CME Japanese Yen Future June 2017
Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
0.9016 |
0.9003 |
-0.0013 |
-0.1% |
0.9090 |
High |
0.9023 |
0.9020 |
-0.0004 |
0.0% |
0.9144 |
Low |
0.8977 |
0.8968 |
-0.0009 |
-0.1% |
0.8964 |
Close |
0.9007 |
0.8994 |
-0.0013 |
-0.1% |
0.8994 |
Range |
0.0046 |
0.0052 |
0.0006 |
12.0% |
0.0181 |
ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
134,787 |
135,269 |
482 |
0.4% |
817,289 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9148 |
0.9123 |
0.9022 |
|
R3 |
0.9097 |
0.9071 |
0.9008 |
|
R2 |
0.9045 |
0.9045 |
0.9003 |
|
R1 |
0.9020 |
0.9020 |
0.8999 |
0.9007 |
PP |
0.8994 |
0.8994 |
0.8994 |
0.8987 |
S1 |
0.8968 |
0.8968 |
0.8989 |
0.8955 |
S2 |
0.8942 |
0.8942 |
0.8985 |
|
S3 |
0.8891 |
0.8917 |
0.8980 |
|
S4 |
0.8839 |
0.8865 |
0.8966 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9575 |
0.9465 |
0.9093 |
|
R3 |
0.9395 |
0.9285 |
0.9044 |
|
R2 |
0.9214 |
0.9214 |
0.9027 |
|
R1 |
0.9104 |
0.9104 |
0.9011 |
0.9069 |
PP |
0.9034 |
0.9034 |
0.9034 |
0.9016 |
S1 |
0.8924 |
0.8924 |
0.8977 |
0.8889 |
S2 |
0.8853 |
0.8853 |
0.8961 |
|
S3 |
0.8673 |
0.8743 |
0.8944 |
|
S4 |
0.8492 |
0.8563 |
0.8895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9144 |
0.8964 |
0.0181 |
2.0% |
0.0073 |
0.8% |
17% |
False |
False |
163,457 |
10 |
0.9271 |
0.8964 |
0.0308 |
3.4% |
0.0070 |
0.8% |
10% |
False |
False |
146,651 |
20 |
0.9271 |
0.8938 |
0.0333 |
3.7% |
0.0072 |
0.8% |
17% |
False |
False |
156,055 |
40 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0070 |
0.8% |
52% |
False |
False |
142,289 |
60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0074 |
0.8% |
52% |
False |
False |
95,610 |
80 |
0.9271 |
0.8527 |
0.0744 |
8.3% |
0.0084 |
0.9% |
63% |
False |
False |
71,945 |
100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0082 |
0.9% |
64% |
False |
False |
57,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9238 |
2.618 |
0.9154 |
1.618 |
0.9103 |
1.000 |
0.9071 |
0.618 |
0.9051 |
HIGH |
0.9020 |
0.618 |
0.9000 |
0.500 |
0.8994 |
0.382 |
0.8988 |
LOW |
0.8968 |
0.618 |
0.8936 |
1.000 |
0.8917 |
1.618 |
0.8885 |
2.618 |
0.8833 |
4.250 |
0.8749 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8994 |
0.9000 |
PP |
0.8994 |
0.8998 |
S1 |
0.8994 |
0.8996 |
|