CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8853 |
0.8857 |
0.0004 |
0.0% |
0.8925 |
| High |
0.8881 |
0.8871 |
-0.0010 |
-0.1% |
0.8981 |
| Low |
0.8847 |
0.8841 |
-0.0007 |
-0.1% |
0.8856 |
| Close |
0.8859 |
0.8855 |
-0.0005 |
-0.1% |
0.8861 |
| Range |
0.0034 |
0.0031 |
-0.0003 |
-9.0% |
0.0126 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
45,044 |
55,187 |
10,143 |
22.5% |
62,381 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8947 |
0.8931 |
0.8871 |
|
| R3 |
0.8916 |
0.8901 |
0.8863 |
|
| R2 |
0.8886 |
0.8886 |
0.8860 |
|
| R1 |
0.8870 |
0.8870 |
0.8857 |
0.8863 |
| PP |
0.8855 |
0.8855 |
0.8855 |
0.8852 |
| S1 |
0.8840 |
0.8840 |
0.8852 |
0.8832 |
| S2 |
0.8825 |
0.8825 |
0.8849 |
|
| S3 |
0.8794 |
0.8809 |
0.8846 |
|
| S4 |
0.8764 |
0.8779 |
0.8838 |
|
|
| 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 |
0.8841 |
0.0141 |
1.6% |
0.0045 |
0.5% |
10% |
False |
True |
28,659 |
| 10 |
0.9029 |
0.8841 |
0.0188 |
2.1% |
0.0056 |
0.6% |
7% |
False |
True |
17,669 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0058 |
0.7% |
6% |
False |
True |
9,100 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
25% |
False |
False |
4,682 |
| 60 |
0.9074 |
0.8783 |
0.0291 |
3.3% |
0.0053 |
0.6% |
25% |
False |
False |
3,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9001 |
|
2.618 |
0.8951 |
|
1.618 |
0.8920 |
|
1.000 |
0.8902 |
|
0.618 |
0.8890 |
|
HIGH |
0.8871 |
|
0.618 |
0.8859 |
|
0.500 |
0.8856 |
|
0.382 |
0.8852 |
|
LOW |
0.8841 |
|
0.618 |
0.8822 |
|
1.000 |
0.8810 |
|
1.618 |
0.8791 |
|
2.618 |
0.8761 |
|
4.250 |
0.8711 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8856 |
0.8868 |
| PP |
0.8855 |
0.8863 |
| S1 |
0.8855 |
0.8859 |
|