CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8936 |
0.8880 |
-0.0056 |
-0.6% |
0.8969 |
| High |
0.8956 |
0.8982 |
0.0027 |
0.3% |
0.9030 |
| Low |
0.8883 |
0.8865 |
-0.0019 |
-0.2% |
0.8865 |
| Close |
0.8892 |
0.8930 |
0.0038 |
0.4% |
0.8930 |
| Range |
0.0073 |
0.0118 |
0.0045 |
62.1% |
0.0165 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.2% |
0.0000 |
| Volume |
203,050 |
352,186 |
149,136 |
73.4% |
1,090,040 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9278 |
0.9222 |
0.8995 |
|
| R3 |
0.9161 |
0.9104 |
0.8962 |
|
| R2 |
0.9043 |
0.9043 |
0.8952 |
|
| R1 |
0.8987 |
0.8987 |
0.8941 |
0.9015 |
| PP |
0.8926 |
0.8926 |
0.8926 |
0.8940 |
| S1 |
0.8869 |
0.8869 |
0.8919 |
0.8897 |
| S2 |
0.8808 |
0.8808 |
0.8908 |
|
| S3 |
0.8691 |
0.8752 |
0.8898 |
|
| S4 |
0.8573 |
0.8634 |
0.8865 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9436 |
0.9348 |
0.9021 |
|
| R3 |
0.9271 |
0.9183 |
0.8975 |
|
| R2 |
0.9106 |
0.9106 |
0.8960 |
|
| R1 |
0.9018 |
0.9018 |
0.8945 |
0.8980 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8922 |
| S1 |
0.8853 |
0.8853 |
0.8915 |
0.8815 |
| S2 |
0.8776 |
0.8776 |
0.8900 |
|
| S3 |
0.8611 |
0.8688 |
0.8885 |
|
| S4 |
0.8446 |
0.8523 |
0.8839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9030 |
0.8865 |
0.0165 |
1.8% |
0.0076 |
0.8% |
40% |
False |
True |
218,008 |
| 10 |
0.9030 |
0.8849 |
0.0181 |
2.0% |
0.0074 |
0.8% |
45% |
False |
False |
189,817 |
| 20 |
0.9030 |
0.8731 |
0.0299 |
3.3% |
0.0065 |
0.7% |
67% |
False |
False |
174,235 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.3% |
0.0061 |
0.7% |
67% |
False |
False |
164,848 |
| 60 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0066 |
0.7% |
32% |
False |
False |
160,757 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0068 |
0.8% |
32% |
False |
False |
121,007 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.8% |
32% |
False |
False |
96,852 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.0% |
0.0067 |
0.7% |
32% |
False |
False |
80,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9481 |
|
2.618 |
0.9290 |
|
1.618 |
0.9172 |
|
1.000 |
0.9100 |
|
0.618 |
0.9055 |
|
HIGH |
0.8982 |
|
0.618 |
0.8937 |
|
0.500 |
0.8923 |
|
0.382 |
0.8909 |
|
LOW |
0.8865 |
|
0.618 |
0.8792 |
|
1.000 |
0.8747 |
|
1.618 |
0.8674 |
|
2.618 |
0.8557 |
|
4.250 |
0.8365 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8928 |
0.8928 |
| PP |
0.8926 |
0.8927 |
| S1 |
0.8923 |
0.8925 |
|