CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8808 |
0.8809 |
0.0002 |
0.0% |
0.8878 |
| High |
0.8834 |
0.8823 |
-0.0011 |
-0.1% |
0.8934 |
| Low |
0.8798 |
0.8793 |
-0.0005 |
-0.1% |
0.8807 |
| Close |
0.8812 |
0.8806 |
-0.0006 |
-0.1% |
0.8813 |
| Range |
0.0036 |
0.0030 |
-0.0006 |
-15.5% |
0.0128 |
| ATR |
0.0062 |
0.0059 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
136,454 |
151,094 |
14,640 |
10.7% |
727,742 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8897 |
0.8882 |
0.8823 |
|
| R3 |
0.8867 |
0.8852 |
0.8814 |
|
| R2 |
0.8837 |
0.8837 |
0.8812 |
|
| R1 |
0.8822 |
0.8822 |
0.8809 |
0.8815 |
| PP |
0.8807 |
0.8807 |
0.8807 |
0.8804 |
| S1 |
0.8792 |
0.8792 |
0.8803 |
0.8785 |
| S2 |
0.8777 |
0.8777 |
0.8801 |
|
| S3 |
0.8747 |
0.8762 |
0.8798 |
|
| S4 |
0.8717 |
0.8732 |
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 |
0.8793 |
0.0141 |
1.6% |
0.0046 |
0.5% |
9% |
False |
True |
147,475 |
| 10 |
0.8986 |
0.8793 |
0.0193 |
2.2% |
0.0058 |
0.7% |
7% |
False |
True |
175,287 |
| 20 |
0.9030 |
0.8791 |
0.0239 |
2.7% |
0.0062 |
0.7% |
6% |
False |
False |
171,731 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0061 |
0.7% |
25% |
False |
False |
166,611 |
| 60 |
0.9038 |
0.8731 |
0.0308 |
3.5% |
0.0060 |
0.7% |
25% |
False |
False |
166,203 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
12% |
False |
False |
133,605 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
12% |
False |
False |
106,993 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
12% |
False |
False |
89,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8951 |
|
2.618 |
0.8902 |
|
1.618 |
0.8872 |
|
1.000 |
0.8853 |
|
0.618 |
0.8842 |
|
HIGH |
0.8823 |
|
0.618 |
0.8812 |
|
0.500 |
0.8808 |
|
0.382 |
0.8804 |
|
LOW |
0.8793 |
|
0.618 |
0.8774 |
|
1.000 |
0.8763 |
|
1.618 |
0.8744 |
|
2.618 |
0.8714 |
|
4.250 |
0.8666 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8808 |
0.8820 |
| PP |
0.8807 |
0.8815 |
| S1 |
0.8807 |
0.8811 |
|