CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8852 |
-0.0019 |
-0.2% |
0.8817 |
| High |
0.8882 |
0.8944 |
0.0063 |
0.7% |
0.8944 |
| Low |
0.8834 |
0.8849 |
0.0015 |
0.2% |
0.8791 |
| Close |
0.8861 |
0.8929 |
0.0068 |
0.8% |
0.8929 |
| Range |
0.0048 |
0.0095 |
0.0048 |
100.0% |
0.0154 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.5% |
0.0000 |
| Volume |
143,523 |
195,218 |
51,695 |
36.0% |
841,897 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9192 |
0.9155 |
0.8981 |
|
| R3 |
0.9097 |
0.9060 |
0.8955 |
|
| R2 |
0.9002 |
0.9002 |
0.8946 |
|
| R1 |
0.8965 |
0.8965 |
0.8937 |
0.8984 |
| PP |
0.8907 |
0.8907 |
0.8907 |
0.8916 |
| S1 |
0.8870 |
0.8870 |
0.8920 |
0.8889 |
| S2 |
0.8812 |
0.8812 |
0.8911 |
|
| S3 |
0.8717 |
0.8775 |
0.8902 |
|
| S4 |
0.8622 |
0.8680 |
0.8876 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9292 |
0.9013 |
|
| R3 |
0.9195 |
0.9138 |
0.8971 |
|
| R2 |
0.9041 |
0.9041 |
0.8957 |
|
| R1 |
0.8985 |
0.8985 |
0.8943 |
0.9013 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8902 |
| S1 |
0.8831 |
0.8831 |
0.8914 |
0.8860 |
| S2 |
0.8734 |
0.8734 |
0.8900 |
|
| S3 |
0.8581 |
0.8678 |
0.8886 |
|
| S4 |
0.8427 |
0.8524 |
0.8844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8944 |
0.8791 |
0.0154 |
1.7% |
0.0061 |
0.7% |
90% |
True |
False |
168,379 |
| 10 |
0.8944 |
0.8731 |
0.0214 |
2.4% |
0.0059 |
0.7% |
93% |
True |
False |
164,342 |
| 20 |
0.8944 |
0.8731 |
0.0214 |
2.4% |
0.0060 |
0.7% |
93% |
True |
False |
164,144 |
| 40 |
0.9007 |
0.8731 |
0.0276 |
3.1% |
0.0059 |
0.7% |
72% |
False |
False |
163,160 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.8% |
31% |
False |
False |
132,790 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
31% |
False |
False |
99,754 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.8% |
31% |
False |
False |
79,829 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0065 |
0.7% |
31% |
False |
False |
66,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9348 |
|
2.618 |
0.9193 |
|
1.618 |
0.9098 |
|
1.000 |
0.9039 |
|
0.618 |
0.9003 |
|
HIGH |
0.8944 |
|
0.618 |
0.8908 |
|
0.500 |
0.8897 |
|
0.382 |
0.8885 |
|
LOW |
0.8849 |
|
0.618 |
0.8790 |
|
1.000 |
0.8754 |
|
1.618 |
0.8695 |
|
2.618 |
0.8600 |
|
4.250 |
0.8445 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8918 |
0.8913 |
| PP |
0.8907 |
0.8898 |
| S1 |
0.8897 |
0.8883 |
|