CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9151 |
0.9199 |
0.0049 |
0.5% |
0.9002 |
| High |
0.9202 |
0.9221 |
0.0019 |
0.2% |
0.9105 |
| Low |
0.9126 |
0.9165 |
0.0039 |
0.4% |
0.8987 |
| Close |
0.9137 |
0.9190 |
0.0054 |
0.6% |
0.9021 |
| Range |
0.0077 |
0.0056 |
-0.0021 |
-26.8% |
0.0118 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.7% |
0.0000 |
| Volume |
192,194 |
148,284 |
-43,910 |
-22.8% |
860,978 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9331 |
0.9221 |
|
| R3 |
0.9304 |
0.9275 |
0.9205 |
|
| R2 |
0.9248 |
0.9248 |
0.9200 |
|
| R1 |
0.9219 |
0.9219 |
0.9195 |
0.9205 |
| PP |
0.9192 |
0.9192 |
0.9192 |
0.9185 |
| S1 |
0.9163 |
0.9163 |
0.9185 |
0.9149 |
| S2 |
0.9136 |
0.9136 |
0.9180 |
|
| S3 |
0.9080 |
0.9107 |
0.9175 |
|
| S4 |
0.9024 |
0.9051 |
0.9159 |
|
|
| 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 |
0.9221 |
0.8986 |
0.0235 |
2.6% |
0.0081 |
0.9% |
87% |
True |
False |
178,424 |
| 10 |
0.9221 |
0.8938 |
0.0283 |
3.1% |
0.0074 |
0.8% |
89% |
True |
False |
165,459 |
| 20 |
0.9221 |
0.8847 |
0.0374 |
4.1% |
0.0073 |
0.8% |
92% |
True |
False |
161,450 |
| 40 |
0.9221 |
0.8695 |
0.0526 |
5.7% |
0.0072 |
0.8% |
94% |
True |
False |
106,563 |
| 60 |
0.9221 |
0.8695 |
0.0526 |
5.7% |
0.0079 |
0.9% |
94% |
True |
False |
71,275 |
| 80 |
0.9221 |
0.8497 |
0.0724 |
7.9% |
0.0084 |
0.9% |
96% |
True |
False |
53,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9459 |
|
2.618 |
0.9367 |
|
1.618 |
0.9311 |
|
1.000 |
0.9277 |
|
0.618 |
0.9255 |
|
HIGH |
0.9221 |
|
0.618 |
0.9199 |
|
0.500 |
0.9193 |
|
0.382 |
0.9186 |
|
LOW |
0.9165 |
|
0.618 |
0.9130 |
|
1.000 |
0.9109 |
|
1.618 |
0.9074 |
|
2.618 |
0.9018 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9170 |
| PP |
0.9192 |
0.9151 |
| S1 |
0.9191 |
0.9131 |
|