CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8799 |
0.8797 |
-0.0002 |
0.0% |
0.8815 |
| High |
0.8833 |
0.8856 |
0.0023 |
0.3% |
0.8871 |
| Low |
0.8792 |
0.8780 |
-0.0012 |
-0.1% |
0.8754 |
| Close |
0.8803 |
0.8847 |
0.0044 |
0.5% |
0.8774 |
| Range |
0.0041 |
0.0076 |
0.0035 |
84.1% |
0.0117 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.7% |
0.0000 |
| Volume |
132,362 |
232,995 |
100,633 |
76.0% |
738,193 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9054 |
0.9026 |
0.8889 |
|
| R3 |
0.8979 |
0.8951 |
0.8868 |
|
| R2 |
0.8903 |
0.8903 |
0.8861 |
|
| R1 |
0.8875 |
0.8875 |
0.8854 |
0.8889 |
| PP |
0.8828 |
0.8828 |
0.8828 |
0.8835 |
| S1 |
0.8800 |
0.8800 |
0.8841 |
0.8814 |
| S2 |
0.8752 |
0.8752 |
0.8834 |
|
| S3 |
0.8677 |
0.8724 |
0.8827 |
|
| S4 |
0.8601 |
0.8649 |
0.8806 |
|
|
| 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 |
0.8856 |
0.8731 |
0.0125 |
1.4% |
0.0063 |
0.7% |
94% |
True |
False |
157,480 |
| 10 |
0.8871 |
0.8731 |
0.0141 |
1.6% |
0.0061 |
0.7% |
83% |
False |
False |
157,667 |
| 20 |
0.8980 |
0.8731 |
0.0250 |
2.8% |
0.0061 |
0.7% |
47% |
False |
False |
161,657 |
| 40 |
0.9166 |
0.8731 |
0.0435 |
4.9% |
0.0063 |
0.7% |
27% |
False |
False |
165,410 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0069 |
0.8% |
19% |
False |
False |
116,318 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0068 |
0.8% |
19% |
False |
False |
87,339 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
19% |
False |
False |
69,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9176 |
|
2.618 |
0.9053 |
|
1.618 |
0.8978 |
|
1.000 |
0.8931 |
|
0.618 |
0.8902 |
|
HIGH |
0.8856 |
|
0.618 |
0.8827 |
|
0.500 |
0.8818 |
|
0.382 |
0.8809 |
|
LOW |
0.8780 |
|
0.618 |
0.8733 |
|
1.000 |
0.8705 |
|
1.618 |
0.8658 |
|
2.618 |
0.8582 |
|
4.250 |
0.8459 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8838 |
0.8834 |
| PP |
0.8828 |
0.8821 |
| S1 |
0.8818 |
0.8808 |
|