CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.8965 |
0.9049 |
0.0084 |
0.9% |
0.8978 |
High |
0.9052 |
0.9058 |
0.0006 |
0.1% |
0.9058 |
Low |
0.8959 |
0.9016 |
0.0057 |
0.6% |
0.8930 |
Close |
0.9052 |
0.9017 |
-0.0035 |
-0.4% |
0.9017 |
Range |
0.0093 |
0.0042 |
-0.0052 |
-55.4% |
0.0128 |
ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
911 |
764 |
-147 |
-16.1% |
2,093 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9155 |
0.9127 |
0.9040 |
|
R3 |
0.9113 |
0.9086 |
0.9028 |
|
R2 |
0.9072 |
0.9072 |
0.9025 |
|
R1 |
0.9044 |
0.9044 |
0.9021 |
0.9037 |
PP |
0.9030 |
0.9030 |
0.9030 |
0.9027 |
S1 |
0.9003 |
0.9003 |
0.9013 |
0.8996 |
S2 |
0.8989 |
0.8989 |
0.9009 |
|
S3 |
0.8947 |
0.8961 |
0.9006 |
|
S4 |
0.8906 |
0.8920 |
0.8994 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9384 |
0.9328 |
0.9087 |
|
R3 |
0.9257 |
0.9201 |
0.9052 |
|
R2 |
0.9129 |
0.9129 |
0.9040 |
|
R1 |
0.9073 |
0.9073 |
0.9029 |
0.9101 |
PP |
0.9002 |
0.9002 |
0.9002 |
0.9016 |
S1 |
0.8946 |
0.8946 |
0.9005 |
0.8974 |
S2 |
0.8874 |
0.8874 |
0.8994 |
|
S3 |
0.8747 |
0.8818 |
0.8982 |
|
S4 |
0.8619 |
0.8691 |
0.8947 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9058 |
0.8898 |
0.0160 |
1.8% |
0.0065 |
0.7% |
75% |
True |
False |
492 |
10 |
0.9058 |
0.8842 |
0.0216 |
2.4% |
0.0054 |
0.6% |
81% |
True |
False |
365 |
20 |
0.9058 |
0.8783 |
0.0275 |
3.0% |
0.0054 |
0.6% |
85% |
True |
False |
324 |
40 |
0.9058 |
0.8783 |
0.0275 |
3.0% |
0.0050 |
0.6% |
85% |
True |
False |
293 |
60 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0056 |
0.6% |
38% |
False |
False |
220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9234 |
2.618 |
0.9166 |
1.618 |
0.9125 |
1.000 |
0.9099 |
0.618 |
0.9083 |
HIGH |
0.9058 |
0.618 |
0.9042 |
0.500 |
0.9037 |
0.382 |
0.9032 |
LOW |
0.9016 |
0.618 |
0.8990 |
1.000 |
0.8975 |
1.618 |
0.8949 |
2.618 |
0.8907 |
4.250 |
0.8840 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9037 |
0.9010 |
PP |
0.9030 |
0.9002 |
S1 |
0.9024 |
0.8995 |
|