CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9128 |
0.9023 |
-0.0105 |
-1.2% |
0.9219 |
| High |
0.9144 |
0.9037 |
-0.0107 |
-1.2% |
0.9271 |
| Low |
0.9012 |
0.8964 |
-0.0049 |
-0.5% |
0.9153 |
| Close |
0.9021 |
0.8996 |
-0.0025 |
-0.3% |
0.9177 |
| Range |
0.0132 |
0.0074 |
-0.0059 |
-44.3% |
0.0118 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
165,733 |
218,209 |
52,476 |
31.7% |
649,225 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9219 |
0.9181 |
0.9036 |
|
| R3 |
0.9146 |
0.9108 |
0.9016 |
|
| R2 |
0.9072 |
0.9072 |
0.9009 |
|
| R1 |
0.9034 |
0.9034 |
0.9003 |
0.9017 |
| PP |
0.8999 |
0.8999 |
0.8999 |
0.8990 |
| S1 |
0.8961 |
0.8961 |
0.8989 |
0.8943 |
| S2 |
0.8925 |
0.8925 |
0.8983 |
|
| S3 |
0.8852 |
0.8887 |
0.8976 |
|
| S4 |
0.8778 |
0.8814 |
0.8956 |
|
|
| 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 |
0.9218 |
0.8964 |
0.0255 |
2.8% |
0.0076 |
0.8% |
13% |
False |
True |
161,330 |
| 10 |
0.9271 |
0.8964 |
0.0308 |
3.4% |
0.0073 |
0.8% |
11% |
False |
True |
153,693 |
| 20 |
0.9271 |
0.8938 |
0.0333 |
3.7% |
0.0073 |
0.8% |
17% |
False |
False |
157,555 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0071 |
0.8% |
52% |
False |
False |
135,912 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0076 |
0.8% |
52% |
False |
False |
91,147 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0085 |
0.9% |
64% |
False |
False |
68,578 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0082 |
0.9% |
64% |
False |
False |
54,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9349 |
|
2.618 |
0.9229 |
|
1.618 |
0.9156 |
|
1.000 |
0.9111 |
|
0.618 |
0.9082 |
|
HIGH |
0.9037 |
|
0.618 |
0.9009 |
|
0.500 |
0.9000 |
|
0.382 |
0.8992 |
|
LOW |
0.8964 |
|
0.618 |
0.8918 |
|
1.000 |
0.8890 |
|
1.618 |
0.8845 |
|
2.618 |
0.8771 |
|
4.250 |
0.8651 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9000 |
0.9054 |
| PP |
0.8999 |
0.9035 |
| S1 |
0.8997 |
0.9015 |
|