CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9046 |
0.9025 |
-0.0022 |
-0.2% |
0.9002 |
| High |
0.9105 |
0.9049 |
-0.0056 |
-0.6% |
0.9105 |
| Low |
0.9004 |
0.8986 |
-0.0018 |
-0.2% |
0.8987 |
| Close |
0.9021 |
0.9037 |
0.0016 |
0.2% |
0.9021 |
| Range |
0.0102 |
0.0064 |
-0.0038 |
-37.4% |
0.0118 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
244,774 |
124,080 |
-120,694 |
-49.3% |
860,978 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9189 |
0.9071 |
|
| R3 |
0.9151 |
0.9125 |
0.9054 |
|
| R2 |
0.9087 |
0.9087 |
0.9048 |
|
| R1 |
0.9062 |
0.9062 |
0.9042 |
0.9075 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9030 |
| S1 |
0.8998 |
0.8998 |
0.9031 |
0.9011 |
| S2 |
0.8960 |
0.8960 |
0.9025 |
|
| S3 |
0.8897 |
0.8935 |
0.9019 |
|
| S4 |
0.8833 |
0.8871 |
0.9002 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9390 |
0.9323 |
0.9086 |
|
| R3 |
0.9273 |
0.9206 |
0.9053 |
|
| R2 |
0.9155 |
0.9155 |
0.9043 |
|
| R1 |
0.9088 |
0.9088 |
0.9032 |
0.9122 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9055 |
| S1 |
0.8971 |
0.8971 |
0.9010 |
0.9004 |
| S2 |
0.8920 |
0.8920 |
0.8999 |
|
| S3 |
0.8803 |
0.8853 |
0.8989 |
|
| S4 |
0.8685 |
0.8736 |
0.8956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9105 |
0.8986 |
0.0120 |
1.3% |
0.0072 |
0.8% |
43% |
False |
True |
170,207 |
| 10 |
0.9107 |
0.8938 |
0.0169 |
1.9% |
0.0071 |
0.8% |
58% |
False |
False |
157,472 |
| 20 |
0.9113 |
0.8718 |
0.0396 |
4.4% |
0.0073 |
0.8% |
81% |
False |
False |
155,835 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0072 |
0.8% |
82% |
False |
False |
93,522 |
| 60 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0082 |
0.9% |
82% |
False |
False |
62,582 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0085 |
0.9% |
88% |
False |
False |
47,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9319 |
|
2.618 |
0.9215 |
|
1.618 |
0.9152 |
|
1.000 |
0.9113 |
|
0.618 |
0.9088 |
|
HIGH |
0.9049 |
|
0.618 |
0.9025 |
|
0.500 |
0.9017 |
|
0.382 |
0.9010 |
|
LOW |
0.8986 |
|
0.618 |
0.8946 |
|
1.000 |
0.8922 |
|
1.618 |
0.8883 |
|
2.618 |
0.8819 |
|
4.250 |
0.8716 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9045 |
| PP |
0.9024 |
0.9042 |
| S1 |
0.9017 |
0.9039 |
|