CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8867 |
0.8828 |
-0.0039 |
-0.4% |
0.8855 |
High |
0.8888 |
0.8860 |
-0.0028 |
-0.3% |
0.8898 |
Low |
0.8833 |
0.8808 |
-0.0025 |
-0.3% |
0.8808 |
Close |
0.8840 |
0.8854 |
0.0014 |
0.2% |
0.8854 |
Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0090 |
ATR |
0.0057 |
0.0056 |
0.0000 |
-0.6% |
0.0000 |
Volume |
155 |
182 |
27 |
17.4% |
1,039 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8997 |
0.8977 |
0.8882 |
|
R3 |
0.8945 |
0.8925 |
0.8868 |
|
R2 |
0.8893 |
0.8893 |
0.8863 |
|
R1 |
0.8873 |
0.8873 |
0.8858 |
0.8883 |
PP |
0.8840 |
0.8840 |
0.8840 |
0.8845 |
S1 |
0.8821 |
0.8821 |
0.8849 |
0.8831 |
S2 |
0.8788 |
0.8788 |
0.8844 |
|
S3 |
0.8736 |
0.8769 |
0.8839 |
|
S4 |
0.8684 |
0.8717 |
0.8825 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9122 |
0.9077 |
0.8903 |
|
R3 |
0.9032 |
0.8988 |
0.8878 |
|
R2 |
0.8943 |
0.8943 |
0.8870 |
|
R1 |
0.8898 |
0.8898 |
0.8862 |
0.8876 |
PP |
0.8853 |
0.8853 |
0.8853 |
0.8842 |
S1 |
0.8808 |
0.8808 |
0.8845 |
0.8786 |
S2 |
0.8763 |
0.8763 |
0.8837 |
|
S3 |
0.8674 |
0.8719 |
0.8829 |
|
S4 |
0.8584 |
0.8629 |
0.8804 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9081 |
2.618 |
0.8996 |
1.618 |
0.8944 |
1.000 |
0.8912 |
0.618 |
0.8892 |
HIGH |
0.8860 |
0.618 |
0.8840 |
0.500 |
0.8834 |
0.382 |
0.8828 |
LOW |
0.8808 |
0.618 |
0.8776 |
1.000 |
0.8756 |
1.618 |
0.8724 |
2.618 |
0.8672 |
4.250 |
0.8587 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8847 |
0.8852 |
PP |
0.8840 |
0.8850 |
S1 |
0.8834 |
0.8848 |
|