CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9015 |
0.8983 |
-0.0032 |
-0.4% |
0.8978 |
| High |
0.9029 |
0.9001 |
-0.0028 |
-0.3% |
0.9058 |
| Low |
0.8970 |
0.8932 |
-0.0039 |
-0.4% |
0.8930 |
| Close |
0.8996 |
0.8938 |
-0.0059 |
-0.7% |
0.9017 |
| Range |
0.0059 |
0.0069 |
0.0011 |
17.9% |
0.0128 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,580 |
4,532 |
2,952 |
186.8% |
2,093 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9164 |
0.9120 |
0.8975 |
|
| R3 |
0.9095 |
0.9051 |
0.8956 |
|
| R2 |
0.9026 |
0.9026 |
0.8950 |
|
| R1 |
0.8982 |
0.8982 |
0.8944 |
0.8969 |
| PP |
0.8957 |
0.8957 |
0.8957 |
0.8950 |
| S1 |
0.8913 |
0.8913 |
0.8931 |
0.8900 |
| S2 |
0.8888 |
0.8888 |
0.8925 |
|
| S3 |
0.8819 |
0.8844 |
0.8919 |
|
| S4 |
0.8750 |
0.8775 |
0.8900 |
|
|
| 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 |
0.0142 |
1.6% |
0.0057 |
0.6% |
4% |
False |
True |
1,770 |
| 10 |
0.9073 |
0.8885 |
0.0188 |
2.1% |
0.0061 |
0.7% |
28% |
False |
False |
1,065 |
| 20 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0056 |
0.6% |
53% |
False |
False |
709 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0052 |
0.6% |
53% |
False |
False |
490 |
| 60 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0056 |
0.6% |
25% |
False |
False |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9181 |
|
1.618 |
0.9112 |
|
1.000 |
0.9070 |
|
0.618 |
0.9043 |
|
HIGH |
0.9001 |
|
0.618 |
0.8974 |
|
0.500 |
0.8966 |
|
0.382 |
0.8958 |
|
LOW |
0.8932 |
|
0.618 |
0.8889 |
|
1.000 |
0.8863 |
|
1.618 |
0.8820 |
|
2.618 |
0.8751 |
|
4.250 |
0.8638 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.9000 |
| PP |
0.8957 |
0.8979 |
| S1 |
0.8947 |
0.8958 |
|