CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9012 |
0.8977 |
-0.0035 |
-0.4% |
0.8926 |
| High |
0.9023 |
0.8986 |
-0.0037 |
-0.4% |
0.9013 |
| Low |
0.8965 |
0.8924 |
-0.0042 |
-0.5% |
0.8881 |
| Close |
0.8969 |
0.8951 |
-0.0019 |
-0.2% |
0.8970 |
| Range |
0.0058 |
0.0062 |
0.0005 |
7.8% |
0.0132 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
189,577 |
182,344 |
-7,233 |
-3.8% |
612,920 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9139 |
0.9107 |
0.8985 |
|
| R3 |
0.9077 |
0.9045 |
0.8968 |
|
| R2 |
0.9015 |
0.9015 |
0.8962 |
|
| R1 |
0.8983 |
0.8983 |
0.8956 |
0.8968 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8946 |
| S1 |
0.8921 |
0.8921 |
0.8945 |
0.8906 |
| S2 |
0.8891 |
0.8891 |
0.8939 |
|
| S3 |
0.8829 |
0.8859 |
0.8933 |
|
| S4 |
0.8767 |
0.8797 |
0.8916 |
|
|
| 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 |
0.8899 |
0.0131 |
1.5% |
0.0068 |
0.8% |
39% |
False |
False |
171,475 |
| 10 |
0.9030 |
0.8823 |
0.0207 |
2.3% |
0.0067 |
0.8% |
62% |
False |
False |
171,459 |
| 20 |
0.9030 |
0.8731 |
0.0299 |
3.3% |
0.0060 |
0.7% |
74% |
False |
False |
162,729 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.3% |
0.0059 |
0.7% |
74% |
False |
False |
158,264 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0065 |
0.7% |
35% |
False |
False |
151,697 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
35% |
False |
False |
114,080 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
35% |
False |
False |
91,301 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
35% |
False |
False |
76,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9148 |
|
1.618 |
0.9086 |
|
1.000 |
0.9048 |
|
0.618 |
0.9024 |
|
HIGH |
0.8986 |
|
0.618 |
0.8962 |
|
0.500 |
0.8955 |
|
0.382 |
0.8947 |
|
LOW |
0.8924 |
|
0.618 |
0.8885 |
|
1.000 |
0.8862 |
|
1.618 |
0.8823 |
|
2.618 |
0.8761 |
|
4.250 |
0.8660 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.8977 |
| PP |
0.8953 |
0.8968 |
| S1 |
0.8952 |
0.8959 |
|