CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8878 |
0.8895 |
0.0017 |
0.2% |
0.8969 |
| High |
0.8905 |
0.8903 |
-0.0002 |
0.0% |
0.9030 |
| Low |
0.8847 |
0.8864 |
0.0017 |
0.2% |
0.8865 |
| Close |
0.8884 |
0.8885 |
0.0001 |
0.0% |
0.8930 |
| Range |
0.0058 |
0.0039 |
-0.0019 |
-32.2% |
0.0165 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
142,629 |
135,282 |
-7,347 |
-5.2% |
1,090,040 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9001 |
0.8982 |
0.8906 |
|
| R3 |
0.8962 |
0.8943 |
0.8896 |
|
| R2 |
0.8923 |
0.8923 |
0.8892 |
|
| R1 |
0.8904 |
0.8904 |
0.8889 |
0.8894 |
| PP |
0.8884 |
0.8884 |
0.8884 |
0.8879 |
| S1 |
0.8865 |
0.8865 |
0.8881 |
0.8855 |
| S2 |
0.8845 |
0.8845 |
0.8878 |
|
| S3 |
0.8806 |
0.8826 |
0.8874 |
|
| S4 |
0.8767 |
0.8787 |
0.8864 |
|
|
| 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 |
0.8986 |
0.8847 |
0.0138 |
1.6% |
0.0070 |
0.8% |
27% |
False |
False |
203,098 |
| 10 |
0.9030 |
0.8847 |
0.0182 |
2.0% |
0.0067 |
0.8% |
21% |
False |
False |
181,610 |
| 20 |
0.9030 |
0.8760 |
0.0270 |
3.0% |
0.0062 |
0.7% |
46% |
False |
False |
173,829 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0061 |
0.7% |
52% |
False |
False |
165,265 |
| 60 |
0.9194 |
0.8731 |
0.0464 |
5.2% |
0.0064 |
0.7% |
33% |
False |
False |
164,670 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0068 |
0.8% |
25% |
False |
False |
124,446 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
25% |
False |
False |
99,630 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0065 |
0.7% |
25% |
False |
False |
83,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9069 |
|
2.618 |
0.9005 |
|
1.618 |
0.8966 |
|
1.000 |
0.8942 |
|
0.618 |
0.8927 |
|
HIGH |
0.8903 |
|
0.618 |
0.8888 |
|
0.500 |
0.8884 |
|
0.382 |
0.8879 |
|
LOW |
0.8864 |
|
0.618 |
0.8840 |
|
1.000 |
0.8825 |
|
1.618 |
0.8801 |
|
2.618 |
0.8762 |
|
4.250 |
0.8698 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8885 |
0.8915 |
| PP |
0.8884 |
0.8905 |
| S1 |
0.8884 |
0.8895 |
|