CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8808 |
0.8877 |
0.0069 |
0.8% |
0.8878 |
| High |
0.8895 |
0.8925 |
0.0030 |
0.3% |
0.8934 |
| Low |
0.8807 |
0.8860 |
0.0053 |
0.6% |
0.8807 |
| Close |
0.8890 |
0.8915 |
0.0025 |
0.3% |
0.8813 |
| Range |
0.0088 |
0.0065 |
-0.0023 |
-26.1% |
0.0128 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
253,229 |
165,280 |
-87,949 |
-34.7% |
727,742 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9095 |
0.9070 |
0.8950 |
|
| R3 |
0.9030 |
0.9005 |
0.8932 |
|
| R2 |
0.8965 |
0.8965 |
0.8926 |
|
| R1 |
0.8940 |
0.8940 |
0.8920 |
0.8952 |
| PP |
0.8900 |
0.8900 |
0.8900 |
0.8906 |
| S1 |
0.8875 |
0.8875 |
0.8909 |
0.8887 |
| S2 |
0.8835 |
0.8835 |
0.8903 |
|
| S3 |
0.8770 |
0.8810 |
0.8897 |
|
| S4 |
0.8705 |
0.8745 |
0.8879 |
|
|
| 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 |
0.8925 |
0.8793 |
0.0132 |
1.5% |
0.0052 |
0.6% |
92% |
True |
False |
175,025 |
| 10 |
0.8982 |
0.8793 |
0.0189 |
2.1% |
0.0060 |
0.7% |
64% |
False |
False |
178,598 |
| 20 |
0.9030 |
0.8793 |
0.0237 |
2.7% |
0.0063 |
0.7% |
51% |
False |
False |
173,775 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0062 |
0.7% |
62% |
False |
False |
170,023 |
| 60 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0060 |
0.7% |
62% |
False |
False |
167,189 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
29% |
False |
False |
138,826 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
29% |
False |
False |
111,176 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
29% |
False |
False |
92,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9201 |
|
2.618 |
0.9095 |
|
1.618 |
0.9030 |
|
1.000 |
0.8990 |
|
0.618 |
0.8965 |
|
HIGH |
0.8925 |
|
0.618 |
0.8900 |
|
0.500 |
0.8892 |
|
0.382 |
0.8884 |
|
LOW |
0.8860 |
|
0.618 |
0.8819 |
|
1.000 |
0.8795 |
|
1.618 |
0.8754 |
|
2.618 |
0.8689 |
|
4.250 |
0.8583 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8907 |
0.8896 |
| PP |
0.8900 |
0.8877 |
| S1 |
0.8892 |
0.8859 |
|