CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8790 |
0.8815 |
0.0025 |
0.3% |
0.8809 |
| High |
0.8820 |
0.8867 |
0.0047 |
0.5% |
0.8852 |
| Low |
0.8756 |
0.8803 |
0.0048 |
0.5% |
0.8756 |
| Close |
0.8807 |
0.8855 |
0.0049 |
0.6% |
0.8807 |
| Range |
0.0065 |
0.0064 |
-0.0001 |
-1.6% |
0.0097 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
| Volume |
189,413 |
144,615 |
-44,798 |
-23.7% |
901,270 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9032 |
0.9007 |
0.8890 |
|
| R3 |
0.8969 |
0.8944 |
0.8872 |
|
| R2 |
0.8905 |
0.8905 |
0.8867 |
|
| R1 |
0.8880 |
0.8880 |
0.8861 |
0.8893 |
| PP |
0.8842 |
0.8842 |
0.8842 |
0.8848 |
| S1 |
0.8817 |
0.8817 |
0.8849 |
0.8829 |
| S2 |
0.8778 |
0.8778 |
0.8843 |
|
| S3 |
0.8715 |
0.8753 |
0.8838 |
|
| S4 |
0.8651 |
0.8690 |
0.8820 |
|
|
| 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 |
0.8867 |
0.8756 |
0.0111 |
1.3% |
0.0062 |
0.7% |
90% |
True |
False |
176,931 |
| 10 |
0.8949 |
0.8756 |
0.0194 |
2.2% |
0.0064 |
0.7% |
51% |
False |
False |
170,922 |
| 20 |
0.8980 |
0.8756 |
0.0225 |
2.5% |
0.0056 |
0.6% |
44% |
False |
False |
154,753 |
| 40 |
0.9360 |
0.8756 |
0.0604 |
6.8% |
0.0069 |
0.8% |
16% |
False |
False |
143,033 |
| 60 |
0.9360 |
0.8756 |
0.0604 |
6.8% |
0.0068 |
0.8% |
16% |
False |
False |
95,696 |
| 80 |
0.9360 |
0.8756 |
0.0604 |
6.8% |
0.0068 |
0.8% |
16% |
False |
False |
71,817 |
| 100 |
0.9360 |
0.8756 |
0.0604 |
6.8% |
0.0067 |
0.8% |
16% |
False |
False |
57,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9136 |
|
2.618 |
0.9033 |
|
1.618 |
0.8969 |
|
1.000 |
0.8930 |
|
0.618 |
0.8906 |
|
HIGH |
0.8867 |
|
0.618 |
0.8842 |
|
0.500 |
0.8835 |
|
0.382 |
0.8827 |
|
LOW |
0.8803 |
|
0.618 |
0.8764 |
|
1.000 |
0.8740 |
|
1.618 |
0.8700 |
|
2.618 |
0.8637 |
|
4.250 |
0.8533 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8848 |
0.8840 |
| PP |
0.8842 |
0.8826 |
| S1 |
0.8835 |
0.8811 |
|