CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8797 |
0.8828 |
0.0031 |
0.4% |
0.8777 |
| High |
0.8856 |
0.8846 |
-0.0010 |
-0.1% |
0.8856 |
| Low |
0.8780 |
0.8813 |
0.0033 |
0.4% |
0.8731 |
| Close |
0.8847 |
0.8817 |
-0.0031 |
-0.4% |
0.8817 |
| Range |
0.0076 |
0.0033 |
-0.0043 |
-56.3% |
0.0125 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
232,995 |
152,453 |
-80,542 |
-34.6% |
801,526 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8924 |
0.8903 |
0.8835 |
|
| R3 |
0.8891 |
0.8870 |
0.8826 |
|
| R2 |
0.8858 |
0.8858 |
0.8823 |
|
| R1 |
0.8837 |
0.8837 |
0.8820 |
0.8831 |
| PP |
0.8825 |
0.8825 |
0.8825 |
0.8822 |
| S1 |
0.8804 |
0.8804 |
0.8813 |
0.8798 |
| S2 |
0.8792 |
0.8792 |
0.8810 |
|
| S3 |
0.8759 |
0.8771 |
0.8807 |
|
| S4 |
0.8726 |
0.8738 |
0.8798 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9121 |
0.8885 |
|
| R3 |
0.9051 |
0.8996 |
0.8851 |
|
| R2 |
0.8926 |
0.8926 |
0.8839 |
|
| R1 |
0.8871 |
0.8871 |
0.8828 |
0.8899 |
| PP |
0.8801 |
0.8801 |
0.8801 |
0.8815 |
| S1 |
0.8746 |
0.8746 |
0.8805 |
0.8774 |
| S2 |
0.8676 |
0.8676 |
0.8794 |
|
| S3 |
0.8551 |
0.8621 |
0.8782 |
|
| S4 |
0.8426 |
0.8496 |
0.8748 |
|
|
| 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% |
0.0056 |
0.6% |
69% |
False |
False |
160,305 |
| 10 |
0.8871 |
0.8731 |
0.0141 |
1.6% |
0.0058 |
0.7% |
61% |
False |
False |
153,971 |
| 20 |
0.8980 |
0.8731 |
0.0250 |
2.8% |
0.0060 |
0.7% |
34% |
False |
False |
161,342 |
| 40 |
0.9046 |
0.8731 |
0.0316 |
3.6% |
0.0060 |
0.7% |
27% |
False |
False |
163,487 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0068 |
0.8% |
14% |
False |
False |
118,835 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0068 |
0.8% |
14% |
False |
False |
89,242 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.8% |
14% |
False |
False |
71,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8986 |
|
2.618 |
0.8932 |
|
1.618 |
0.8899 |
|
1.000 |
0.8879 |
|
0.618 |
0.8866 |
|
HIGH |
0.8846 |
|
0.618 |
0.8833 |
|
0.500 |
0.8829 |
|
0.382 |
0.8825 |
|
LOW |
0.8813 |
|
0.618 |
0.8792 |
|
1.000 |
0.8780 |
|
1.618 |
0.8759 |
|
2.618 |
0.8726 |
|
4.250 |
0.8672 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8829 |
0.8818 |
| PP |
0.8825 |
0.8817 |
| S1 |
0.8821 |
0.8817 |
|