CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8814 |
0.8826 |
0.0012 |
0.1% |
0.8777 |
| High |
0.8838 |
0.8903 |
0.0066 |
0.7% |
0.8856 |
| Low |
0.8791 |
0.8823 |
0.0032 |
0.4% |
0.8731 |
| Close |
0.8830 |
0.8870 |
0.0040 |
0.4% |
0.8817 |
| Range |
0.0047 |
0.0081 |
0.0034 |
71.3% |
0.0125 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
2.8% |
0.0000 |
| Volume |
149,505 |
228,130 |
78,625 |
52.6% |
801,526 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9107 |
0.9069 |
0.8914 |
|
| R3 |
0.9026 |
0.8988 |
0.8892 |
|
| R2 |
0.8946 |
0.8946 |
0.8884 |
|
| R1 |
0.8908 |
0.8908 |
0.8877 |
0.8927 |
| PP |
0.8865 |
0.8865 |
0.8865 |
0.8875 |
| S1 |
0.8827 |
0.8827 |
0.8862 |
0.8846 |
| S2 |
0.8785 |
0.8785 |
0.8855 |
|
| S3 |
0.8704 |
0.8747 |
0.8847 |
|
| S4 |
0.8624 |
0.8666 |
0.8825 |
|
|
| 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 |
0.8903 |
0.8780 |
0.0123 |
1.4% |
0.0055 |
0.6% |
73% |
True |
False |
177,720 |
| 10 |
0.8903 |
0.8731 |
0.0173 |
1.9% |
0.0056 |
0.6% |
81% |
True |
False |
161,075 |
| 20 |
0.8927 |
0.8731 |
0.0197 |
2.2% |
0.0060 |
0.7% |
71% |
False |
False |
166,271 |
| 40 |
0.9007 |
0.8731 |
0.0276 |
3.1% |
0.0058 |
0.7% |
50% |
False |
False |
163,897 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
22% |
False |
False |
127,177 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
22% |
False |
False |
95,526 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
22% |
False |
False |
76,442 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0065 |
0.7% |
22% |
False |
False |
63,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9245 |
|
2.618 |
0.9114 |
|
1.618 |
0.9033 |
|
1.000 |
0.8984 |
|
0.618 |
0.8953 |
|
HIGH |
0.8903 |
|
0.618 |
0.8872 |
|
0.500 |
0.8863 |
|
0.382 |
0.8853 |
|
LOW |
0.8823 |
|
0.618 |
0.8773 |
|
1.000 |
0.8742 |
|
1.618 |
0.8692 |
|
2.618 |
0.8612 |
|
4.250 |
0.8480 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8867 |
0.8862 |
| PP |
0.8865 |
0.8854 |
| S1 |
0.8863 |
0.8847 |
|