CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9045 |
0.9151 |
0.0106 |
1.2% |
0.9002 |
| High |
0.9148 |
0.9202 |
0.0054 |
0.6% |
0.9105 |
| Low |
0.9042 |
0.9126 |
0.0084 |
0.9% |
0.8987 |
| Close |
0.9141 |
0.9137 |
-0.0004 |
0.0% |
0.9021 |
| Range |
0.0106 |
0.0077 |
-0.0030 |
-27.8% |
0.0118 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0000 |
| Volume |
182,792 |
192,194 |
9,402 |
5.1% |
860,978 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9384 |
0.9337 |
0.9179 |
|
| R3 |
0.9308 |
0.9260 |
0.9158 |
|
| R2 |
0.9231 |
0.9231 |
0.9151 |
|
| R1 |
0.9184 |
0.9184 |
0.9144 |
0.9169 |
| PP |
0.9155 |
0.9155 |
0.9155 |
0.9147 |
| S1 |
0.9107 |
0.9107 |
0.9129 |
0.9093 |
| S2 |
0.9078 |
0.9078 |
0.9122 |
|
| S3 |
0.9002 |
0.9031 |
0.9115 |
|
| S4 |
0.8925 |
0.8954 |
0.9094 |
|
|
| 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 |
0.9202 |
0.8986 |
0.0217 |
2.4% |
0.0083 |
0.9% |
70% |
True |
False |
180,304 |
| 10 |
0.9202 |
0.8938 |
0.0264 |
2.9% |
0.0076 |
0.8% |
75% |
True |
False |
166,375 |
| 20 |
0.9202 |
0.8843 |
0.0359 |
3.9% |
0.0073 |
0.8% |
82% |
True |
False |
161,368 |
| 40 |
0.9202 |
0.8695 |
0.0508 |
5.6% |
0.0073 |
0.8% |
87% |
True |
False |
102,872 |
| 60 |
0.9202 |
0.8695 |
0.0508 |
5.6% |
0.0081 |
0.9% |
87% |
True |
False |
68,810 |
| 80 |
0.9202 |
0.8497 |
0.0706 |
7.7% |
0.0084 |
0.9% |
91% |
True |
False |
51,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9527 |
|
2.618 |
0.9402 |
|
1.618 |
0.9326 |
|
1.000 |
0.9279 |
|
0.618 |
0.9249 |
|
HIGH |
0.9202 |
|
0.618 |
0.9173 |
|
0.500 |
0.9164 |
|
0.382 |
0.9155 |
|
LOW |
0.9126 |
|
0.618 |
0.9078 |
|
1.000 |
0.9049 |
|
1.618 |
0.9002 |
|
2.618 |
0.8925 |
|
4.250 |
0.8800 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9164 |
0.9122 |
| PP |
0.9155 |
0.9108 |
| S1 |
0.9146 |
0.9094 |
|