CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9219 |
0.9198 |
-0.0022 |
-0.2% |
0.9025 |
| High |
0.9271 |
0.9255 |
-0.0017 |
-0.2% |
0.9221 |
| Low |
0.9193 |
0.9179 |
-0.0015 |
-0.2% |
0.8986 |
| Close |
0.9215 |
0.9247 |
0.0032 |
0.3% |
0.9190 |
| Range |
0.0078 |
0.0076 |
-0.0002 |
-2.6% |
0.0235 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
115,438 |
157,614 |
42,176 |
36.5% |
647,350 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9427 |
0.9288 |
|
| R3 |
0.9379 |
0.9351 |
0.9267 |
|
| R2 |
0.9303 |
0.9303 |
0.9260 |
|
| R1 |
0.9275 |
0.9275 |
0.9253 |
0.9289 |
| PP |
0.9227 |
0.9227 |
0.9227 |
0.9234 |
| S1 |
0.9199 |
0.9199 |
0.9240 |
0.9213 |
| S2 |
0.9151 |
0.9151 |
0.9233 |
|
| S3 |
0.9075 |
0.9123 |
0.9226 |
|
| S4 |
0.8999 |
0.9047 |
0.9205 |
|
|
| 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 |
0.9042 |
0.0229 |
2.5% |
0.0079 |
0.8% |
89% |
False |
False |
159,264 |
| 10 |
0.9271 |
0.8986 |
0.0286 |
3.1% |
0.0075 |
0.8% |
91% |
False |
False |
164,735 |
| 20 |
0.9271 |
0.8894 |
0.0377 |
4.1% |
0.0076 |
0.8% |
94% |
False |
False |
165,993 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.2% |
0.0072 |
0.8% |
96% |
False |
False |
113,346 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.2% |
0.0079 |
0.9% |
96% |
False |
False |
75,816 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.4% |
0.0083 |
0.9% |
97% |
False |
False |
57,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9453 |
|
1.618 |
0.9377 |
|
1.000 |
0.9331 |
|
0.618 |
0.9301 |
|
HIGH |
0.9255 |
|
0.618 |
0.9225 |
|
0.500 |
0.9217 |
|
0.382 |
0.9208 |
|
LOW |
0.9179 |
|
0.618 |
0.9132 |
|
1.000 |
0.9103 |
|
1.618 |
0.9056 |
|
2.618 |
0.8980 |
|
4.250 |
0.8856 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9237 |
0.9237 |
| PP |
0.9227 |
0.9227 |
| S1 |
0.9217 |
0.9218 |
|