CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8874 |
0.8906 |
0.0032 |
0.4% |
0.8965 |
| High |
0.8927 |
0.8909 |
-0.0018 |
-0.2% |
0.8980 |
| Low |
0.8860 |
0.8826 |
-0.0034 |
-0.4% |
0.8826 |
| Close |
0.8899 |
0.8831 |
-0.0068 |
-0.8% |
0.8831 |
| Range |
0.0068 |
0.0083 |
0.0016 |
23.0% |
0.0154 |
| ATR |
0.0062 |
0.0063 |
0.0002 |
2.4% |
0.0000 |
| Volume |
189,214 |
192,078 |
2,864 |
1.5% |
785,855 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.9051 |
0.8877 |
|
| R3 |
0.9021 |
0.8968 |
0.8854 |
|
| R2 |
0.8938 |
0.8938 |
0.8846 |
|
| R1 |
0.8885 |
0.8885 |
0.8839 |
0.8870 |
| PP |
0.8855 |
0.8855 |
0.8855 |
0.8848 |
| S1 |
0.8802 |
0.8802 |
0.8823 |
0.8787 |
| S2 |
0.8772 |
0.8772 |
0.8816 |
|
| S3 |
0.8689 |
0.8719 |
0.8808 |
|
| S4 |
0.8606 |
0.8636 |
0.8785 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9341 |
0.9240 |
0.8916 |
|
| R3 |
0.9187 |
0.9086 |
0.8873 |
|
| R2 |
0.9033 |
0.9033 |
0.8859 |
|
| R1 |
0.8932 |
0.8932 |
0.8845 |
0.8906 |
| PP |
0.8879 |
0.8879 |
0.8879 |
0.8866 |
| S1 |
0.8778 |
0.8778 |
0.8817 |
0.8751 |
| S2 |
0.8725 |
0.8725 |
0.8803 |
|
| S3 |
0.8571 |
0.8624 |
0.8789 |
|
| S4 |
0.8417 |
0.8470 |
0.8746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8980 |
0.8826 |
0.0154 |
1.7% |
0.0062 |
0.7% |
3% |
False |
True |
157,171 |
| 10 |
0.8980 |
0.8826 |
0.0154 |
1.7% |
0.0054 |
0.6% |
3% |
False |
True |
141,089 |
| 20 |
0.9007 |
0.8826 |
0.0181 |
2.0% |
0.0058 |
0.7% |
3% |
False |
True |
162,176 |
| 40 |
0.9360 |
0.8826 |
0.0534 |
6.0% |
0.0071 |
0.8% |
1% |
False |
True |
117,113 |
| 60 |
0.9360 |
0.8826 |
0.0534 |
6.0% |
0.0069 |
0.8% |
1% |
False |
True |
78,290 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0069 |
0.8% |
6% |
False |
False |
58,750 |
| 100 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0066 |
0.7% |
6% |
False |
False |
47,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9262 |
|
2.618 |
0.9126 |
|
1.618 |
0.9043 |
|
1.000 |
0.8992 |
|
0.618 |
0.8960 |
|
HIGH |
0.8909 |
|
0.618 |
0.8877 |
|
0.500 |
0.8867 |
|
0.382 |
0.8858 |
|
LOW |
0.8826 |
|
0.618 |
0.8775 |
|
1.000 |
0.8743 |
|
1.618 |
0.8692 |
|
2.618 |
0.8609 |
|
4.250 |
0.8473 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8867 |
0.8883 |
| PP |
0.8855 |
0.8866 |
| S1 |
0.8843 |
0.8848 |
|