CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.8892 |
0.8899 |
0.0007 |
0.1% |
0.8817 |
High |
0.8925 |
0.9007 |
0.0083 |
0.9% |
0.8944 |
Low |
0.8882 |
0.8899 |
0.0017 |
0.2% |
0.8791 |
Close |
0.8902 |
0.9005 |
0.0103 |
1.2% |
0.8929 |
Range |
0.0043 |
0.0108 |
0.0066 |
154.1% |
0.0154 |
ATR |
0.0060 |
0.0064 |
0.0003 |
5.7% |
0.0000 |
Volume |
125,578 |
181,019 |
55,441 |
44.1% |
841,897 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9294 |
0.9257 |
0.9064 |
|
R3 |
0.9186 |
0.9149 |
0.9034 |
|
R2 |
0.9078 |
0.9078 |
0.9024 |
|
R1 |
0.9041 |
0.9041 |
0.9014 |
0.9060 |
PP |
0.8970 |
0.8970 |
0.8970 |
0.8979 |
S1 |
0.8933 |
0.8933 |
0.8995 |
0.8952 |
S2 |
0.8862 |
0.8862 |
0.8985 |
|
S3 |
0.8754 |
0.8825 |
0.8975 |
|
S4 |
0.8646 |
0.8717 |
0.8945 |
|
|
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 |
0.9007 |
0.8834 |
0.0173 |
1.9% |
0.0072 |
0.8% |
99% |
True |
False |
162,021 |
10 |
0.9007 |
0.8780 |
0.0227 |
2.5% |
0.0063 |
0.7% |
99% |
True |
False |
169,871 |
20 |
0.9007 |
0.8731 |
0.0277 |
3.1% |
0.0061 |
0.7% |
99% |
True |
False |
160,677 |
40 |
0.9007 |
0.8731 |
0.0277 |
3.1% |
0.0058 |
0.6% |
99% |
True |
False |
158,861 |
60 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
44% |
False |
False |
140,585 |
80 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
44% |
False |
False |
105,634 |
100 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
44% |
False |
False |
84,539 |
120 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
44% |
False |
False |
70,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9466 |
2.618 |
0.9290 |
1.618 |
0.9182 |
1.000 |
0.9115 |
0.618 |
0.9074 |
HIGH |
0.9007 |
0.618 |
0.8966 |
0.500 |
0.8953 |
0.382 |
0.8940 |
LOW |
0.8899 |
0.618 |
0.8832 |
1.000 |
0.8791 |
1.618 |
0.8724 |
2.618 |
0.8616 |
4.250 |
0.8440 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8987 |
0.8984 |
PP |
0.8970 |
0.8964 |
S1 |
0.8953 |
0.8944 |
|