CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8939 |
0.8935 |
-0.0004 |
0.0% |
0.8906 |
| High |
0.8949 |
0.8941 |
-0.0009 |
-0.1% |
0.8979 |
| Low |
0.8913 |
0.8868 |
-0.0046 |
-0.5% |
0.8890 |
| Close |
0.8938 |
0.8881 |
-0.0057 |
-0.6% |
0.8962 |
| Range |
0.0036 |
0.0073 |
0.0037 |
102.8% |
0.0089 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
125,106 |
156,938 |
31,832 |
25.4% |
625,040 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9115 |
0.9071 |
0.8921 |
|
| R3 |
0.9042 |
0.8998 |
0.8901 |
|
| R2 |
0.8969 |
0.8969 |
0.8894 |
|
| R1 |
0.8925 |
0.8925 |
0.8887 |
0.8911 |
| PP |
0.8896 |
0.8896 |
0.8896 |
0.8889 |
| S1 |
0.8852 |
0.8852 |
0.8874 |
0.8838 |
| S2 |
0.8823 |
0.8823 |
0.8867 |
|
| S3 |
0.8750 |
0.8779 |
0.8860 |
|
| S4 |
0.8677 |
0.8706 |
0.8840 |
|
|
| 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 |
0.8868 |
0.0113 |
1.3% |
0.0049 |
0.5% |
12% |
False |
True |
136,276 |
| 10 |
0.8980 |
0.8828 |
0.0152 |
1.7% |
0.0051 |
0.6% |
35% |
False |
False |
136,469 |
| 20 |
0.9007 |
0.8828 |
0.0179 |
2.0% |
0.0056 |
0.6% |
29% |
False |
False |
161,522 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0070 |
0.8% |
10% |
False |
False |
107,630 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0069 |
0.8% |
10% |
False |
False |
71,944 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
14% |
False |
False |
53,985 |
| 100 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0066 |
0.7% |
14% |
False |
False |
43,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9251 |
|
2.618 |
0.9132 |
|
1.618 |
0.9059 |
|
1.000 |
0.9014 |
|
0.618 |
0.8986 |
|
HIGH |
0.8941 |
|
0.618 |
0.8913 |
|
0.500 |
0.8904 |
|
0.382 |
0.8895 |
|
LOW |
0.8868 |
|
0.618 |
0.8822 |
|
1.000 |
0.8795 |
|
1.618 |
0.8749 |
|
2.618 |
0.8676 |
|
4.250 |
0.8557 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8904 |
0.8924 |
| PP |
0.8896 |
0.8909 |
| S1 |
0.8888 |
0.8895 |
|