CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8879 |
0.0008 |
0.1% |
0.8930 |
| High |
0.8883 |
0.8899 |
0.0016 |
0.2% |
0.8957 |
| Low |
0.8865 |
0.8874 |
0.0009 |
0.1% |
0.8847 |
| Close |
0.8881 |
0.8892 |
0.0011 |
0.1% |
0.8881 |
| Range |
0.0018 |
0.0025 |
0.0007 |
38.9% |
0.0110 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
71,339 |
33,864 |
-37,475 |
-52.5% |
452,661 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8963 |
0.8952 |
0.8905 |
|
| R3 |
0.8938 |
0.8927 |
0.8898 |
|
| R2 |
0.8913 |
0.8913 |
0.8896 |
|
| R1 |
0.8902 |
0.8902 |
0.8894 |
0.8908 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8891 |
| S1 |
0.8877 |
0.8877 |
0.8889 |
0.8883 |
| S2 |
0.8863 |
0.8863 |
0.8887 |
|
| S3 |
0.8838 |
0.8852 |
0.8885 |
|
| S4 |
0.8813 |
0.8827 |
0.8878 |
|
|
| 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 |
0.8938 |
0.8847 |
0.0091 |
1.0% |
0.0035 |
0.4% |
49% |
False |
False |
80,579 |
| 10 |
0.8978 |
0.8841 |
0.0137 |
1.5% |
0.0045 |
0.5% |
37% |
False |
False |
90,342 |
| 20 |
0.9068 |
0.8841 |
0.0228 |
2.6% |
0.0052 |
0.6% |
22% |
False |
False |
51,270 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0053 |
0.6% |
38% |
False |
False |
25,830 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0051 |
0.6% |
38% |
False |
False |
17,310 |
| 80 |
0.9401 |
0.8783 |
0.0618 |
7.0% |
0.0055 |
0.6% |
18% |
False |
False |
13,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9005 |
|
2.618 |
0.8964 |
|
1.618 |
0.8939 |
|
1.000 |
0.8924 |
|
0.618 |
0.8914 |
|
HIGH |
0.8899 |
|
0.618 |
0.8889 |
|
0.500 |
0.8886 |
|
0.382 |
0.8883 |
|
LOW |
0.8874 |
|
0.618 |
0.8858 |
|
1.000 |
0.8849 |
|
1.618 |
0.8833 |
|
2.618 |
0.8808 |
|
4.250 |
0.8767 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8890 |
0.8885 |
| PP |
0.8888 |
0.8879 |
| S1 |
0.8886 |
0.8873 |
|