CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.9001 |
0.0102 |
1.1% |
0.8926 |
| High |
0.9007 |
0.9013 |
0.0006 |
0.1% |
0.9013 |
| Low |
0.8899 |
0.8968 |
0.0069 |
0.8% |
0.8881 |
| Close |
0.9005 |
0.8970 |
-0.0035 |
-0.4% |
0.8970 |
| Range |
0.0108 |
0.0045 |
-0.0064 |
-58.8% |
0.0132 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
181,019 |
141,554 |
-39,465 |
-21.8% |
612,920 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9088 |
0.8994 |
|
| R3 |
0.9073 |
0.9044 |
0.8982 |
|
| R2 |
0.9028 |
0.9028 |
0.8978 |
|
| R1 |
0.8999 |
0.8999 |
0.8974 |
0.8991 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.8980 |
| S1 |
0.8955 |
0.8955 |
0.8966 |
0.8947 |
| S2 |
0.8939 |
0.8939 |
0.8962 |
|
| S3 |
0.8895 |
0.8910 |
0.8958 |
|
| S4 |
0.8850 |
0.8866 |
0.8946 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9291 |
0.9042 |
|
| R3 |
0.9218 |
0.9160 |
0.9006 |
|
| R2 |
0.9086 |
0.9086 |
0.8994 |
|
| R1 |
0.9028 |
0.9028 |
0.8982 |
0.9057 |
| PP |
0.8955 |
0.8955 |
0.8955 |
0.8969 |
| S1 |
0.8897 |
0.8897 |
0.8958 |
0.8926 |
| S2 |
0.8823 |
0.8823 |
0.8946 |
|
| S3 |
0.8692 |
0.8765 |
0.8934 |
|
| S4 |
0.8560 |
0.8634 |
0.8898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9013 |
0.8849 |
0.0164 |
1.8% |
0.0072 |
0.8% |
74% |
True |
False |
161,627 |
| 10 |
0.9013 |
0.8791 |
0.0222 |
2.5% |
0.0060 |
0.7% |
81% |
True |
False |
160,727 |
| 20 |
0.9013 |
0.8731 |
0.0282 |
3.1% |
0.0061 |
0.7% |
85% |
True |
False |
159,197 |
| 40 |
0.9013 |
0.8731 |
0.0282 |
3.1% |
0.0057 |
0.6% |
85% |
True |
False |
157,566 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
38% |
False |
False |
142,908 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
38% |
False |
False |
107,401 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
38% |
False |
False |
85,954 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
38% |
False |
False |
71,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9202 |
|
2.618 |
0.9129 |
|
1.618 |
0.9085 |
|
1.000 |
0.9057 |
|
0.618 |
0.9040 |
|
HIGH |
0.9013 |
|
0.618 |
0.8996 |
|
0.500 |
0.8990 |
|
0.382 |
0.8985 |
|
LOW |
0.8968 |
|
0.618 |
0.8940 |
|
1.000 |
0.8924 |
|
1.618 |
0.8896 |
|
2.618 |
0.8851 |
|
4.250 |
0.8779 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.8962 |
| PP |
0.8984 |
0.8955 |
| S1 |
0.8977 |
0.8947 |
|