CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8815 |
0.8856 |
0.0042 |
0.5% |
0.8809 |
| High |
0.8867 |
0.8871 |
0.0005 |
0.1% |
0.8852 |
| Low |
0.8803 |
0.8810 |
0.0007 |
0.1% |
0.8756 |
| Close |
0.8855 |
0.8814 |
-0.0042 |
-0.5% |
0.8807 |
| Range |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0097 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
144,615 |
130,134 |
-14,481 |
-10.0% |
901,270 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9016 |
0.8976 |
0.8847 |
|
| R3 |
0.8954 |
0.8915 |
0.8830 |
|
| R2 |
0.8893 |
0.8893 |
0.8825 |
|
| R1 |
0.8853 |
0.8853 |
0.8819 |
0.8842 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8826 |
| S1 |
0.8792 |
0.8792 |
0.8808 |
0.8781 |
| S2 |
0.8770 |
0.8770 |
0.8802 |
|
| S3 |
0.8708 |
0.8730 |
0.8797 |
|
| S4 |
0.8647 |
0.8669 |
0.8780 |
|
|
| 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 |
0.8871 |
0.8756 |
0.0116 |
1.3% |
0.0062 |
0.7% |
50% |
True |
False |
168,260 |
| 10 |
0.8941 |
0.8756 |
0.0185 |
2.1% |
0.0066 |
0.8% |
31% |
False |
False |
171,424 |
| 20 |
0.8980 |
0.8756 |
0.0225 |
2.5% |
0.0057 |
0.7% |
26% |
False |
False |
153,799 |
| 40 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0068 |
0.8% |
10% |
False |
False |
146,181 |
| 60 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0069 |
0.8% |
10% |
False |
False |
97,864 |
| 80 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0069 |
0.8% |
10% |
False |
False |
73,444 |
| 100 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0067 |
0.8% |
10% |
False |
False |
58,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9132 |
|
2.618 |
0.9032 |
|
1.618 |
0.8971 |
|
1.000 |
0.8933 |
|
0.618 |
0.8909 |
|
HIGH |
0.8871 |
|
0.618 |
0.8848 |
|
0.500 |
0.8840 |
|
0.382 |
0.8833 |
|
LOW |
0.8810 |
|
0.618 |
0.8771 |
|
1.000 |
0.8748 |
|
1.618 |
0.8710 |
|
2.618 |
0.8648 |
|
4.250 |
0.8548 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8840 |
0.8813 |
| PP |
0.8831 |
0.8813 |
| S1 |
0.8822 |
0.8813 |
|