CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8935 |
0.8874 |
-0.0061 |
-0.7% |
0.8906 |
| High |
0.8941 |
0.8927 |
-0.0014 |
-0.2% |
0.8979 |
| Low |
0.8868 |
0.8860 |
-0.0008 |
-0.1% |
0.8890 |
| Close |
0.8881 |
0.8899 |
0.0018 |
0.2% |
0.8962 |
| Range |
0.0073 |
0.0068 |
-0.0006 |
-7.5% |
0.0089 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.7% |
0.0000 |
| Volume |
156,938 |
189,214 |
32,276 |
20.6% |
625,040 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9098 |
0.9066 |
0.8936 |
|
| R3 |
0.9030 |
0.8998 |
0.8917 |
|
| R2 |
0.8963 |
0.8963 |
0.8911 |
|
| R1 |
0.8931 |
0.8931 |
0.8905 |
0.8947 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8903 |
| S1 |
0.8863 |
0.8863 |
0.8892 |
0.8879 |
| S2 |
0.8828 |
0.8828 |
0.8886 |
|
| S3 |
0.8760 |
0.8796 |
0.8880 |
|
| S4 |
0.8693 |
0.8728 |
0.8861 |
|
|
| 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 |
0.8860 |
0.0121 |
1.4% |
0.0056 |
0.6% |
32% |
False |
True |
150,507 |
| 10 |
0.8980 |
0.8828 |
0.0152 |
1.7% |
0.0053 |
0.6% |
46% |
False |
False |
141,600 |
| 20 |
0.9007 |
0.8828 |
0.0179 |
2.0% |
0.0057 |
0.6% |
39% |
False |
False |
161,158 |
| 40 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0070 |
0.8% |
13% |
False |
False |
112,341 |
| 60 |
0.9360 |
0.8828 |
0.0532 |
6.0% |
0.0068 |
0.8% |
13% |
False |
False |
75,096 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
18% |
False |
False |
56,349 |
| 100 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0066 |
0.7% |
18% |
False |
False |
45,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9214 |
|
2.618 |
0.9104 |
|
1.618 |
0.9036 |
|
1.000 |
0.8995 |
|
0.618 |
0.8969 |
|
HIGH |
0.8927 |
|
0.618 |
0.8901 |
|
0.500 |
0.8893 |
|
0.382 |
0.8885 |
|
LOW |
0.8860 |
|
0.618 |
0.8818 |
|
1.000 |
0.8792 |
|
1.618 |
0.8750 |
|
2.618 |
0.8683 |
|
4.250 |
0.8573 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8897 |
0.8904 |
| PP |
0.8895 |
0.8902 |
| S1 |
0.8893 |
0.8900 |
|