CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8852 |
0.8926 |
0.0074 |
0.8% |
0.8817 |
| High |
0.8944 |
0.8949 |
0.0005 |
0.1% |
0.8944 |
| Low |
0.8849 |
0.8881 |
0.0032 |
0.4% |
0.8791 |
| Close |
0.8929 |
0.8885 |
-0.0044 |
-0.5% |
0.8929 |
| Range |
0.0095 |
0.0068 |
-0.0028 |
-28.9% |
0.0154 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.8% |
0.0000 |
| Volume |
195,218 |
164,769 |
-30,449 |
-15.6% |
841,897 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9107 |
0.9063 |
0.8922 |
|
| R3 |
0.9040 |
0.8996 |
0.8903 |
|
| R2 |
0.8972 |
0.8972 |
0.8897 |
|
| R1 |
0.8928 |
0.8928 |
0.8891 |
0.8917 |
| PP |
0.8905 |
0.8905 |
0.8905 |
0.8899 |
| S1 |
0.8861 |
0.8861 |
0.8878 |
0.8849 |
| S2 |
0.8837 |
0.8837 |
0.8872 |
|
| S3 |
0.8770 |
0.8793 |
0.8866 |
|
| S4 |
0.8702 |
0.8726 |
0.8847 |
|
|
| 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 |
0.8949 |
0.8791 |
0.0158 |
1.8% |
0.0068 |
0.8% |
59% |
True |
False |
176,229 |
| 10 |
0.8949 |
0.8760 |
0.0189 |
2.1% |
0.0057 |
0.6% |
66% |
True |
False |
166,048 |
| 20 |
0.8949 |
0.8731 |
0.0218 |
2.5% |
0.0060 |
0.7% |
71% |
True |
False |
164,321 |
| 40 |
0.9004 |
0.8731 |
0.0274 |
3.1% |
0.0058 |
0.7% |
56% |
False |
False |
162,256 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
24% |
False |
False |
135,525 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.7% |
24% |
False |
False |
101,805 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
24% |
False |
False |
81,474 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
24% |
False |
False |
67,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9235 |
|
2.618 |
0.9125 |
|
1.618 |
0.9058 |
|
1.000 |
0.9016 |
|
0.618 |
0.8990 |
|
HIGH |
0.8949 |
|
0.618 |
0.8923 |
|
0.500 |
0.8915 |
|
0.382 |
0.8907 |
|
LOW |
0.8881 |
|
0.618 |
0.8839 |
|
1.000 |
0.8814 |
|
1.618 |
0.8772 |
|
2.618 |
0.8704 |
|
4.250 |
0.8594 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8915 |
0.8891 |
| PP |
0.8905 |
0.8889 |
| S1 |
0.8895 |
0.8887 |
|