CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.8880 |
-0.0019 |
-0.2% |
0.8808 |
| High |
0.8926 |
0.8897 |
-0.0030 |
-0.3% |
0.8926 |
| Low |
0.8871 |
0.8864 |
-0.0007 |
-0.1% |
0.8793 |
| Close |
0.8880 |
0.8894 |
0.0014 |
0.2% |
0.8880 |
| Range |
0.0056 |
0.0033 |
-0.0023 |
-40.5% |
0.0133 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
51,013 |
3,269 |
-47,744 |
-93.6% |
757,070 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8984 |
0.8972 |
0.8912 |
|
| R3 |
0.8951 |
0.8939 |
0.8903 |
|
| R2 |
0.8918 |
0.8918 |
0.8900 |
|
| R1 |
0.8906 |
0.8906 |
0.8897 |
0.8912 |
| PP |
0.8885 |
0.8885 |
0.8885 |
0.8888 |
| S1 |
0.8873 |
0.8873 |
0.8890 |
0.8879 |
| S2 |
0.8852 |
0.8852 |
0.8887 |
|
| S3 |
0.8819 |
0.8840 |
0.8884 |
|
| S4 |
0.8786 |
0.8807 |
0.8875 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9206 |
0.8953 |
|
| R3 |
0.9132 |
0.9073 |
0.8917 |
|
| R2 |
0.8999 |
0.8999 |
0.8904 |
|
| R1 |
0.8940 |
0.8940 |
0.8892 |
0.8970 |
| PP |
0.8866 |
0.8866 |
0.8866 |
0.8881 |
| S1 |
0.8807 |
0.8807 |
0.8868 |
0.8837 |
| S2 |
0.8733 |
0.8733 |
0.8856 |
|
| S3 |
0.8600 |
0.8674 |
0.8843 |
|
| S4 |
0.8467 |
0.8541 |
0.8807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8926 |
0.8793 |
0.0133 |
1.5% |
0.0054 |
0.6% |
76% |
False |
False |
124,777 |
| 10 |
0.8934 |
0.8793 |
0.0141 |
1.6% |
0.0051 |
0.6% |
71% |
False |
False |
134,545 |
| 20 |
0.9030 |
0.8793 |
0.0237 |
2.7% |
0.0060 |
0.7% |
42% |
False |
False |
159,552 |
| 40 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0060 |
0.7% |
55% |
False |
False |
161,848 |
| 60 |
0.9030 |
0.8731 |
0.0299 |
3.4% |
0.0059 |
0.7% |
55% |
False |
False |
161,957 |
| 80 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0065 |
0.7% |
26% |
False |
False |
139,480 |
| 100 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0065 |
0.7% |
26% |
False |
False |
111,713 |
| 120 |
0.9360 |
0.8731 |
0.0629 |
7.1% |
0.0066 |
0.7% |
26% |
False |
False |
93,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9037 |
|
2.618 |
0.8983 |
|
1.618 |
0.8950 |
|
1.000 |
0.8930 |
|
0.618 |
0.8917 |
|
HIGH |
0.8897 |
|
0.618 |
0.8884 |
|
0.500 |
0.8880 |
|
0.382 |
0.8876 |
|
LOW |
0.8864 |
|
0.618 |
0.8843 |
|
1.000 |
0.8831 |
|
1.618 |
0.8810 |
|
2.618 |
0.8777 |
|
4.250 |
0.8723 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8889 |
0.8893 |
| PP |
0.8885 |
0.8893 |
| S1 |
0.8880 |
0.8893 |
|