CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8983 |
0.8929 |
-0.0054 |
-0.6% |
0.9016 |
| High |
0.9001 |
0.9023 |
0.0023 |
0.2% |
0.9073 |
| Low |
0.8932 |
0.8914 |
-0.0018 |
-0.2% |
0.8914 |
| Close |
0.8938 |
0.8976 |
0.0039 |
0.4% |
0.8976 |
| Range |
0.0069 |
0.0109 |
0.0040 |
58.0% |
0.0159 |
| ATR |
0.0058 |
0.0061 |
0.0004 |
6.4% |
0.0000 |
| Volume |
4,532 |
7,973 |
3,441 |
75.9% |
16,059 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9246 |
0.9036 |
|
| R3 |
0.9189 |
0.9137 |
0.9006 |
|
| R2 |
0.9080 |
0.9080 |
0.8996 |
|
| R1 |
0.9028 |
0.9028 |
0.8986 |
0.9054 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8984 |
| S1 |
0.8919 |
0.8919 |
0.8966 |
0.8945 |
| S2 |
0.8862 |
0.8862 |
0.8956 |
|
| S3 |
0.8753 |
0.8810 |
0.8946 |
|
| S4 |
0.8644 |
0.8701 |
0.8916 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9465 |
0.9379 |
0.9063 |
|
| R3 |
0.9306 |
0.9220 |
0.9020 |
|
| R2 |
0.9147 |
0.9147 |
0.9005 |
|
| R1 |
0.9061 |
0.9061 |
0.8991 |
0.9025 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8969 |
| S1 |
0.8902 |
0.8902 |
0.8961 |
0.8866 |
| S2 |
0.8829 |
0.8829 |
0.8947 |
|
| S3 |
0.8670 |
0.8743 |
0.8932 |
|
| S4 |
0.8511 |
0.8584 |
0.8889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9073 |
0.8914 |
0.0159 |
1.8% |
0.0071 |
0.8% |
39% |
False |
True |
3,211 |
| 10 |
0.9073 |
0.8898 |
0.0176 |
2.0% |
0.0068 |
0.8% |
45% |
False |
False |
1,852 |
| 20 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0059 |
0.7% |
67% |
False |
False |
1,033 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0054 |
0.6% |
67% |
False |
False |
633 |
| 60 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0057 |
0.6% |
31% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9486 |
|
2.618 |
0.9308 |
|
1.618 |
0.9199 |
|
1.000 |
0.9132 |
|
0.618 |
0.9090 |
|
HIGH |
0.9023 |
|
0.618 |
0.8981 |
|
0.500 |
0.8969 |
|
0.382 |
0.8956 |
|
LOW |
0.8914 |
|
0.618 |
0.8847 |
|
1.000 |
0.8805 |
|
1.618 |
0.8738 |
|
2.618 |
0.8629 |
|
4.250 |
0.8451 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8974 |
0.8974 |
| PP |
0.8971 |
0.8973 |
| S1 |
0.8969 |
0.8971 |
|