CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8856 |
0.8815 |
-0.0041 |
-0.5% |
0.8809 |
| High |
0.8871 |
0.8820 |
-0.0052 |
-0.6% |
0.8852 |
| Low |
0.8810 |
0.8767 |
-0.0043 |
-0.5% |
0.8756 |
| Close |
0.8814 |
0.8771 |
-0.0043 |
-0.5% |
0.8807 |
| Range |
0.0062 |
0.0053 |
-0.0009 |
-13.8% |
0.0097 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
130,134 |
157,372 |
27,238 |
20.9% |
901,270 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8945 |
0.8911 |
0.8800 |
|
| R3 |
0.8892 |
0.8858 |
0.8785 |
|
| R2 |
0.8839 |
0.8839 |
0.8780 |
|
| R1 |
0.8805 |
0.8805 |
0.8775 |
0.8795 |
| PP |
0.8786 |
0.8786 |
0.8786 |
0.8781 |
| S1 |
0.8752 |
0.8752 |
0.8766 |
0.8742 |
| S2 |
0.8733 |
0.8733 |
0.8761 |
|
| S3 |
0.8680 |
0.8699 |
0.8756 |
|
| S4 |
0.8627 |
0.8646 |
0.8741 |
|
|
| 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% |
0.0060 |
0.7% |
13% |
False |
False |
158,538 |
| 10 |
0.8927 |
0.8756 |
0.0172 |
2.0% |
0.0064 |
0.7% |
9% |
False |
False |
171,468 |
| 20 |
0.8980 |
0.8756 |
0.0225 |
2.6% |
0.0058 |
0.7% |
7% |
False |
False |
153,968 |
| 40 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0067 |
0.8% |
2% |
False |
False |
150,031 |
| 60 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0069 |
0.8% |
2% |
False |
False |
100,479 |
| 80 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0068 |
0.8% |
2% |
False |
False |
75,410 |
| 100 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0067 |
0.8% |
2% |
False |
False |
60,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9045 |
|
2.618 |
0.8958 |
|
1.618 |
0.8905 |
|
1.000 |
0.8873 |
|
0.618 |
0.8852 |
|
HIGH |
0.8820 |
|
0.618 |
0.8799 |
|
0.500 |
0.8793 |
|
0.382 |
0.8787 |
|
LOW |
0.8767 |
|
0.618 |
0.8734 |
|
1.000 |
0.8714 |
|
1.618 |
0.8681 |
|
2.618 |
0.8628 |
|
4.250 |
0.8541 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8793 |
0.8819 |
| PP |
0.8786 |
0.8803 |
| S1 |
0.8778 |
0.8787 |
|