CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.8828 |
0.8817 |
-0.0011 |
-0.1% |
0.8777 |
High |
0.8846 |
0.8843 |
-0.0003 |
0.0% |
0.8856 |
Low |
0.8813 |
0.8806 |
-0.0007 |
-0.1% |
0.8731 |
Close |
0.8817 |
0.8819 |
0.0002 |
0.0% |
0.8817 |
Range |
0.0033 |
0.0037 |
0.0004 |
12.1% |
0.0125 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
152,453 |
125,521 |
-26,932 |
-17.7% |
801,526 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8934 |
0.8913 |
0.8839 |
|
R3 |
0.8897 |
0.8876 |
0.8829 |
|
R2 |
0.8860 |
0.8860 |
0.8825 |
|
R1 |
0.8839 |
0.8839 |
0.8822 |
0.8849 |
PP |
0.8823 |
0.8823 |
0.8823 |
0.8828 |
S1 |
0.8802 |
0.8802 |
0.8815 |
0.8812 |
S2 |
0.8786 |
0.8786 |
0.8812 |
|
S3 |
0.8749 |
0.8765 |
0.8808 |
|
S4 |
0.8712 |
0.8728 |
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 |
0.8760 |
0.0096 |
1.1% |
0.0047 |
0.5% |
61% |
False |
False |
155,868 |
10 |
0.8871 |
0.8731 |
0.0141 |
1.6% |
0.0055 |
0.6% |
63% |
False |
False |
152,062 |
20 |
0.8949 |
0.8731 |
0.0219 |
2.5% |
0.0059 |
0.7% |
40% |
False |
False |
161,492 |
40 |
0.9038 |
0.8731 |
0.0308 |
3.5% |
0.0059 |
0.7% |
29% |
False |
False |
163,439 |
60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
14% |
False |
False |
120,897 |
80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
14% |
False |
False |
90,808 |
100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.8% |
14% |
False |
False |
72,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9000 |
2.618 |
0.8940 |
1.618 |
0.8903 |
1.000 |
0.8880 |
0.618 |
0.8866 |
HIGH |
0.8843 |
0.618 |
0.8829 |
0.500 |
0.8825 |
0.382 |
0.8820 |
LOW |
0.8806 |
0.618 |
0.8783 |
1.000 |
0.8769 |
1.618 |
0.8746 |
2.618 |
0.8709 |
4.250 |
0.8649 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8825 |
0.8818 |
PP |
0.8823 |
0.8818 |
S1 |
0.8821 |
0.8818 |
|