CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8869 |
0.8871 |
0.0002 |
0.0% |
0.8930 |
| High |
0.8880 |
0.8883 |
0.0003 |
0.0% |
0.8957 |
| Low |
0.8847 |
0.8865 |
0.0018 |
0.2% |
0.8847 |
| Close |
0.8871 |
0.8881 |
0.0011 |
0.1% |
0.8881 |
| Range |
0.0033 |
0.0018 |
-0.0015 |
-45.5% |
0.0110 |
| ATR |
0.0054 |
0.0052 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
84,013 |
71,339 |
-12,674 |
-15.1% |
452,661 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8930 |
0.8924 |
0.8891 |
|
| R3 |
0.8912 |
0.8906 |
0.8886 |
|
| R2 |
0.8894 |
0.8894 |
0.8884 |
|
| R1 |
0.8888 |
0.8888 |
0.8883 |
0.8891 |
| PP |
0.8876 |
0.8876 |
0.8876 |
0.8878 |
| S1 |
0.8870 |
0.8870 |
0.8879 |
0.8873 |
| S2 |
0.8858 |
0.8858 |
0.8878 |
|
| S3 |
0.8840 |
0.8852 |
0.8876 |
|
| S4 |
0.8822 |
0.8834 |
0.8871 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9225 |
0.9163 |
0.8942 |
|
| R3 |
0.9115 |
0.9053 |
0.8911 |
|
| R2 |
0.9005 |
0.9005 |
0.8901 |
|
| R1 |
0.8943 |
0.8943 |
0.8891 |
0.8919 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8883 |
| S1 |
0.8833 |
0.8833 |
0.8871 |
0.8809 |
| S2 |
0.8785 |
0.8785 |
0.8861 |
|
| S3 |
0.8675 |
0.8723 |
0.8851 |
|
| S4 |
0.8565 |
0.8613 |
0.8821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8957 |
0.8847 |
0.0110 |
1.2% |
0.0038 |
0.4% |
31% |
False |
False |
90,532 |
| 10 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0046 |
0.5% |
30% |
False |
False |
91,460 |
| 20 |
0.9073 |
0.8841 |
0.0233 |
2.6% |
0.0054 |
0.6% |
17% |
False |
False |
49,652 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0054 |
0.6% |
34% |
False |
False |
24,988 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0051 |
0.6% |
34% |
False |
False |
16,746 |
| 80 |
0.9401 |
0.8783 |
0.0618 |
7.0% |
0.0056 |
0.6% |
16% |
False |
False |
12,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8959 |
|
2.618 |
0.8930 |
|
1.618 |
0.8912 |
|
1.000 |
0.8901 |
|
0.618 |
0.8894 |
|
HIGH |
0.8883 |
|
0.618 |
0.8876 |
|
0.500 |
0.8874 |
|
0.382 |
0.8871 |
|
LOW |
0.8865 |
|
0.618 |
0.8853 |
|
1.000 |
0.8847 |
|
1.618 |
0.8835 |
|
2.618 |
0.8817 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8879 |
0.8880 |
| PP |
0.8876 |
0.8879 |
| S1 |
0.8874 |
0.8878 |
|