CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8906 |
0.8809 |
-0.0097 |
-1.1% |
0.8965 |
High |
0.8909 |
0.8852 |
-0.0058 |
-0.6% |
0.8980 |
Low |
0.8826 |
0.8785 |
-0.0041 |
-0.5% |
0.8826 |
Close |
0.8831 |
0.8814 |
-0.0017 |
-0.2% |
0.8831 |
Range |
0.0083 |
0.0067 |
-0.0016 |
-19.3% |
0.0154 |
ATR |
0.0063 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
Volume |
192,078 |
161,226 |
-30,852 |
-16.1% |
785,855 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9018 |
0.8983 |
0.8851 |
|
R3 |
0.8951 |
0.8916 |
0.8832 |
|
R2 |
0.8884 |
0.8884 |
0.8826 |
|
R1 |
0.8849 |
0.8849 |
0.8820 |
0.8866 |
PP |
0.8817 |
0.8817 |
0.8817 |
0.8825 |
S1 |
0.8782 |
0.8782 |
0.8808 |
0.8799 |
S2 |
0.8750 |
0.8750 |
0.8802 |
|
S3 |
0.8683 |
0.8715 |
0.8796 |
|
S4 |
0.8616 |
0.8648 |
0.8777 |
|
|
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 |
0.8949 |
0.8785 |
0.0165 |
1.9% |
0.0065 |
0.7% |
18% |
False |
True |
164,912 |
10 |
0.8980 |
0.8785 |
0.0196 |
2.2% |
0.0057 |
0.6% |
15% |
False |
True |
150,808 |
20 |
0.9004 |
0.8785 |
0.0220 |
2.5% |
0.0057 |
0.6% |
13% |
False |
True |
160,190 |
40 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0071 |
0.8% |
5% |
False |
True |
121,127 |
60 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0069 |
0.8% |
5% |
False |
True |
80,966 |
80 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0069 |
0.8% |
5% |
False |
True |
60,762 |
100 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0067 |
0.8% |
5% |
False |
True |
48,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9136 |
2.618 |
0.9027 |
1.618 |
0.8960 |
1.000 |
0.8919 |
0.618 |
0.8893 |
HIGH |
0.8852 |
0.618 |
0.8826 |
0.500 |
0.8818 |
0.382 |
0.8810 |
LOW |
0.8785 |
0.618 |
0.8743 |
1.000 |
0.8718 |
1.618 |
0.8676 |
2.618 |
0.8609 |
4.250 |
0.8500 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8818 |
0.8856 |
PP |
0.8817 |
0.8842 |
S1 |
0.8815 |
0.8828 |
|