CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9245 |
0.9207 |
-0.0038 |
-0.4% |
0.9025 |
| High |
0.9249 |
0.9218 |
-0.0031 |
-0.3% |
0.9221 |
| Low |
0.9181 |
0.9153 |
-0.0028 |
-0.3% |
0.8986 |
| Close |
0.9221 |
0.9168 |
-0.0053 |
-0.6% |
0.9190 |
| Range |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0235 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
116,755 |
148,973 |
32,218 |
27.6% |
647,350 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9336 |
0.9203 |
|
| R3 |
0.9310 |
0.9271 |
0.9185 |
|
| R2 |
0.9245 |
0.9245 |
0.9179 |
|
| R1 |
0.9206 |
0.9206 |
0.9173 |
0.9193 |
| PP |
0.9180 |
0.9180 |
0.9180 |
0.9173 |
| S1 |
0.9141 |
0.9141 |
0.9162 |
0.9128 |
| S2 |
0.9115 |
0.9115 |
0.9156 |
|
| S3 |
0.9050 |
0.9076 |
0.9150 |
|
| S4 |
0.8985 |
0.9011 |
0.9132 |
|
|
| 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 |
0.9153 |
0.0118 |
1.3% |
0.0069 |
0.7% |
12% |
False |
True |
137,412 |
| 10 |
0.9271 |
0.8986 |
0.0286 |
3.1% |
0.0076 |
0.8% |
64% |
False |
False |
158,858 |
| 20 |
0.9271 |
0.8938 |
0.0333 |
3.6% |
0.0073 |
0.8% |
69% |
False |
False |
157,301 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0071 |
0.8% |
82% |
False |
False |
119,951 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0077 |
0.8% |
82% |
False |
False |
80,230 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.4% |
0.0084 |
0.9% |
87% |
False |
False |
60,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9494 |
|
2.618 |
0.9388 |
|
1.618 |
0.9323 |
|
1.000 |
0.9283 |
|
0.618 |
0.9258 |
|
HIGH |
0.9218 |
|
0.618 |
0.9193 |
|
0.500 |
0.9186 |
|
0.382 |
0.9178 |
|
LOW |
0.9153 |
|
0.618 |
0.9113 |
|
1.000 |
0.9088 |
|
1.618 |
0.9048 |
|
2.618 |
0.8983 |
|
4.250 |
0.8877 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9186 |
0.9204 |
| PP |
0.9180 |
0.9192 |
| S1 |
0.9174 |
0.9180 |
|