CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9003 |
0.8991 |
-0.0012 |
-0.1% |
0.9090 |
| High |
0.9020 |
0.9007 |
-0.0013 |
-0.1% |
0.9144 |
| Low |
0.8968 |
0.8949 |
-0.0020 |
-0.2% |
0.8964 |
| Close |
0.8994 |
0.8957 |
-0.0037 |
-0.4% |
0.8994 |
| Range |
0.0052 |
0.0059 |
0.0007 |
13.6% |
0.0181 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
135,269 |
93,105 |
-42,164 |
-31.2% |
817,289 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9146 |
0.9110 |
0.8989 |
|
| R3 |
0.9088 |
0.9052 |
0.8973 |
|
| R2 |
0.9029 |
0.9029 |
0.8968 |
|
| R1 |
0.8993 |
0.8993 |
0.8962 |
0.8982 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8965 |
| S1 |
0.8935 |
0.8935 |
0.8952 |
0.8924 |
| S2 |
0.8912 |
0.8912 |
0.8946 |
|
| S3 |
0.8854 |
0.8876 |
0.8941 |
|
| S4 |
0.8795 |
0.8818 |
0.8925 |
|
|
| 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 |
0.8949 |
0.0196 |
2.2% |
0.0072 |
0.8% |
4% |
False |
True |
149,420 |
| 10 |
0.9255 |
0.8949 |
0.0306 |
3.4% |
0.0068 |
0.8% |
3% |
False |
True |
144,418 |
| 20 |
0.9271 |
0.8949 |
0.0323 |
3.6% |
0.0071 |
0.8% |
3% |
False |
True |
153,397 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0070 |
0.8% |
46% |
False |
False |
144,276 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0073 |
0.8% |
46% |
False |
False |
97,153 |
| 80 |
0.9271 |
0.8573 |
0.0699 |
7.8% |
0.0084 |
0.9% |
55% |
False |
False |
73,102 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0081 |
0.9% |
59% |
False |
False |
58,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9256 |
|
2.618 |
0.9160 |
|
1.618 |
0.9102 |
|
1.000 |
0.9066 |
|
0.618 |
0.9043 |
|
HIGH |
0.9007 |
|
0.618 |
0.8985 |
|
0.500 |
0.8978 |
|
0.382 |
0.8971 |
|
LOW |
0.8949 |
|
0.618 |
0.8912 |
|
1.000 |
0.8890 |
|
1.618 |
0.8854 |
|
2.618 |
0.8795 |
|
4.250 |
0.8700 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8978 |
0.8986 |
| PP |
0.8971 |
0.8976 |
| S1 |
0.8964 |
0.8967 |
|