CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8880 |
0.8878 |
-0.0002 |
0.0% |
0.8969 |
| High |
0.8982 |
0.8905 |
-0.0077 |
-0.9% |
0.9030 |
| Low |
0.8865 |
0.8847 |
-0.0017 |
-0.2% |
0.8865 |
| Close |
0.8930 |
0.8884 |
-0.0046 |
-0.5% |
0.8930 |
| Range |
0.0118 |
0.0058 |
-0.0060 |
-51.1% |
0.0165 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
352,186 |
142,629 |
-209,557 |
-59.5% |
1,090,040 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9051 |
0.9025 |
0.8916 |
|
| R3 |
0.8994 |
0.8968 |
0.8900 |
|
| R2 |
0.8936 |
0.8936 |
0.8895 |
|
| R1 |
0.8910 |
0.8910 |
0.8889 |
0.8923 |
| PP |
0.8879 |
0.8879 |
0.8879 |
0.8885 |
| S1 |
0.8853 |
0.8853 |
0.8879 |
0.8866 |
| S2 |
0.8821 |
0.8821 |
0.8873 |
|
| S3 |
0.8764 |
0.8795 |
0.8868 |
|
| S4 |
0.8706 |
0.8738 |
0.8852 |
|
|
| 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 |
0.9023 |
0.8847 |
0.0175 |
2.0% |
0.0073 |
0.8% |
21% |
False |
True |
213,957 |
| 10 |
0.9030 |
0.8847 |
0.0182 |
2.0% |
0.0070 |
0.8% |
20% |
False |
True |
184,558 |
| 20 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0064 |
0.7% |
51% |
False |
False |
174,450 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0061 |
0.7% |
51% |
False |
False |
163,484 |
| 60 |
0.9286 |
0.8731 |
0.0556 |
6.3% |
0.0065 |
0.7% |
28% |
False |
False |
162,915 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0068 |
0.8% |
24% |
False |
False |
122,775 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0068 |
0.8% |
24% |
False |
False |
98,277 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
24% |
False |
False |
81,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9149 |
|
2.618 |
0.9056 |
|
1.618 |
0.8998 |
|
1.000 |
0.8962 |
|
0.618 |
0.8941 |
|
HIGH |
0.8905 |
|
0.618 |
0.8883 |
|
0.500 |
0.8876 |
|
0.382 |
0.8869 |
|
LOW |
0.8847 |
|
0.618 |
0.8812 |
|
1.000 |
0.8790 |
|
1.618 |
0.8754 |
|
2.618 |
0.8697 |
|
4.250 |
0.8603 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8881 |
0.8915 |
| PP |
0.8879 |
0.8904 |
| S1 |
0.8876 |
0.8894 |
|