CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.8944 |
0.8965 |
0.0021 |
0.2% |
0.8858 |
High |
0.8969 |
0.9052 |
0.0084 |
0.9% |
0.8991 |
Low |
0.8932 |
0.8959 |
0.0027 |
0.3% |
0.8842 |
Close |
0.8950 |
0.9052 |
0.0102 |
1.1% |
0.8976 |
Range |
0.0037 |
0.0093 |
0.0057 |
154.8% |
0.0149 |
ATR |
0.0054 |
0.0058 |
0.0003 |
6.3% |
0.0000 |
Volume |
206 |
911 |
705 |
342.2% |
1,442 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9300 |
0.9269 |
0.9103 |
|
R3 |
0.9207 |
0.9176 |
0.9078 |
|
R2 |
0.9114 |
0.9114 |
0.9069 |
|
R1 |
0.9083 |
0.9083 |
0.9061 |
0.9099 |
PP |
0.9021 |
0.9021 |
0.9021 |
0.9029 |
S1 |
0.8990 |
0.8990 |
0.9043 |
0.9006 |
S2 |
0.8928 |
0.8928 |
0.9035 |
|
S3 |
0.8835 |
0.8897 |
0.9026 |
|
S4 |
0.8742 |
0.8804 |
0.9001 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9383 |
0.9329 |
0.9058 |
|
R3 |
0.9234 |
0.9180 |
0.9017 |
|
R2 |
0.9085 |
0.9085 |
0.9003 |
|
R1 |
0.9031 |
0.9031 |
0.8990 |
0.9058 |
PP |
0.8936 |
0.8936 |
0.8936 |
0.8950 |
S1 |
0.8882 |
0.8882 |
0.8962 |
0.8909 |
S2 |
0.8787 |
0.8787 |
0.8949 |
|
S3 |
0.8638 |
0.8733 |
0.8935 |
|
S4 |
0.8489 |
0.8584 |
0.8894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9052 |
0.8885 |
0.0167 |
1.8% |
0.0065 |
0.7% |
100% |
True |
False |
360 |
10 |
0.9052 |
0.8831 |
0.0221 |
2.4% |
0.0057 |
0.6% |
100% |
True |
False |
326 |
20 |
0.9052 |
0.8783 |
0.0270 |
3.0% |
0.0054 |
0.6% |
100% |
True |
False |
293 |
40 |
0.9052 |
0.8783 |
0.0270 |
3.0% |
0.0051 |
0.6% |
100% |
True |
False |
275 |
60 |
0.9401 |
0.8783 |
0.0618 |
6.8% |
0.0057 |
0.6% |
44% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9447 |
2.618 |
0.9295 |
1.618 |
0.9202 |
1.000 |
0.9145 |
0.618 |
0.9109 |
HIGH |
0.9052 |
0.618 |
0.9016 |
0.500 |
0.9006 |
0.382 |
0.8995 |
LOW |
0.8959 |
0.618 |
0.8902 |
1.000 |
0.8866 |
1.618 |
0.8809 |
2.618 |
0.8716 |
4.250 |
0.8564 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9037 |
0.9032 |
PP |
0.9021 |
0.9011 |
S1 |
0.9006 |
0.8991 |
|