CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8799 |
0.8815 |
0.0016 |
0.2% |
0.8965 |
| High |
0.8833 |
0.8842 |
0.0009 |
0.1% |
0.8980 |
| Low |
0.8768 |
0.8785 |
0.0017 |
0.2% |
0.8826 |
| Close |
0.8814 |
0.8793 |
-0.0021 |
-0.2% |
0.8831 |
| Range |
0.0065 |
0.0057 |
-0.0008 |
-11.6% |
0.0154 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
205,984 |
171,158 |
-34,826 |
-16.9% |
785,855 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8977 |
0.8942 |
0.8824 |
|
| R3 |
0.8920 |
0.8885 |
0.8808 |
|
| R2 |
0.8863 |
0.8863 |
0.8803 |
|
| R1 |
0.8828 |
0.8828 |
0.8798 |
0.8817 |
| PP |
0.8806 |
0.8806 |
0.8806 |
0.8801 |
| S1 |
0.8771 |
0.8771 |
0.8787 |
0.8760 |
| S2 |
0.8749 |
0.8749 |
0.8782 |
|
| S3 |
0.8692 |
0.8714 |
0.8777 |
|
| S4 |
0.8635 |
0.8657 |
0.8761 |
|
|
| 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 |
0.8909 |
0.8768 |
0.0141 |
1.6% |
0.0067 |
0.8% |
17% |
False |
False |
180,787 |
| 10 |
0.8980 |
0.8768 |
0.0212 |
2.4% |
0.0061 |
0.7% |
12% |
False |
False |
165,647 |
| 20 |
0.8980 |
0.8768 |
0.0212 |
2.4% |
0.0054 |
0.6% |
12% |
False |
False |
155,934 |
| 40 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0069 |
0.8% |
4% |
False |
False |
134,763 |
| 60 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0069 |
0.8% |
4% |
False |
False |
90,135 |
| 80 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0068 |
0.8% |
4% |
False |
False |
67,643 |
| 100 |
0.9360 |
0.8768 |
0.0592 |
6.7% |
0.0067 |
0.8% |
4% |
False |
False |
54,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9084 |
|
2.618 |
0.8991 |
|
1.618 |
0.8934 |
|
1.000 |
0.8899 |
|
0.618 |
0.8877 |
|
HIGH |
0.8842 |
|
0.618 |
0.8820 |
|
0.500 |
0.8813 |
|
0.382 |
0.8806 |
|
LOW |
0.8785 |
|
0.618 |
0.8749 |
|
1.000 |
0.8728 |
|
1.618 |
0.8692 |
|
2.618 |
0.8635 |
|
4.250 |
0.8542 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8813 |
0.8810 |
| PP |
0.8806 |
0.8804 |
| S1 |
0.8799 |
0.8798 |
|