CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.8969 |
0.9012 |
0.0043 |
0.5% |
0.8926 |
High |
0.9030 |
0.9023 |
-0.0007 |
-0.1% |
0.9013 |
Low |
0.8961 |
0.8965 |
0.0004 |
0.0% |
0.8881 |
Close |
0.9016 |
0.8969 |
-0.0047 |
-0.5% |
0.8970 |
Range |
0.0069 |
0.0058 |
-0.0011 |
-16.1% |
0.0132 |
ATR |
0.0063 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
Volume |
162,883 |
189,577 |
26,694 |
16.4% |
612,920 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9158 |
0.9121 |
0.9001 |
|
R3 |
0.9101 |
0.9064 |
0.8985 |
|
R2 |
0.9043 |
0.9043 |
0.8980 |
|
R1 |
0.9006 |
0.9006 |
0.8974 |
0.8996 |
PP |
0.8986 |
0.8986 |
0.8986 |
0.8980 |
S1 |
0.8949 |
0.8949 |
0.8964 |
0.8938 |
S2 |
0.8928 |
0.8928 |
0.8958 |
|
S3 |
0.8871 |
0.8891 |
0.8953 |
|
S4 |
0.8813 |
0.8834 |
0.8937 |
|
|
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 |
0.9030 |
0.8882 |
0.0148 |
1.6% |
0.0064 |
0.7% |
59% |
False |
False |
160,122 |
10 |
0.9030 |
0.8791 |
0.0239 |
2.7% |
0.0066 |
0.7% |
75% |
False |
False |
168,175 |
20 |
0.9030 |
0.8731 |
0.0299 |
3.3% |
0.0060 |
0.7% |
80% |
False |
False |
160,119 |
40 |
0.9030 |
0.8731 |
0.0299 |
3.3% |
0.0058 |
0.7% |
80% |
False |
False |
157,436 |
60 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
38% |
False |
False |
148,728 |
80 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
38% |
False |
False |
111,802 |
100 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
38% |
False |
False |
89,477 |
120 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
38% |
False |
False |
74,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9267 |
2.618 |
0.9173 |
1.618 |
0.9116 |
1.000 |
0.9080 |
0.618 |
0.9058 |
HIGH |
0.9023 |
0.618 |
0.9001 |
0.500 |
0.8994 |
0.382 |
0.8987 |
LOW |
0.8965 |
0.618 |
0.8929 |
1.000 |
0.8908 |
1.618 |
0.8872 |
2.618 |
0.8814 |
4.250 |
0.8721 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8994 |
0.8995 |
PP |
0.8986 |
0.8987 |
S1 |
0.8977 |
0.8978 |
|