CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8906 |
0.8903 |
-0.0003 |
0.0% |
0.8916 |
| High |
0.8930 |
0.8957 |
0.0027 |
0.3% |
0.8932 |
| Low |
0.8897 |
0.8890 |
-0.0007 |
-0.1% |
0.8828 |
| Close |
0.8902 |
0.8926 |
0.0025 |
0.3% |
0.8900 |
| Range |
0.0034 |
0.0067 |
0.0033 |
98.5% |
0.0104 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
64,040 |
151,122 |
87,082 |
136.0% |
795,221 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9124 |
0.9091 |
0.8963 |
|
| R3 |
0.9057 |
0.9025 |
0.8944 |
|
| R2 |
0.8991 |
0.8991 |
0.8938 |
|
| R1 |
0.8958 |
0.8958 |
0.8932 |
0.8975 |
| PP |
0.8924 |
0.8924 |
0.8924 |
0.8932 |
| S1 |
0.8892 |
0.8892 |
0.8920 |
0.8908 |
| S2 |
0.8858 |
0.8858 |
0.8914 |
|
| S3 |
0.8791 |
0.8825 |
0.8908 |
|
| S4 |
0.8725 |
0.8759 |
0.8889 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9199 |
0.9153 |
0.8957 |
|
| R3 |
0.9095 |
0.9049 |
0.8928 |
|
| R2 |
0.8991 |
0.8991 |
0.8919 |
|
| R1 |
0.8945 |
0.8945 |
0.8909 |
0.8916 |
| PP |
0.8887 |
0.8887 |
0.8887 |
0.8872 |
| S1 |
0.8841 |
0.8841 |
0.8890 |
0.8812 |
| S2 |
0.8783 |
0.8783 |
0.8880 |
|
| S3 |
0.8679 |
0.8737 |
0.8871 |
|
| S4 |
0.8575 |
0.8633 |
0.8842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8957 |
0.8828 |
0.0129 |
1.4% |
0.0054 |
0.6% |
76% |
True |
False |
140,848 |
| 10 |
0.8957 |
0.8828 |
0.0129 |
1.4% |
0.0056 |
0.6% |
76% |
True |
False |
165,993 |
| 20 |
0.9166 |
0.8828 |
0.0338 |
3.8% |
0.0068 |
0.8% |
29% |
False |
False |
167,440 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0075 |
0.8% |
18% |
False |
False |
87,394 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0071 |
0.8% |
18% |
False |
False |
58,391 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
23% |
False |
False |
43,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9239 |
|
2.618 |
0.9131 |
|
1.618 |
0.9064 |
|
1.000 |
0.9023 |
|
0.618 |
0.8998 |
|
HIGH |
0.8957 |
|
0.618 |
0.8931 |
|
0.500 |
0.8923 |
|
0.382 |
0.8915 |
|
LOW |
0.8890 |
|
0.618 |
0.8849 |
|
1.000 |
0.8824 |
|
1.618 |
0.8782 |
|
2.618 |
0.8716 |
|
4.250 |
0.8607 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8925 |
0.8915 |
| PP |
0.8924 |
0.8904 |
| S1 |
0.8923 |
0.8892 |
|