CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.8977 |
0.8936 |
-0.0042 |
-0.5% |
0.8926 |
High |
0.8986 |
0.8956 |
-0.0030 |
-0.3% |
0.9013 |
Low |
0.8924 |
0.8883 |
-0.0041 |
-0.5% |
0.8881 |
Close |
0.8951 |
0.8892 |
-0.0059 |
-0.7% |
0.8970 |
Range |
0.0062 |
0.0073 |
0.0011 |
16.9% |
0.0132 |
ATR |
0.0062 |
0.0063 |
0.0001 |
1.2% |
0.0000 |
Volume |
182,344 |
203,050 |
20,706 |
11.4% |
612,920 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9128 |
0.9082 |
0.8932 |
|
R3 |
0.9055 |
0.9010 |
0.8912 |
|
R2 |
0.8983 |
0.8983 |
0.8905 |
|
R1 |
0.8937 |
0.8937 |
0.8899 |
0.8924 |
PP |
0.8910 |
0.8910 |
0.8910 |
0.8903 |
S1 |
0.8865 |
0.8865 |
0.8885 |
0.8851 |
S2 |
0.8838 |
0.8838 |
0.8879 |
|
S3 |
0.8765 |
0.8792 |
0.8872 |
|
S4 |
0.8693 |
0.8720 |
0.8852 |
|
|
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 |
0.8883 |
0.0147 |
1.6% |
0.0061 |
0.7% |
6% |
False |
True |
175,881 |
10 |
0.9030 |
0.8834 |
0.0196 |
2.2% |
0.0067 |
0.7% |
30% |
False |
False |
168,951 |
20 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0061 |
0.7% |
54% |
False |
False |
165,013 |
40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0060 |
0.7% |
54% |
False |
False |
159,491 |
60 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0065 |
0.7% |
26% |
False |
False |
155,025 |
80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
26% |
False |
False |
116,613 |
100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
26% |
False |
False |
93,331 |
120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
26% |
False |
False |
77,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9264 |
2.618 |
0.9145 |
1.618 |
0.9073 |
1.000 |
0.9028 |
0.618 |
0.9000 |
HIGH |
0.8956 |
0.618 |
0.8928 |
0.500 |
0.8919 |
0.382 |
0.8911 |
LOW |
0.8883 |
0.618 |
0.8838 |
1.000 |
0.8811 |
1.618 |
0.8766 |
2.618 |
0.8693 |
4.250 |
0.8575 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8919 |
0.8953 |
PP |
0.8910 |
0.8933 |
S1 |
0.8901 |
0.8912 |
|