CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8815 |
0.8777 |
-0.0038 |
-0.4% |
0.8809 |
| High |
0.8820 |
0.8824 |
0.0004 |
0.0% |
0.8852 |
| Low |
0.8767 |
0.8771 |
0.0004 |
0.0% |
0.8756 |
| Close |
0.8771 |
0.8788 |
0.0017 |
0.2% |
0.8807 |
| Range |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0097 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
157,372 |
167,742 |
10,370 |
6.6% |
901,270 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8953 |
0.8923 |
0.8817 |
|
| R3 |
0.8900 |
0.8870 |
0.8802 |
|
| R2 |
0.8847 |
0.8847 |
0.8797 |
|
| R1 |
0.8817 |
0.8817 |
0.8792 |
0.8832 |
| PP |
0.8794 |
0.8794 |
0.8794 |
0.8801 |
| S1 |
0.8764 |
0.8764 |
0.8783 |
0.8779 |
| S2 |
0.8741 |
0.8741 |
0.8778 |
|
| S3 |
0.8688 |
0.8711 |
0.8773 |
|
| S4 |
0.8635 |
0.8658 |
0.8758 |
|
|
| 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% |
0.0059 |
0.7% |
28% |
False |
False |
157,855 |
| 10 |
0.8909 |
0.8756 |
0.0154 |
1.7% |
0.0063 |
0.7% |
21% |
False |
False |
169,321 |
| 20 |
0.8980 |
0.8756 |
0.0225 |
2.6% |
0.0058 |
0.7% |
14% |
False |
False |
155,460 |
| 40 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0066 |
0.8% |
5% |
False |
False |
154,018 |
| 60 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0069 |
0.8% |
5% |
False |
False |
103,264 |
| 80 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0068 |
0.8% |
5% |
False |
False |
77,506 |
| 100 |
0.9360 |
0.8756 |
0.0604 |
6.9% |
0.0067 |
0.8% |
5% |
False |
False |
62,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9049 |
|
2.618 |
0.8962 |
|
1.618 |
0.8909 |
|
1.000 |
0.8877 |
|
0.618 |
0.8856 |
|
HIGH |
0.8824 |
|
0.618 |
0.8803 |
|
0.500 |
0.8797 |
|
0.382 |
0.8791 |
|
LOW |
0.8771 |
|
0.618 |
0.8738 |
|
1.000 |
0.8718 |
|
1.618 |
0.8685 |
|
2.618 |
0.8632 |
|
4.250 |
0.8545 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8797 |
0.8819 |
| PP |
0.8794 |
0.8808 |
| S1 |
0.8791 |
0.8798 |
|