CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8826 |
0.8871 |
0.0045 |
0.5% |
0.8777 |
| High |
0.8903 |
0.8882 |
-0.0022 |
-0.2% |
0.8856 |
| Low |
0.8823 |
0.8834 |
0.0012 |
0.1% |
0.8731 |
| Close |
0.8870 |
0.8861 |
-0.0009 |
-0.1% |
0.8817 |
| Range |
0.0081 |
0.0048 |
-0.0033 |
-41.0% |
0.0125 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
228,130 |
143,523 |
-84,607 |
-37.1% |
801,526 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9001 |
0.8979 |
0.8887 |
|
| R3 |
0.8954 |
0.8931 |
0.8874 |
|
| R2 |
0.8906 |
0.8906 |
0.8870 |
|
| R1 |
0.8884 |
0.8884 |
0.8865 |
0.8871 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8853 |
| S1 |
0.8836 |
0.8836 |
0.8857 |
0.8824 |
| S2 |
0.8811 |
0.8811 |
0.8852 |
|
| S3 |
0.8764 |
0.8789 |
0.8848 |
|
| S4 |
0.8716 |
0.8741 |
0.8835 |
|
|
| 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 |
0.8791 |
0.0113 |
1.3% |
0.0049 |
0.6% |
63% |
False |
False |
159,826 |
| 10 |
0.8903 |
0.8731 |
0.0173 |
1.9% |
0.0056 |
0.6% |
76% |
False |
False |
158,653 |
| 20 |
0.8909 |
0.8731 |
0.0179 |
2.0% |
0.0059 |
0.7% |
73% |
False |
False |
163,987 |
| 40 |
0.9007 |
0.8731 |
0.0276 |
3.1% |
0.0058 |
0.7% |
47% |
False |
False |
162,572 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
21% |
False |
False |
129,557 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
21% |
False |
False |
97,319 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
21% |
False |
False |
77,877 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0065 |
0.7% |
21% |
False |
False |
64,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9083 |
|
2.618 |
0.9006 |
|
1.618 |
0.8958 |
|
1.000 |
0.8929 |
|
0.618 |
0.8911 |
|
HIGH |
0.8882 |
|
0.618 |
0.8863 |
|
0.500 |
0.8858 |
|
0.382 |
0.8852 |
|
LOW |
0.8834 |
|
0.618 |
0.8805 |
|
1.000 |
0.8787 |
|
1.618 |
0.8757 |
|
2.618 |
0.8710 |
|
4.250 |
0.8632 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8860 |
0.8856 |
| PP |
0.8859 |
0.8852 |
| S1 |
0.8858 |
0.8847 |
|