CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9090 |
0.9128 |
0.0038 |
0.4% |
0.9219 |
| High |
0.9138 |
0.9144 |
0.0006 |
0.1% |
0.9271 |
| Low |
0.9075 |
0.9012 |
-0.0063 |
-0.7% |
0.9153 |
| Close |
0.9130 |
0.9021 |
-0.0110 |
-1.2% |
0.9177 |
| Range |
0.0063 |
0.0132 |
0.0069 |
107.9% |
0.0118 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
5.2% |
0.0000 |
| Volume |
163,291 |
165,733 |
2,442 |
1.5% |
649,225 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9370 |
0.9093 |
|
| R3 |
0.9323 |
0.9238 |
0.9057 |
|
| R2 |
0.9191 |
0.9191 |
0.9045 |
|
| R1 |
0.9106 |
0.9106 |
0.9033 |
0.9082 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9047 |
| S1 |
0.8974 |
0.8974 |
0.9008 |
0.8950 |
| S2 |
0.8927 |
0.8927 |
0.8996 |
|
| S3 |
0.8795 |
0.8842 |
0.8984 |
|
| S4 |
0.8663 |
0.8710 |
0.8948 |
|
|
| 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 |
0.9249 |
0.9012 |
0.0237 |
2.6% |
0.0075 |
0.8% |
4% |
False |
True |
141,039 |
| 10 |
0.9271 |
0.9012 |
0.0259 |
2.9% |
0.0077 |
0.9% |
3% |
False |
True |
150,151 |
| 20 |
0.9271 |
0.8938 |
0.0333 |
3.7% |
0.0074 |
0.8% |
25% |
False |
False |
153,812 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
57% |
False |
False |
130,821 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0077 |
0.9% |
57% |
False |
False |
87,532 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0085 |
0.9% |
68% |
False |
False |
65,854 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0083 |
0.9% |
68% |
False |
False |
52,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9705 |
|
2.618 |
0.9490 |
|
1.618 |
0.9358 |
|
1.000 |
0.9276 |
|
0.618 |
0.9226 |
|
HIGH |
0.9144 |
|
0.618 |
0.9094 |
|
0.500 |
0.9078 |
|
0.382 |
0.9062 |
|
LOW |
0.9012 |
|
0.618 |
0.8930 |
|
1.000 |
0.8880 |
|
1.618 |
0.8798 |
|
2.618 |
0.8666 |
|
4.250 |
0.8451 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9078 |
0.9108 |
| PP |
0.9059 |
0.9079 |
| S1 |
0.9040 |
0.9050 |
|