CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.8777 |
0.8782 |
0.0005 |
0.1% |
0.8815 |
High |
0.8824 |
0.8820 |
-0.0004 |
0.0% |
0.8871 |
Low |
0.8771 |
0.8754 |
-0.0017 |
-0.2% |
0.8754 |
Close |
0.8788 |
0.8774 |
-0.0014 |
-0.2% |
0.8774 |
Range |
0.0053 |
0.0066 |
0.0013 |
24.5% |
0.0117 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.5% |
0.0000 |
Volume |
167,742 |
138,330 |
-29,412 |
-17.5% |
738,193 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8981 |
0.8943 |
0.8810 |
|
R3 |
0.8915 |
0.8877 |
0.8792 |
|
R2 |
0.8849 |
0.8849 |
0.8786 |
|
R1 |
0.8811 |
0.8811 |
0.8780 |
0.8797 |
PP |
0.8783 |
0.8783 |
0.8783 |
0.8776 |
S1 |
0.8745 |
0.8745 |
0.8768 |
0.8731 |
S2 |
0.8717 |
0.8717 |
0.8762 |
|
S3 |
0.8651 |
0.8679 |
0.8756 |
|
S4 |
0.8585 |
0.8613 |
0.8738 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9151 |
0.9079 |
0.8838 |
|
R3 |
0.9034 |
0.8962 |
0.8806 |
|
R2 |
0.8917 |
0.8917 |
0.8795 |
|
R1 |
0.8845 |
0.8845 |
0.8785 |
0.8823 |
PP |
0.8800 |
0.8800 |
0.8800 |
0.8788 |
S1 |
0.8728 |
0.8728 |
0.8763 |
0.8706 |
S2 |
0.8683 |
0.8683 |
0.8753 |
|
S3 |
0.8566 |
0.8611 |
0.8742 |
|
S4 |
0.8449 |
0.8494 |
0.8710 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8871 |
0.8754 |
0.0117 |
1.3% |
0.0059 |
0.7% |
17% |
False |
True |
147,638 |
10 |
0.8871 |
0.8754 |
0.0117 |
1.3% |
0.0061 |
0.7% |
17% |
False |
True |
163,946 |
20 |
0.8980 |
0.8754 |
0.0226 |
2.6% |
0.0057 |
0.7% |
9% |
False |
True |
152,517 |
40 |
0.9286 |
0.8754 |
0.0532 |
6.1% |
0.0065 |
0.7% |
4% |
False |
True |
157,147 |
60 |
0.9360 |
0.8754 |
0.0606 |
6.9% |
0.0069 |
0.8% |
3% |
False |
True |
105,550 |
80 |
0.9360 |
0.8754 |
0.0606 |
6.9% |
0.0068 |
0.8% |
3% |
False |
True |
79,234 |
100 |
0.9360 |
0.8754 |
0.0606 |
6.9% |
0.0067 |
0.8% |
3% |
False |
True |
63,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9101 |
2.618 |
0.8993 |
1.618 |
0.8927 |
1.000 |
0.8886 |
0.618 |
0.8861 |
HIGH |
0.8820 |
0.618 |
0.8795 |
0.500 |
0.8787 |
0.382 |
0.8779 |
LOW |
0.8754 |
0.618 |
0.8713 |
1.000 |
0.8688 |
1.618 |
0.8647 |
2.618 |
0.8581 |
4.250 |
0.8474 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8787 |
0.8789 |
PP |
0.8783 |
0.8784 |
S1 |
0.8778 |
0.8779 |
|