CME Japanese Yen Future March 2018
Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.8910 |
0.8869 |
-0.0041 |
-0.5% |
0.8853 |
High |
0.8910 |
0.8880 |
-0.0030 |
-0.3% |
0.8978 |
Low |
0.8859 |
0.8847 |
-0.0012 |
-0.1% |
0.8841 |
Close |
0.8863 |
0.8871 |
0.0008 |
0.1% |
0.8933 |
Range |
0.0051 |
0.0033 |
-0.0018 |
-34.7% |
0.0137 |
ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
112,959 |
84,013 |
-28,946 |
-25.6% |
461,943 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8965 |
0.8951 |
0.8889 |
|
R3 |
0.8932 |
0.8918 |
0.8880 |
|
R2 |
0.8899 |
0.8899 |
0.8877 |
|
R1 |
0.8885 |
0.8885 |
0.8874 |
0.8892 |
PP |
0.8866 |
0.8866 |
0.8866 |
0.8869 |
S1 |
0.8852 |
0.8852 |
0.8867 |
0.8859 |
S2 |
0.8833 |
0.8833 |
0.8864 |
|
S3 |
0.8800 |
0.8819 |
0.8861 |
|
S4 |
0.8767 |
0.8786 |
0.8852 |
|
|
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 |
0.8847 |
0.0131 |
1.5% |
0.0045 |
0.5% |
18% |
False |
True |
108,302 |
10 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0048 |
0.5% |
22% |
False |
False |
86,799 |
20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0055 |
0.6% |
13% |
False |
False |
46,123 |
40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0055 |
0.6% |
30% |
False |
False |
23,208 |
60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0052 |
0.6% |
30% |
False |
False |
15,558 |
80 |
0.9401 |
0.8783 |
0.0618 |
7.0% |
0.0056 |
0.6% |
14% |
False |
False |
11,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9020 |
2.618 |
0.8966 |
1.618 |
0.8933 |
1.000 |
0.8913 |
0.618 |
0.8900 |
HIGH |
0.8880 |
0.618 |
0.8867 |
0.500 |
0.8864 |
0.382 |
0.8860 |
LOW |
0.8847 |
0.618 |
0.8827 |
1.000 |
0.8814 |
1.618 |
0.8794 |
2.618 |
0.8761 |
4.250 |
0.8707 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8868 |
0.8892 |
PP |
0.8866 |
0.8885 |
S1 |
0.8864 |
0.8878 |
|