CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9168 |
0.9090 |
-0.0078 |
-0.9% |
0.9219 |
| High |
0.9205 |
0.9138 |
-0.0066 |
-0.7% |
0.9271 |
| Low |
0.9158 |
0.9075 |
-0.0083 |
-0.9% |
0.9153 |
| Close |
0.9177 |
0.9130 |
-0.0047 |
-0.5% |
0.9177 |
| Range |
0.0047 |
0.0063 |
0.0017 |
36.6% |
0.0118 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.6% |
0.0000 |
| Volume |
110,445 |
163,291 |
52,846 |
47.8% |
649,225 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9281 |
0.9165 |
|
| R3 |
0.9241 |
0.9217 |
0.9147 |
|
| R2 |
0.9178 |
0.9178 |
0.9142 |
|
| R1 |
0.9154 |
0.9154 |
0.9136 |
0.9166 |
| PP |
0.9114 |
0.9114 |
0.9114 |
0.9120 |
| S1 |
0.9091 |
0.9091 |
0.9124 |
0.9103 |
| S2 |
0.9051 |
0.9051 |
0.9118 |
|
| S3 |
0.8988 |
0.9027 |
0.9113 |
|
| S4 |
0.8924 |
0.8964 |
0.9095 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9554 |
0.9483 |
0.9241 |
|
| R3 |
0.9436 |
0.9365 |
0.9209 |
|
| R2 |
0.9318 |
0.9318 |
0.9198 |
|
| R1 |
0.9247 |
0.9247 |
0.9187 |
0.9224 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9188 |
| S1 |
0.9129 |
0.9129 |
0.9166 |
0.9106 |
| S2 |
0.9082 |
0.9082 |
0.9155 |
|
| S3 |
0.8964 |
0.9011 |
0.9144 |
|
| S4 |
0.8846 |
0.8893 |
0.9112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9255 |
0.9075 |
0.0180 |
2.0% |
0.0064 |
0.7% |
31% |
False |
True |
139,415 |
| 10 |
0.9271 |
0.8986 |
0.0286 |
3.1% |
0.0070 |
0.8% |
51% |
False |
False |
145,986 |
| 20 |
0.9271 |
0.8938 |
0.0333 |
3.6% |
0.0071 |
0.8% |
58% |
False |
False |
152,507 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0070 |
0.8% |
76% |
False |
False |
126,720 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0075 |
0.8% |
76% |
False |
False |
84,778 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0084 |
0.9% |
82% |
False |
False |
63,784 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0083 |
0.9% |
82% |
False |
False |
51,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9408 |
|
2.618 |
0.9305 |
|
1.618 |
0.9241 |
|
1.000 |
0.9202 |
|
0.618 |
0.9178 |
|
HIGH |
0.9138 |
|
0.618 |
0.9114 |
|
0.500 |
0.9107 |
|
0.382 |
0.9099 |
|
LOW |
0.9075 |
|
0.618 |
0.9036 |
|
1.000 |
0.9012 |
|
1.618 |
0.8972 |
|
2.618 |
0.8909 |
|
4.250 |
0.8805 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9147 |
| PP |
0.9114 |
0.9141 |
| S1 |
0.9107 |
0.9136 |
|