CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8911 |
0.8847 |
-0.0064 |
-0.7% |
0.8878 |
| High |
0.8915 |
0.8847 |
-0.0068 |
-0.8% |
0.8934 |
| Low |
0.8841 |
0.8807 |
-0.0034 |
-0.4% |
0.8807 |
| Close |
0.8843 |
0.8813 |
-0.0030 |
-0.3% |
0.8813 |
| Range |
0.0074 |
0.0041 |
-0.0034 |
-45.3% |
0.0128 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
123,349 |
169,069 |
45,720 |
37.1% |
727,742 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8944 |
0.8919 |
0.8835 |
|
| R3 |
0.8903 |
0.8878 |
0.8824 |
|
| R2 |
0.8863 |
0.8863 |
0.8820 |
|
| R1 |
0.8838 |
0.8838 |
0.8816 |
0.8830 |
| PP |
0.8822 |
0.8822 |
0.8822 |
0.8818 |
| S1 |
0.8797 |
0.8797 |
0.8809 |
0.8789 |
| S2 |
0.8782 |
0.8782 |
0.8805 |
|
| S3 |
0.8741 |
0.8757 |
0.8801 |
|
| S4 |
0.8701 |
0.8716 |
0.8790 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9151 |
0.8883 |
|
| R3 |
0.9106 |
0.9023 |
0.8848 |
|
| R2 |
0.8979 |
0.8979 |
0.8836 |
|
| R1 |
0.8896 |
0.8896 |
0.8824 |
0.8873 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8840 |
| S1 |
0.8768 |
0.8768 |
0.8801 |
0.8746 |
| S2 |
0.8724 |
0.8724 |
0.8789 |
|
| S3 |
0.8596 |
0.8641 |
0.8777 |
|
| S4 |
0.8469 |
0.8513 |
0.8742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8934 |
0.8807 |
0.0128 |
1.4% |
0.0052 |
0.6% |
5% |
False |
True |
145,548 |
| 10 |
0.9030 |
0.8807 |
0.0223 |
2.5% |
0.0064 |
0.7% |
3% |
False |
True |
181,778 |
| 20 |
0.9030 |
0.8791 |
0.0239 |
2.7% |
0.0062 |
0.7% |
9% |
False |
False |
171,252 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0062 |
0.7% |
27% |
False |
False |
166,455 |
| 60 |
0.9166 |
0.8731 |
0.0435 |
4.9% |
0.0063 |
0.7% |
19% |
False |
False |
167,357 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
13% |
False |
False |
130,052 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0067 |
0.8% |
13% |
False |
False |
104,121 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
13% |
False |
False |
86,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9019 |
|
2.618 |
0.8953 |
|
1.618 |
0.8913 |
|
1.000 |
0.8888 |
|
0.618 |
0.8872 |
|
HIGH |
0.8847 |
|
0.618 |
0.8832 |
|
0.500 |
0.8827 |
|
0.382 |
0.8822 |
|
LOW |
0.8807 |
|
0.618 |
0.8781 |
|
1.000 |
0.8766 |
|
1.618 |
0.8741 |
|
2.618 |
0.8700 |
|
4.250 |
0.8634 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8827 |
0.8870 |
| PP |
0.8822 |
0.8851 |
| S1 |
0.8817 |
0.8832 |
|