CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8777 |
0.8805 |
0.0028 |
0.3% |
0.8815 |
| High |
0.8812 |
0.8809 |
-0.0003 |
0.0% |
0.8871 |
| Low |
0.8731 |
0.8760 |
0.0030 |
0.3% |
0.8754 |
| Close |
0.8805 |
0.8797 |
-0.0008 |
-0.1% |
0.8774 |
| Range |
0.0082 |
0.0049 |
-0.0033 |
-39.9% |
0.0117 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
147,706 |
136,010 |
-11,696 |
-7.9% |
738,193 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8936 |
0.8915 |
0.8824 |
|
| R3 |
0.8887 |
0.8866 |
0.8810 |
|
| R2 |
0.8838 |
0.8838 |
0.8806 |
|
| R1 |
0.8817 |
0.8817 |
0.8801 |
0.8803 |
| PP |
0.8789 |
0.8789 |
0.8789 |
0.8782 |
| S1 |
0.8768 |
0.8768 |
0.8793 |
0.8754 |
| S2 |
0.8740 |
0.8740 |
0.8788 |
|
| S3 |
0.8691 |
0.8719 |
0.8784 |
|
| S4 |
0.8642 |
0.8670 |
0.8770 |
|
|
| 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 |
0.8824 |
0.8731 |
0.0093 |
1.1% |
0.0061 |
0.7% |
72% |
False |
False |
149,432 |
| 10 |
0.8871 |
0.8731 |
0.0141 |
1.6% |
0.0061 |
0.7% |
47% |
False |
False |
158,846 |
| 20 |
0.8980 |
0.8731 |
0.0250 |
2.8% |
0.0059 |
0.7% |
27% |
False |
False |
155,945 |
| 40 |
0.9166 |
0.8731 |
0.0435 |
4.9% |
0.0063 |
0.7% |
15% |
False |
False |
161,692 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.2% |
0.0069 |
0.8% |
11% |
False |
False |
110,245 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.2% |
0.0068 |
0.8% |
11% |
False |
False |
82,779 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.2% |
0.0066 |
0.8% |
11% |
False |
False |
66,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9017 |
|
2.618 |
0.8937 |
|
1.618 |
0.8888 |
|
1.000 |
0.8858 |
|
0.618 |
0.8839 |
|
HIGH |
0.8809 |
|
0.618 |
0.8790 |
|
0.500 |
0.8785 |
|
0.382 |
0.8779 |
|
LOW |
0.8760 |
|
0.618 |
0.8730 |
|
1.000 |
0.8711 |
|
1.618 |
0.8681 |
|
2.618 |
0.8632 |
|
4.250 |
0.8552 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8793 |
0.8790 |
| PP |
0.8789 |
0.8783 |
| S1 |
0.8785 |
0.8775 |
|