CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8815 |
0.8790 |
-0.0025 |
-0.3% |
0.8809 |
High |
0.8842 |
0.8820 |
-0.0022 |
-0.2% |
0.8852 |
Low |
0.8785 |
0.8756 |
-0.0029 |
-0.3% |
0.8756 |
Close |
0.8793 |
0.8807 |
0.0014 |
0.2% |
0.8807 |
Range |
0.0057 |
0.0065 |
0.0008 |
13.2% |
0.0097 |
ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
Volume |
171,158 |
189,413 |
18,255 |
10.7% |
901,270 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8988 |
0.8962 |
0.8842 |
|
R3 |
0.8923 |
0.8897 |
0.8824 |
|
R2 |
0.8859 |
0.8859 |
0.8818 |
|
R1 |
0.8833 |
0.8833 |
0.8812 |
0.8846 |
PP |
0.8794 |
0.8794 |
0.8794 |
0.8801 |
S1 |
0.8768 |
0.8768 |
0.8801 |
0.8781 |
S2 |
0.8730 |
0.8730 |
0.8795 |
|
S3 |
0.8665 |
0.8704 |
0.8789 |
|
S4 |
0.8601 |
0.8639 |
0.8771 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9094 |
0.9047 |
0.8860 |
|
R3 |
0.8998 |
0.8950 |
0.8833 |
|
R2 |
0.8901 |
0.8901 |
0.8824 |
|
R1 |
0.8854 |
0.8854 |
0.8815 |
0.8829 |
PP |
0.8805 |
0.8805 |
0.8805 |
0.8792 |
S1 |
0.8757 |
0.8757 |
0.8798 |
0.8733 |
S2 |
0.8708 |
0.8708 |
0.8789 |
|
S3 |
0.8612 |
0.8661 |
0.8780 |
|
S4 |
0.8515 |
0.8564 |
0.8753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8852 |
0.8756 |
0.0097 |
1.1% |
0.0063 |
0.7% |
53% |
False |
True |
180,254 |
10 |
0.8980 |
0.8756 |
0.0225 |
2.5% |
0.0063 |
0.7% |
23% |
False |
True |
168,712 |
20 |
0.8980 |
0.8756 |
0.0225 |
2.5% |
0.0055 |
0.6% |
23% |
False |
True |
155,369 |
40 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0069 |
0.8% |
8% |
False |
True |
139,442 |
60 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0069 |
0.8% |
8% |
False |
True |
93,289 |
80 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0068 |
0.8% |
8% |
False |
True |
70,010 |
100 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0067 |
0.8% |
8% |
False |
True |
56,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9094 |
2.618 |
0.8989 |
1.618 |
0.8924 |
1.000 |
0.8885 |
0.618 |
0.8860 |
HIGH |
0.8820 |
0.618 |
0.8795 |
0.500 |
0.8788 |
0.382 |
0.8780 |
LOW |
0.8756 |
0.618 |
0.8716 |
1.000 |
0.8691 |
1.618 |
0.8651 |
2.618 |
0.8587 |
4.250 |
0.8481 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8800 |
0.8804 |
PP |
0.8794 |
0.8801 |
S1 |
0.8788 |
0.8799 |
|