CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8942 |
0.8888 |
-0.0055 |
-0.6% |
0.9090 |
| High |
0.8946 |
0.8918 |
-0.0029 |
-0.3% |
0.9144 |
| Low |
0.8881 |
0.8860 |
-0.0022 |
-0.2% |
0.8964 |
| Close |
0.8894 |
0.8908 |
0.0014 |
0.2% |
0.8994 |
| Range |
0.0065 |
0.0058 |
-0.0007 |
-10.8% |
0.0181 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
121,119 |
145,710 |
24,591 |
20.3% |
817,289 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9069 |
0.9047 |
0.8940 |
|
| R3 |
0.9011 |
0.8989 |
0.8924 |
|
| R2 |
0.8953 |
0.8953 |
0.8919 |
|
| R1 |
0.8931 |
0.8931 |
0.8914 |
0.8942 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8901 |
| S1 |
0.8873 |
0.8873 |
0.8903 |
0.8884 |
| S2 |
0.8837 |
0.8837 |
0.8898 |
|
| S3 |
0.8779 |
0.8815 |
0.8893 |
|
| S4 |
0.8721 |
0.8757 |
0.8877 |
|
|
| 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 |
0.9020 |
0.8860 |
0.0160 |
1.8% |
0.0055 |
0.6% |
31% |
False |
True |
122,088 |
| 10 |
0.9205 |
0.8860 |
0.0345 |
3.9% |
0.0064 |
0.7% |
14% |
False |
True |
140,290 |
| 20 |
0.9271 |
0.8860 |
0.0412 |
4.6% |
0.0070 |
0.8% |
12% |
False |
True |
149,574 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0070 |
0.8% |
37% |
False |
False |
148,286 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0072 |
0.8% |
37% |
False |
False |
103,470 |
| 80 |
0.9271 |
0.8619 |
0.0653 |
7.3% |
0.0081 |
0.9% |
44% |
False |
False |
77,801 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0081 |
0.9% |
53% |
False |
False |
62,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9164 |
|
2.618 |
0.9069 |
|
1.618 |
0.9011 |
|
1.000 |
0.8976 |
|
0.618 |
0.8953 |
|
HIGH |
0.8918 |
|
0.618 |
0.8895 |
|
0.500 |
0.8889 |
|
0.382 |
0.8882 |
|
LOW |
0.8860 |
|
0.618 |
0.8824 |
|
1.000 |
0.8802 |
|
1.618 |
0.8766 |
|
2.618 |
0.8708 |
|
4.250 |
0.8613 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8902 |
0.8910 |
| PP |
0.8895 |
0.8909 |
| S1 |
0.8889 |
0.8909 |
|