CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8892 |
0.0021 |
0.2% |
0.8879 |
| High |
0.8911 |
0.8925 |
0.0014 |
0.2% |
0.8925 |
| Low |
0.8862 |
0.8885 |
0.0023 |
0.3% |
0.8862 |
| Close |
0.8894 |
0.8914 |
0.0020 |
0.2% |
0.8914 |
| Range |
0.0049 |
0.0040 |
-0.0009 |
-17.5% |
0.0063 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
78,456 |
80,513 |
2,057 |
2.6% |
279,283 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9028 |
0.9011 |
0.8936 |
|
| R3 |
0.8988 |
0.8971 |
0.8925 |
|
| R2 |
0.8948 |
0.8948 |
0.8921 |
|
| R1 |
0.8931 |
0.8931 |
0.8918 |
0.8939 |
| PP |
0.8908 |
0.8908 |
0.8908 |
0.8912 |
| S1 |
0.8891 |
0.8891 |
0.8910 |
0.8899 |
| S2 |
0.8868 |
0.8868 |
0.8907 |
|
| S3 |
0.8828 |
0.8851 |
0.8903 |
|
| S4 |
0.8788 |
0.8811 |
0.8892 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9088 |
0.9063 |
0.8948 |
|
| R3 |
0.9025 |
0.9001 |
0.8931 |
|
| R2 |
0.8963 |
0.8963 |
0.8925 |
|
| R1 |
0.8938 |
0.8938 |
0.8920 |
0.8951 |
| PP |
0.8900 |
0.8900 |
0.8900 |
0.8906 |
| S1 |
0.8876 |
0.8876 |
0.8908 |
0.8888 |
| S2 |
0.8838 |
0.8838 |
0.8903 |
|
| S3 |
0.8775 |
0.8813 |
0.8897 |
|
| S4 |
0.8713 |
0.8751 |
0.8880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8925 |
0.8862 |
0.0063 |
0.7% |
0.0032 |
0.4% |
83% |
True |
False |
70,124 |
| 10 |
0.8978 |
0.8847 |
0.0131 |
1.5% |
0.0038 |
0.4% |
51% |
False |
False |
89,213 |
| 20 |
0.9023 |
0.8841 |
0.0183 |
2.0% |
0.0048 |
0.5% |
40% |
False |
False |
63,212 |
| 40 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0052 |
0.6% |
45% |
False |
False |
31,960 |
| 60 |
0.9073 |
0.8783 |
0.0291 |
3.3% |
0.0051 |
0.6% |
45% |
False |
False |
21,397 |
| 80 |
0.9401 |
0.8783 |
0.0618 |
6.9% |
0.0054 |
0.6% |
21% |
False |
False |
16,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9095 |
|
2.618 |
0.9029 |
|
1.618 |
0.8989 |
|
1.000 |
0.8965 |
|
0.618 |
0.8949 |
|
HIGH |
0.8925 |
|
0.618 |
0.8909 |
|
0.500 |
0.8905 |
|
0.382 |
0.8900 |
|
LOW |
0.8885 |
|
0.618 |
0.8860 |
|
1.000 |
0.8845 |
|
1.618 |
0.8820 |
|
2.618 |
0.8780 |
|
4.250 |
0.8715 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8911 |
0.8907 |
| PP |
0.8908 |
0.8900 |
| S1 |
0.8905 |
0.8893 |
|