CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8931 |
0.8959 |
0.0028 |
0.3% |
0.9016 |
| High |
0.8981 |
0.8962 |
-0.0019 |
-0.2% |
0.9073 |
| Low |
0.8931 |
0.8889 |
-0.0042 |
-0.5% |
0.8914 |
| Close |
0.8956 |
0.8891 |
-0.0065 |
-0.7% |
0.8976 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0159 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
12,481 |
5,851 |
-6,630 |
-53.1% |
16,059 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9133 |
0.9085 |
0.8931 |
|
| R3 |
0.9060 |
0.9012 |
0.8911 |
|
| R2 |
0.8987 |
0.8987 |
0.8904 |
|
| R1 |
0.8939 |
0.8939 |
0.8898 |
0.8927 |
| PP |
0.8914 |
0.8914 |
0.8914 |
0.8908 |
| S1 |
0.8866 |
0.8866 |
0.8884 |
0.8854 |
| S2 |
0.8841 |
0.8841 |
0.8878 |
|
| S3 |
0.8768 |
0.8793 |
0.8871 |
|
| S4 |
0.8695 |
0.8720 |
0.8851 |
|
|
| 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 |
0.9023 |
0.8889 |
0.0134 |
1.5% |
0.0065 |
0.7% |
1% |
False |
True |
9,124 |
| 10 |
0.9073 |
0.8889 |
0.0184 |
2.1% |
0.0061 |
0.7% |
1% |
False |
True |
5,447 |
| 20 |
0.9073 |
0.8831 |
0.0242 |
2.7% |
0.0059 |
0.7% |
25% |
False |
False |
2,886 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
37% |
False |
False |
1,562 |
| 60 |
0.9204 |
0.8783 |
0.0422 |
4.7% |
0.0056 |
0.6% |
26% |
False |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9272 |
|
2.618 |
0.9153 |
|
1.618 |
0.9080 |
|
1.000 |
0.9035 |
|
0.618 |
0.9007 |
|
HIGH |
0.8962 |
|
0.618 |
0.8934 |
|
0.500 |
0.8926 |
|
0.382 |
0.8917 |
|
LOW |
0.8889 |
|
0.618 |
0.8844 |
|
1.000 |
0.8816 |
|
1.618 |
0.8771 |
|
2.618 |
0.8698 |
|
4.250 |
0.8579 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8926 |
0.8935 |
| PP |
0.8914 |
0.8920 |
| S1 |
0.8903 |
0.8906 |
|