.0072 |
0.8% |
11% |
False |
False |
49,224 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0069 |
0.8% |
18% |
False |
False |
36,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9140 |
|
2.618 |
0.9060 |
|
1.618 |
0.9011 |
|
1.000 |
0.8981 |
|
0.618 |
0.8962 |
|
HIGH |
0.8932 |
|
0.618 |
0.8913 |
|
0.500 |
0.8908 |
|
0.382 |
0.8902 |
|
LOW |
0.8883 |
|
0.618 |
0.8853 |
|
1.000 |
0.8834 |
|
1.618 |
0.8804 |
|
2.618 |
0.8755 |
|
4.250 |
0.8675 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8908 |
0.8898 |
| PP |
0.8904 |
0.8898 |
| S1 |
0.8901 |
0.8898 |
|