CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8886 |
0.8894 |
0.0008 |
0.1% |
0.8950 |
| High |
0.8932 |
0.8924 |
-0.0008 |
-0.1% |
0.9007 |
| Low |
0.8883 |
0.8883 |
-0.0001 |
0.0% |
0.8863 |
| Close |
0.8898 |
0.8889 |
-0.0009 |
-0.1% |
0.8920 |
| Range |
0.0049 |
0.0042 |
-0.0008 |
-15.3% |
0.0144 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
153,989 |
137,900 |
-16,089 |
-10.4% |
1,037,417 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8998 |
0.8912 |
|
| R3 |
0.8982 |
0.8956 |
0.8900 |
|
| R2 |
0.8940 |
0.8940 |
0.8897 |
|
| R1 |
0.8915 |
0.8915 |
0.8893 |
0.8907 |
| PP |
0.8899 |
0.8899 |
0.8899 |
0.8895 |
| S1 |
0.8873 |
0.8873 |
0.8885 |
0.8865 |
| S2 |
0.8857 |
0.8857 |
0.8881 |
|
| S3 |
0.8816 |
0.8832 |
0.8878 |
|
| S4 |
0.8774 |
0.8790 |
0.8866 |
|
|
| 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% |
0.0044 |
0.5% |
32% |
False |
False |
159,750 |
| 10 |
0.9007 |
0.8863 |
0.0144 |
1.6% |
0.0061 |
0.7% |
18% |
False |
False |
180,715 |
| 20 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0074 |
0.8% |
5% |
False |
False |
152,575 |
| 40 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0075 |
0.8% |
5% |
False |
False |
77,165 |
| 60 |
0.9360 |
0.8863 |
0.0497 |
5.6% |
0.0071 |
0.8% |
5% |
False |
False |
51,521 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0069 |
0.8% |
16% |
False |
False |
38,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9100 |
|
2.618 |
0.9033 |
|
1.618 |
0.8991 |
|
1.000 |
0.8966 |
|
0.618 |
0.8950 |
|
HIGH |
0.8924 |
|
0.618 |
0.8908 |
|
0.500 |
0.8903 |
|
0.382 |
0.8898 |
|
LOW |
0.8883 |
|
0.618 |
0.8857 |
|
1.000 |
0.8841 |
|
1.618 |
0.8815 |
|
2.618 |
0.8774 |
|
4.250 |
0.8706 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8903 |
0.8898 |
| PP |
0.8899 |
0.8895 |
| S1 |
0.8894 |
0.8892 |
|