CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8805 |
0.8799 |
-0.0006 |
-0.1% |
0.8815 |
| High |
0.8809 |
0.8833 |
0.0024 |
0.3% |
0.8871 |
| Low |
0.8760 |
0.8792 |
0.0032 |
0.4% |
0.8754 |
| Close |
0.8797 |
0.8803 |
0.0006 |
0.1% |
0.8774 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-16.3% |
0.0117 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
136,010 |
132,362 |
-3,648 |
-2.7% |
738,193 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8932 |
0.8909 |
0.8826 |
|
| R3 |
0.8891 |
0.8868 |
0.8814 |
|
| R2 |
0.8850 |
0.8850 |
0.8811 |
|
| R1 |
0.8827 |
0.8827 |
0.8807 |
0.8839 |
| PP |
0.8809 |
0.8809 |
0.8809 |
0.8815 |
| S1 |
0.8786 |
0.8786 |
0.8799 |
0.8798 |
| S2 |
0.8768 |
0.8768 |
0.8795 |
|
| S3 |
0.8727 |
0.8745 |
0.8792 |
|
| S4 |
0.8686 |
0.8704 |
0.8780 |
|
|
| 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 |
0.8833 |
0.8731 |
0.0103 |
1.2% |
0.0058 |
0.7% |
71% |
True |
False |
144,430 |
| 10 |
0.8871 |
0.8731 |
0.0141 |
1.6% |
0.0059 |
0.7% |
52% |
False |
False |
151,484 |
| 20 |
0.8980 |
0.8731 |
0.0250 |
2.8% |
0.0059 |
0.7% |
29% |
False |
False |
155,910 |
| 40 |
0.9166 |
0.8731 |
0.0435 |
4.9% |
0.0063 |
0.7% |
17% |
False |
False |
162,114 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0069 |
0.8% |
12% |
False |
False |
112,441 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0068 |
0.8% |
12% |
False |
False |
84,429 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.8% |
12% |
False |
False |
67,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9007 |
|
2.618 |
0.8940 |
|
1.618 |
0.8899 |
|
1.000 |
0.8874 |
|
0.618 |
0.8858 |
|
HIGH |
0.8833 |
|
0.618 |
0.8817 |
|
0.500 |
0.8813 |
|
0.382 |
0.8808 |
|
LOW |
0.8792 |
|
0.618 |
0.8767 |
|
1.000 |
0.8751 |
|
1.618 |
0.8726 |
|
2.618 |
0.8685 |
|
4.250 |
0.8618 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8813 |
0.8796 |
| PP |
0.8809 |
0.8789 |
| S1 |
0.8806 |
0.8782 |
|