CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9016 |
0.9060 |
0.0044 |
0.5% |
0.8978 |
| High |
0.9073 |
0.9068 |
-0.0005 |
-0.1% |
0.9058 |
| Low |
0.9010 |
0.9015 |
0.0006 |
0.1% |
0.8930 |
| Close |
0.9063 |
0.9016 |
-0.0047 |
-0.5% |
0.9017 |
| Range |
0.0064 |
0.0053 |
-0.0011 |
-16.5% |
0.0128 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,492 |
482 |
-1,010 |
-67.7% |
2,093 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9192 |
0.9157 |
0.9045 |
|
| R3 |
0.9139 |
0.9104 |
0.9031 |
|
| R2 |
0.9086 |
0.9086 |
0.9026 |
|
| R1 |
0.9051 |
0.9051 |
0.9021 |
0.9042 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9029 |
| S1 |
0.8998 |
0.8998 |
0.9011 |
0.8989 |
| S2 |
0.8980 |
0.8980 |
0.9006 |
|
| S3 |
0.8927 |
0.8945 |
0.9001 |
|
| S4 |
0.8874 |
0.8892 |
0.8987 |
|
|
| 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 |
0.9073 |
0.8932 |
0.0141 |
1.6% |
0.0058 |
0.6% |
60% |
False |
False |
771 |
| 10 |
0.9073 |
0.8842 |
0.0232 |
2.6% |
0.0060 |
0.7% |
75% |
False |
False |
531 |
| 20 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0054 |
0.6% |
80% |
False |
False |
411 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0051 |
0.6% |
80% |
False |
False |
342 |
| 60 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0056 |
0.6% |
38% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9293 |
|
2.618 |
0.9207 |
|
1.618 |
0.9154 |
|
1.000 |
0.9121 |
|
0.618 |
0.9101 |
|
HIGH |
0.9068 |
|
0.618 |
0.9048 |
|
0.500 |
0.9042 |
|
0.382 |
0.9035 |
|
LOW |
0.9015 |
|
0.618 |
0.8982 |
|
1.000 |
0.8962 |
|
1.618 |
0.8929 |
|
2.618 |
0.8876 |
|
4.250 |
0.8790 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9042 |
0.9041 |
| PP |
0.9033 |
0.9033 |
| S1 |
0.9025 |
0.9024 |
|