CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8809 |
0.8834 |
0.0025 |
0.3% |
0.8965 |
| High |
0.8852 |
0.8852 |
0.0001 |
0.0% |
0.8980 |
| Low |
0.8785 |
0.8790 |
0.0005 |
0.1% |
0.8826 |
| Close |
0.8814 |
0.8826 |
0.0012 |
0.1% |
0.8831 |
| Range |
0.0067 |
0.0062 |
-0.0005 |
-7.5% |
0.0154 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
161,226 |
173,489 |
12,263 |
7.6% |
785,855 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9009 |
0.8979 |
0.8860 |
|
| R3 |
0.8947 |
0.8917 |
0.8843 |
|
| R2 |
0.8885 |
0.8885 |
0.8837 |
|
| R1 |
0.8855 |
0.8855 |
0.8832 |
0.8839 |
| PP |
0.8823 |
0.8823 |
0.8823 |
0.8814 |
| S1 |
0.8793 |
0.8793 |
0.8820 |
0.8777 |
| S2 |
0.8761 |
0.8761 |
0.8815 |
|
| S3 |
0.8699 |
0.8731 |
0.8809 |
|
| S4 |
0.8637 |
0.8669 |
0.8792 |
|
|
| 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 |
0.8941 |
0.8785 |
0.0156 |
1.8% |
0.0071 |
0.8% |
27% |
False |
False |
174,589 |
| 10 |
0.8980 |
0.8785 |
0.0196 |
2.2% |
0.0057 |
0.6% |
21% |
False |
False |
153,044 |
| 20 |
0.8980 |
0.8785 |
0.0196 |
2.2% |
0.0056 |
0.6% |
21% |
False |
False |
159,518 |
| 40 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0072 |
0.8% |
7% |
False |
False |
125,448 |
| 60 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0069 |
0.8% |
7% |
False |
False |
83,855 |
| 80 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0069 |
0.8% |
7% |
False |
False |
62,930 |
| 100 |
0.9360 |
0.8785 |
0.0575 |
6.5% |
0.0066 |
0.8% |
7% |
False |
False |
50,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9116 |
|
2.618 |
0.9014 |
|
1.618 |
0.8952 |
|
1.000 |
0.8914 |
|
0.618 |
0.8890 |
|
HIGH |
0.8852 |
|
0.618 |
0.8828 |
|
0.500 |
0.8821 |
|
0.382 |
0.8814 |
|
LOW |
0.8790 |
|
0.618 |
0.8752 |
|
1.000 |
0.8728 |
|
1.618 |
0.8690 |
|
2.618 |
0.8628 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8824 |
0.8847 |
| PP |
0.8823 |
0.8840 |
| S1 |
0.8821 |
0.8833 |
|