CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9199 |
0.9219 |
0.0020 |
0.2% |
0.9025 |
| High |
0.9221 |
0.9271 |
0.0051 |
0.5% |
0.9221 |
| Low |
0.9165 |
0.9193 |
0.0029 |
0.3% |
0.8986 |
| Close |
0.9190 |
0.9215 |
0.0025 |
0.3% |
0.9190 |
| Range |
0.0056 |
0.0078 |
0.0022 |
39.3% |
0.0235 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.3% |
0.0000 |
| Volume |
148,284 |
115,438 |
-32,846 |
-22.2% |
647,350 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9460 |
0.9416 |
0.9258 |
|
| R3 |
0.9382 |
0.9338 |
0.9236 |
|
| R2 |
0.9304 |
0.9304 |
0.9229 |
|
| R1 |
0.9260 |
0.9260 |
0.9222 |
0.9243 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9218 |
| S1 |
0.9182 |
0.9182 |
0.9208 |
0.9165 |
| S2 |
0.9148 |
0.9148 |
0.9201 |
|
| S3 |
0.9070 |
0.9104 |
0.9194 |
|
| S4 |
0.8992 |
0.9026 |
0.9172 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9837 |
0.9749 |
0.9319 |
|
| R3 |
0.9602 |
0.9514 |
0.9255 |
|
| R2 |
0.9367 |
0.9367 |
0.9233 |
|
| R1 |
0.9279 |
0.9279 |
0.9212 |
0.9323 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9154 |
| S1 |
0.9044 |
0.9044 |
0.9168 |
0.9088 |
| S2 |
0.8897 |
0.8897 |
0.9147 |
|
| S3 |
0.8662 |
0.8809 |
0.9125 |
|
| S4 |
0.8427 |
0.8574 |
0.9061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9271 |
0.8986 |
0.0286 |
3.1% |
0.0076 |
0.8% |
80% |
True |
False |
152,557 |
| 10 |
0.9271 |
0.8986 |
0.0286 |
3.1% |
0.0074 |
0.8% |
80% |
True |
False |
162,376 |
| 20 |
0.9271 |
0.8893 |
0.0378 |
4.1% |
0.0074 |
0.8% |
85% |
True |
False |
162,030 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0071 |
0.8% |
90% |
True |
False |
109,430 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0079 |
0.9% |
90% |
True |
False |
73,194 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.4% |
0.0083 |
0.9% |
93% |
True |
False |
55,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9603 |
|
2.618 |
0.9475 |
|
1.618 |
0.9397 |
|
1.000 |
0.9349 |
|
0.618 |
0.9319 |
|
HIGH |
0.9271 |
|
0.618 |
0.9241 |
|
0.500 |
0.9232 |
|
0.382 |
0.9223 |
|
LOW |
0.9193 |
|
0.618 |
0.9145 |
|
1.000 |
0.9115 |
|
1.618 |
0.9067 |
|
2.618 |
0.8989 |
|
4.250 |
0.8862 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9232 |
0.9209 |
| PP |
0.9226 |
0.9204 |
| S1 |
0.9221 |
0.9198 |
|