CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8916 |
0.8932 |
0.0017 |
0.2% |
0.8906 |
| High |
0.8944 |
0.8979 |
0.0035 |
0.4% |
0.8979 |
| Low |
0.8912 |
0.8928 |
0.0016 |
0.2% |
0.8890 |
| Close |
0.8936 |
0.8962 |
0.0026 |
0.3% |
0.8962 |
| Range |
0.0032 |
0.0051 |
0.0019 |
57.8% |
0.0089 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
118,058 |
158,760 |
40,702 |
34.5% |
625,040 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9086 |
0.8990 |
|
| R3 |
0.9057 |
0.9035 |
0.8976 |
|
| R2 |
0.9007 |
0.9007 |
0.8972 |
|
| R1 |
0.8985 |
0.8985 |
0.8967 |
0.8996 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8962 |
| S1 |
0.8934 |
0.8934 |
0.8958 |
0.8945 |
| S2 |
0.8906 |
0.8906 |
0.8953 |
|
| S3 |
0.8855 |
0.8884 |
0.8949 |
|
| S4 |
0.8805 |
0.8833 |
0.8935 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9209 |
0.9174 |
0.9011 |
|
| R3 |
0.9121 |
0.9086 |
0.8987 |
|
| R2 |
0.9032 |
0.9032 |
0.8979 |
|
| R1 |
0.8997 |
0.8997 |
0.8971 |
0.9015 |
| PP |
0.8944 |
0.8944 |
0.8944 |
0.8952 |
| S1 |
0.8909 |
0.8909 |
0.8954 |
0.8926 |
| S2 |
0.8855 |
0.8855 |
0.8946 |
|
| S3 |
0.8767 |
0.8820 |
0.8938 |
|
| S4 |
0.8678 |
0.8732 |
0.8914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8979 |
0.8890 |
0.0089 |
1.0% |
0.0045 |
0.5% |
82% |
True |
False |
125,008 |
| 10 |
0.8979 |
0.8828 |
0.0151 |
1.7% |
0.0048 |
0.5% |
89% |
True |
False |
142,026 |
| 20 |
0.9046 |
0.8828 |
0.0218 |
2.4% |
0.0060 |
0.7% |
62% |
False |
False |
165,632 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
5.9% |
0.0072 |
0.8% |
25% |
False |
False |
97,582 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
5.9% |
0.0070 |
0.8% |
25% |
False |
False |
65,208 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0068 |
0.8% |
29% |
False |
False |
48,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9193 |
|
2.618 |
0.9111 |
|
1.618 |
0.9060 |
|
1.000 |
0.9029 |
|
0.618 |
0.9010 |
|
HIGH |
0.8979 |
|
0.618 |
0.8959 |
|
0.500 |
0.8953 |
|
0.382 |
0.8947 |
|
LOW |
0.8928 |
|
0.618 |
0.8897 |
|
1.000 |
0.8878 |
|
1.618 |
0.8846 |
|
2.618 |
0.8796 |
|
4.250 |
0.8713 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8959 |
0.8956 |
| PP |
0.8956 |
0.8949 |
| S1 |
0.8953 |
0.8942 |
|