CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9023 |
0.9016 |
-0.0007 |
-0.1% |
0.9219 |
| High |
0.9037 |
0.9023 |
-0.0014 |
-0.2% |
0.9271 |
| Low |
0.8964 |
0.8977 |
0.0014 |
0.2% |
0.9153 |
| Close |
0.8996 |
0.9007 |
0.0011 |
0.1% |
0.9177 |
| Range |
0.0074 |
0.0046 |
-0.0028 |
-37.4% |
0.0118 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
218,209 |
134,787 |
-83,422 |
-38.2% |
649,225 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9140 |
0.9120 |
0.9032 |
|
| R3 |
0.9094 |
0.9074 |
0.9020 |
|
| R2 |
0.9048 |
0.9048 |
0.9015 |
|
| R1 |
0.9028 |
0.9028 |
0.9011 |
0.9015 |
| PP |
0.9002 |
0.9002 |
0.9002 |
0.8996 |
| S1 |
0.8982 |
0.8982 |
0.9003 |
0.8969 |
| S2 |
0.8956 |
0.8956 |
0.8999 |
|
| S3 |
0.8910 |
0.8936 |
0.8994 |
|
| S4 |
0.8864 |
0.8890 |
0.8982 |
|
|
| 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 |
0.9205 |
0.8964 |
0.0241 |
2.7% |
0.0072 |
0.8% |
18% |
False |
False |
158,493 |
| 10 |
0.9271 |
0.8964 |
0.0308 |
3.4% |
0.0070 |
0.8% |
14% |
False |
False |
147,952 |
| 20 |
0.9271 |
0.8938 |
0.0333 |
3.7% |
0.0073 |
0.8% |
21% |
False |
False |
157,164 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0070 |
0.8% |
54% |
False |
False |
139,069 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0075 |
0.8% |
54% |
False |
False |
93,369 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0085 |
0.9% |
66% |
False |
False |
70,261 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0082 |
0.9% |
66% |
False |
False |
56,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9219 |
|
2.618 |
0.9143 |
|
1.618 |
0.9097 |
|
1.000 |
0.9069 |
|
0.618 |
0.9051 |
|
HIGH |
0.9023 |
|
0.618 |
0.9005 |
|
0.500 |
0.9000 |
|
0.382 |
0.8995 |
|
LOW |
0.8977 |
|
0.618 |
0.8949 |
|
1.000 |
0.8931 |
|
1.618 |
0.8903 |
|
2.618 |
0.8857 |
|
4.250 |
0.8782 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9005 |
0.9054 |
| PP |
0.9002 |
0.9038 |
| S1 |
0.9000 |
0.9023 |
|