CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8894 |
0.8853 |
-0.0042 |
-0.5% |
0.8925 |
| High |
0.8895 |
0.8881 |
-0.0014 |
-0.2% |
0.8981 |
| Low |
0.8856 |
0.8847 |
-0.0009 |
-0.1% |
0.8856 |
| Close |
0.8861 |
0.8859 |
-0.0002 |
0.0% |
0.8861 |
| Range |
0.0039 |
0.0034 |
-0.0006 |
-14.1% |
0.0126 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
24,732 |
45,044 |
20,312 |
82.1% |
62,381 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8963 |
0.8944 |
0.8877 |
|
| R3 |
0.8929 |
0.8911 |
0.8868 |
|
| R2 |
0.8896 |
0.8896 |
0.8865 |
|
| R1 |
0.8877 |
0.8877 |
0.8862 |
0.8887 |
| PP |
0.8862 |
0.8862 |
0.8862 |
0.8867 |
| S1 |
0.8844 |
0.8844 |
0.8856 |
0.8853 |
| S2 |
0.8829 |
0.8829 |
0.8853 |
|
| S3 |
0.8795 |
0.8810 |
0.8850 |
|
| S4 |
0.8762 |
0.8777 |
0.8841 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9194 |
0.8930 |
|
| R3 |
0.9150 |
0.9068 |
0.8896 |
|
| R2 |
0.9025 |
0.9025 |
0.8884 |
|
| R1 |
0.8943 |
0.8943 |
0.8873 |
0.8921 |
| PP |
0.8899 |
0.8899 |
0.8899 |
0.8888 |
| S1 |
0.8817 |
0.8817 |
0.8849 |
0.8796 |
| S2 |
0.8774 |
0.8774 |
0.8838 |
|
| S3 |
0.8648 |
0.8692 |
0.8826 |
|
| S4 |
0.8523 |
0.8566 |
0.8792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8981 |
0.8847 |
0.0134 |
1.5% |
0.0047 |
0.5% |
9% |
False |
True |
20,065 |
| 10 |
0.9068 |
0.8847 |
0.0221 |
2.5% |
0.0058 |
0.7% |
5% |
False |
True |
12,199 |
| 20 |
0.9073 |
0.8842 |
0.0232 |
2.6% |
0.0058 |
0.7% |
8% |
False |
False |
6,350 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
26% |
False |
False |
3,304 |
| 60 |
0.9074 |
0.8783 |
0.0291 |
3.3% |
0.0053 |
0.6% |
26% |
False |
False |
2,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9023 |
|
2.618 |
0.8968 |
|
1.618 |
0.8935 |
|
1.000 |
0.8914 |
|
0.618 |
0.8901 |
|
HIGH |
0.8881 |
|
0.618 |
0.8868 |
|
0.500 |
0.8864 |
|
0.382 |
0.8860 |
|
LOW |
0.8847 |
|
0.618 |
0.8826 |
|
1.000 |
0.8814 |
|
1.618 |
0.8793 |
|
2.618 |
0.8759 |
|
4.250 |
0.8705 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8864 |
0.8905 |
| PP |
0.8862 |
0.8889 |
| S1 |
0.8861 |
0.8874 |
|