CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8932 |
0.8965 |
0.0033 |
0.4% |
0.8906 |
| High |
0.8979 |
0.8980 |
0.0002 |
0.0% |
0.8979 |
| Low |
0.8928 |
0.8929 |
0.0001 |
0.0% |
0.8890 |
| Close |
0.8962 |
0.8937 |
-0.0026 |
-0.3% |
0.8962 |
| Range |
0.0051 |
0.0051 |
0.0001 |
1.0% |
0.0089 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
158,760 |
122,519 |
-36,241 |
-22.8% |
625,040 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9102 |
0.9070 |
0.8965 |
|
| R3 |
0.9051 |
0.9019 |
0.8951 |
|
| R2 |
0.9000 |
0.9000 |
0.8946 |
|
| R1 |
0.8968 |
0.8968 |
0.8941 |
0.8958 |
| PP |
0.8949 |
0.8949 |
0.8949 |
0.8944 |
| S1 |
0.8917 |
0.8917 |
0.8932 |
0.8907 |
| S2 |
0.8898 |
0.8898 |
0.8927 |
|
| S3 |
0.8847 |
0.8866 |
0.8922 |
|
| S4 |
0.8796 |
0.8815 |
0.8908 |
|
|
| 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 |
0.8980 |
0.8890 |
0.0090 |
1.0% |
0.0049 |
0.5% |
52% |
True |
False |
136,703 |
| 10 |
0.8980 |
0.8828 |
0.0152 |
1.7% |
0.0049 |
0.5% |
71% |
True |
False |
138,585 |
| 20 |
0.9038 |
0.8828 |
0.0210 |
2.3% |
0.0059 |
0.7% |
52% |
False |
False |
165,386 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
5.9% |
0.0071 |
0.8% |
20% |
False |
False |
100,600 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
5.9% |
0.0069 |
0.8% |
20% |
False |
False |
67,247 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
24% |
False |
False |
50,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9197 |
|
2.618 |
0.9114 |
|
1.618 |
0.9063 |
|
1.000 |
0.9031 |
|
0.618 |
0.9012 |
|
HIGH |
0.8980 |
|
0.618 |
0.8961 |
|
0.500 |
0.8955 |
|
0.382 |
0.8948 |
|
LOW |
0.8929 |
|
0.618 |
0.8897 |
|
1.000 |
0.8878 |
|
1.618 |
0.8846 |
|
2.618 |
0.8795 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.8946 |
| PP |
0.8949 |
0.8943 |
| S1 |
0.8943 |
0.8940 |
|