CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8991 |
0.8957 |
-0.0034 |
-0.4% |
0.9090 |
| High |
0.9007 |
0.8961 |
-0.0047 |
-0.5% |
0.9144 |
| Low |
0.8949 |
0.8918 |
-0.0031 |
-0.3% |
0.8964 |
| Close |
0.8957 |
0.8943 |
-0.0014 |
-0.2% |
0.8994 |
| Range |
0.0059 |
0.0043 |
-0.0016 |
-27.4% |
0.0181 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
93,105 |
115,237 |
22,132 |
23.8% |
817,289 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9068 |
0.9048 |
0.8966 |
|
| R3 |
0.9026 |
0.9006 |
0.8955 |
|
| R2 |
0.8983 |
0.8983 |
0.8951 |
|
| R1 |
0.8963 |
0.8963 |
0.8947 |
0.8952 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8935 |
| S1 |
0.8921 |
0.8921 |
0.8939 |
0.8909 |
| S2 |
0.8898 |
0.8898 |
0.8935 |
|
| S3 |
0.8856 |
0.8878 |
0.8931 |
|
| S4 |
0.8813 |
0.8836 |
0.8920 |
|
|
| 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 |
0.9037 |
0.8918 |
0.0119 |
1.3% |
0.0054 |
0.6% |
21% |
False |
True |
139,321 |
| 10 |
0.9249 |
0.8918 |
0.0331 |
3.7% |
0.0065 |
0.7% |
8% |
False |
True |
140,180 |
| 20 |
0.9271 |
0.8918 |
0.0353 |
3.9% |
0.0070 |
0.8% |
7% |
False |
True |
152,458 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0070 |
0.8% |
43% |
False |
False |
146,384 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
43% |
False |
False |
99,052 |
| 80 |
0.9271 |
0.8573 |
0.0699 |
7.8% |
0.0083 |
0.9% |
53% |
False |
False |
74,478 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0081 |
0.9% |
58% |
False |
False |
59,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9141 |
|
2.618 |
0.9072 |
|
1.618 |
0.9029 |
|
1.000 |
0.9003 |
|
0.618 |
0.8987 |
|
HIGH |
0.8961 |
|
0.618 |
0.8944 |
|
0.500 |
0.8939 |
|
0.382 |
0.8934 |
|
LOW |
0.8918 |
|
0.618 |
0.8892 |
|
1.000 |
0.8876 |
|
1.618 |
0.8849 |
|
2.618 |
0.8807 |
|
4.250 |
0.8737 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8942 |
0.8969 |
| PP |
0.8941 |
0.8960 |
| S1 |
0.8939 |
0.8952 |
|