CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8937 |
0.8910 |
-0.0027 |
-0.3% |
0.8853 |
| High |
0.8938 |
0.8910 |
-0.0028 |
-0.3% |
0.8978 |
| Low |
0.8891 |
0.8859 |
-0.0032 |
-0.4% |
0.8841 |
| Close |
0.8902 |
0.8863 |
-0.0039 |
-0.4% |
0.8933 |
| Range |
0.0047 |
0.0051 |
0.0004 |
8.6% |
0.0137 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
100,722 |
112,959 |
12,237 |
12.1% |
461,943 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9029 |
0.8996 |
0.8891 |
|
| R3 |
0.8978 |
0.8946 |
0.8877 |
|
| R2 |
0.8928 |
0.8928 |
0.8872 |
|
| R1 |
0.8895 |
0.8895 |
0.8868 |
0.8886 |
| PP |
0.8877 |
0.8877 |
0.8877 |
0.8873 |
| S1 |
0.8845 |
0.8845 |
0.8858 |
0.8836 |
| S2 |
0.8827 |
0.8827 |
0.8854 |
|
| S3 |
0.8776 |
0.8794 |
0.8849 |
|
| S4 |
0.8726 |
0.8744 |
0.8835 |
|
|
| 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 |
0.8859 |
0.0119 |
1.3% |
0.0052 |
0.6% |
3% |
False |
True |
109,051 |
| 10 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0052 |
0.6% |
16% |
False |
False |
78,983 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0058 |
0.7% |
10% |
False |
False |
41,968 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
28% |
False |
False |
21,113 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0053 |
0.6% |
28% |
False |
False |
14,159 |
| 80 |
0.9401 |
0.8783 |
0.0618 |
7.0% |
0.0057 |
0.6% |
13% |
False |
False |
10,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9124 |
|
2.618 |
0.9042 |
|
1.618 |
0.8991 |
|
1.000 |
0.8960 |
|
0.618 |
0.8941 |
|
HIGH |
0.8910 |
|
0.618 |
0.8890 |
|
0.500 |
0.8884 |
|
0.382 |
0.8878 |
|
LOW |
0.8859 |
|
0.618 |
0.8828 |
|
1.000 |
0.8809 |
|
1.618 |
0.8777 |
|
2.618 |
0.8727 |
|
4.250 |
0.8644 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8884 |
0.8908 |
| PP |
0.8877 |
0.8893 |
| S1 |
0.8870 |
0.8878 |
|