CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8927 |
0.8949 |
0.0022 |
0.2% |
0.8853 |
| High |
0.8974 |
0.8978 |
0.0004 |
0.0% |
0.8978 |
| Low |
0.8908 |
0.8924 |
0.0016 |
0.2% |
0.8841 |
| Close |
0.8964 |
0.8933 |
-0.0031 |
-0.3% |
0.8933 |
| Range |
0.0066 |
0.0054 |
-0.0012 |
-17.6% |
0.0137 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
87,758 |
160,190 |
72,432 |
82.5% |
461,943 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9107 |
0.9074 |
0.8963 |
|
| R3 |
0.9053 |
0.9020 |
0.8948 |
|
| R2 |
0.8999 |
0.8999 |
0.8943 |
|
| R1 |
0.8966 |
0.8966 |
0.8938 |
0.8955 |
| PP |
0.8945 |
0.8945 |
0.8945 |
0.8939 |
| S1 |
0.8912 |
0.8912 |
0.8928 |
0.8901 |
| S2 |
0.8891 |
0.8891 |
0.8923 |
|
| S3 |
0.8837 |
0.8858 |
0.8918 |
|
| S4 |
0.8783 |
0.8804 |
0.8903 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9268 |
0.9008 |
|
| R3 |
0.9191 |
0.9131 |
0.8971 |
|
| R2 |
0.9054 |
0.9054 |
0.8958 |
|
| R1 |
0.8994 |
0.8994 |
0.8946 |
0.9024 |
| PP |
0.8917 |
0.8917 |
0.8917 |
0.8932 |
| S1 |
0.8857 |
0.8857 |
0.8920 |
0.8887 |
| S2 |
0.8780 |
0.8780 |
0.8908 |
|
| S3 |
0.8643 |
0.8720 |
0.8895 |
|
| S4 |
0.8506 |
0.8583 |
0.8858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0055 |
0.6% |
68% |
True |
False |
92,388 |
| 10 |
0.8981 |
0.8841 |
0.0141 |
1.6% |
0.0053 |
0.6% |
66% |
False |
False |
52,432 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0060 |
0.7% |
40% |
False |
False |
27,142 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0056 |
0.6% |
52% |
False |
False |
13,698 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0054 |
0.6% |
52% |
False |
False |
9,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9207 |
|
2.618 |
0.9119 |
|
1.618 |
0.9065 |
|
1.000 |
0.9032 |
|
0.618 |
0.9011 |
|
HIGH |
0.8978 |
|
0.618 |
0.8957 |
|
0.500 |
0.8951 |
|
0.382 |
0.8944 |
|
LOW |
0.8924 |
|
0.618 |
0.8890 |
|
1.000 |
0.8870 |
|
1.618 |
0.8836 |
|
2.618 |
0.8782 |
|
4.250 |
0.8694 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8951 |
0.8927 |
| PP |
0.8945 |
0.8922 |
| S1 |
0.8939 |
0.8916 |
|