CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8857 |
0.8858 |
0.0002 |
0.0% |
0.8925 |
| High |
0.8871 |
0.8944 |
0.0073 |
0.8% |
0.8981 |
| Low |
0.8841 |
0.8855 |
0.0014 |
0.2% |
0.8856 |
| Close |
0.8855 |
0.8940 |
0.0085 |
1.0% |
0.8861 |
| Range |
0.0031 |
0.0089 |
0.0059 |
191.8% |
0.0126 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
4.3% |
0.0000 |
| Volume |
55,187 |
113,764 |
58,577 |
106.1% |
62,381 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9180 |
0.9149 |
0.8988 |
|
| R3 |
0.9091 |
0.9060 |
0.8964 |
|
| R2 |
0.9002 |
0.9002 |
0.8956 |
|
| R1 |
0.8971 |
0.8971 |
0.8948 |
0.8986 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8920 |
| S1 |
0.8882 |
0.8882 |
0.8931 |
0.8897 |
| S2 |
0.8824 |
0.8824 |
0.8923 |
|
| S3 |
0.8735 |
0.8793 |
0.8915 |
|
| S4 |
0.8646 |
0.8704 |
0.8891 |
|
|
| 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 |
0.8962 |
0.8841 |
0.0122 |
1.4% |
0.0053 |
0.6% |
81% |
False |
False |
48,915 |
| 10 |
0.9023 |
0.8841 |
0.0183 |
2.0% |
0.0059 |
0.7% |
54% |
False |
False |
28,888 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0060 |
0.7% |
43% |
False |
False |
14,767 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0057 |
0.6% |
54% |
False |
False |
7,522 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.2% |
0.0054 |
0.6% |
54% |
False |
False |
5,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9322 |
|
2.618 |
0.9177 |
|
1.618 |
0.9088 |
|
1.000 |
0.9033 |
|
0.618 |
0.8999 |
|
HIGH |
0.8944 |
|
0.618 |
0.8910 |
|
0.500 |
0.8899 |
|
0.382 |
0.8888 |
|
LOW |
0.8855 |
|
0.618 |
0.8799 |
|
1.000 |
0.8766 |
|
1.618 |
0.8710 |
|
2.618 |
0.8621 |
|
4.250 |
0.8476 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8926 |
0.8924 |
| PP |
0.8913 |
0.8908 |
| S1 |
0.8899 |
0.8892 |
|