CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8834 |
0.8799 |
-0.0035 |
-0.4% |
0.8965 |
| High |
0.8852 |
0.8833 |
-0.0020 |
-0.2% |
0.8980 |
| Low |
0.8790 |
0.8768 |
-0.0022 |
-0.3% |
0.8826 |
| Close |
0.8826 |
0.8814 |
-0.0012 |
-0.1% |
0.8831 |
| Range |
0.0062 |
0.0065 |
0.0002 |
4.0% |
0.0154 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.1% |
0.0000 |
| Volume |
173,489 |
205,984 |
32,495 |
18.7% |
785,855 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8998 |
0.8970 |
0.8849 |
|
| R3 |
0.8934 |
0.8906 |
0.8831 |
|
| R2 |
0.8869 |
0.8869 |
0.8825 |
|
| R1 |
0.8841 |
0.8841 |
0.8819 |
0.8855 |
| PP |
0.8805 |
0.8805 |
0.8805 |
0.8812 |
| S1 |
0.8777 |
0.8777 |
0.8808 |
0.8791 |
| S2 |
0.8740 |
0.8740 |
0.8802 |
|
| S3 |
0.8676 |
0.8712 |
0.8796 |
|
| S4 |
0.8611 |
0.8648 |
0.8778 |
|
|
| 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 |
0.8927 |
0.8768 |
0.0159 |
1.8% |
0.0069 |
0.8% |
29% |
False |
True |
184,398 |
| 10 |
0.8980 |
0.8768 |
0.0212 |
2.4% |
0.0059 |
0.7% |
21% |
False |
True |
160,337 |
| 20 |
0.8980 |
0.8768 |
0.0212 |
2.4% |
0.0055 |
0.6% |
21% |
False |
True |
157,044 |
| 40 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0070 |
0.8% |
8% |
False |
True |
130,539 |
| 60 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0069 |
0.8% |
8% |
False |
True |
87,286 |
| 80 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0068 |
0.8% |
8% |
False |
True |
65,505 |
| 100 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0067 |
0.8% |
8% |
False |
True |
52,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9107 |
|
2.618 |
0.9001 |
|
1.618 |
0.8937 |
|
1.000 |
0.8897 |
|
0.618 |
0.8872 |
|
HIGH |
0.8833 |
|
0.618 |
0.8808 |
|
0.500 |
0.8800 |
|
0.382 |
0.8793 |
|
LOW |
0.8768 |
|
0.618 |
0.8728 |
|
1.000 |
0.8704 |
|
1.618 |
0.8664 |
|
2.618 |
0.8599 |
|
4.250 |
0.8494 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8809 |
0.8812 |
| PP |
0.8805 |
0.8811 |
| S1 |
0.8800 |
0.8810 |
|