CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8886 |
0.8911 |
0.0026 |
0.3% |
0.8969 |
| High |
0.8934 |
0.8915 |
-0.0020 |
-0.2% |
0.9030 |
| Low |
0.8884 |
0.8841 |
-0.0043 |
-0.5% |
0.8865 |
| Close |
0.8908 |
0.8843 |
-0.0066 |
-0.7% |
0.8930 |
| Range |
0.0051 |
0.0074 |
0.0024 |
46.5% |
0.0165 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
1.0% |
0.0000 |
| Volume |
157,413 |
123,349 |
-34,064 |
-21.6% |
1,090,040 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9088 |
0.9039 |
0.8883 |
|
| R3 |
0.9014 |
0.8965 |
0.8863 |
|
| R2 |
0.8940 |
0.8940 |
0.8856 |
|
| R1 |
0.8891 |
0.8891 |
0.8849 |
0.8879 |
| PP |
0.8866 |
0.8866 |
0.8866 |
0.8860 |
| S1 |
0.8817 |
0.8817 |
0.8836 |
0.8805 |
| S2 |
0.8792 |
0.8792 |
0.8829 |
|
| S3 |
0.8718 |
0.8743 |
0.8822 |
|
| S4 |
0.8644 |
0.8669 |
0.8802 |
|
|
| 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 |
0.8982 |
0.8841 |
0.0142 |
1.6% |
0.0068 |
0.8% |
1% |
False |
True |
182,171 |
| 10 |
0.9030 |
0.8841 |
0.0189 |
2.1% |
0.0064 |
0.7% |
1% |
False |
True |
179,026 |
| 20 |
0.9030 |
0.8780 |
0.0250 |
2.8% |
0.0064 |
0.7% |
25% |
False |
False |
174,448 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0061 |
0.7% |
37% |
False |
False |
165,179 |
| 60 |
0.9166 |
0.8731 |
0.0435 |
4.9% |
0.0063 |
0.7% |
26% |
False |
False |
166,226 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
18% |
False |
False |
127,943 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
18% |
False |
False |
102,433 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
18% |
False |
False |
85,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9229 |
|
2.618 |
0.9108 |
|
1.618 |
0.9034 |
|
1.000 |
0.8989 |
|
0.618 |
0.8960 |
|
HIGH |
0.8915 |
|
0.618 |
0.8886 |
|
0.500 |
0.8878 |
|
0.382 |
0.8869 |
|
LOW |
0.8841 |
|
0.618 |
0.8795 |
|
1.000 |
0.8767 |
|
1.618 |
0.8721 |
|
2.618 |
0.8647 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8878 |
0.8887 |
| PP |
0.8866 |
0.8872 |
| S1 |
0.8854 |
0.8857 |
|