CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8903 |
0.8874 |
-0.0030 |
-0.3% |
0.8991 |
| High |
0.8936 |
0.8910 |
-0.0026 |
-0.3% |
0.9007 |
| Low |
0.8879 |
0.8839 |
-0.0040 |
-0.5% |
0.8860 |
| Close |
0.8893 |
0.8859 |
-0.0034 |
-0.4% |
0.8893 |
| Range |
0.0057 |
0.0072 |
0.0015 |
25.4% |
0.0148 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
134,681 |
139,107 |
4,426 |
3.3% |
609,852 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9084 |
0.9043 |
0.8898 |
|
| R3 |
0.9012 |
0.8971 |
0.8879 |
|
| R2 |
0.8941 |
0.8941 |
0.8872 |
|
| R1 |
0.8900 |
0.8900 |
0.8866 |
0.8885 |
| PP |
0.8869 |
0.8869 |
0.8869 |
0.8862 |
| S1 |
0.8828 |
0.8828 |
0.8852 |
0.8813 |
| S2 |
0.8798 |
0.8798 |
0.8846 |
|
| S3 |
0.8726 |
0.8757 |
0.8839 |
|
| S4 |
0.8655 |
0.8685 |
0.8820 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9362 |
0.9275 |
0.8974 |
|
| R3 |
0.9215 |
0.9128 |
0.8934 |
|
| R2 |
0.9067 |
0.9067 |
0.8920 |
|
| R1 |
0.8980 |
0.8980 |
0.8907 |
0.8950 |
| PP |
0.8920 |
0.8920 |
0.8920 |
0.8905 |
| S1 |
0.8833 |
0.8833 |
0.8879 |
0.8803 |
| S2 |
0.8772 |
0.8772 |
0.8866 |
|
| S3 |
0.8625 |
0.8685 |
0.8852 |
|
| S4 |
0.8477 |
0.8538 |
0.8812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8961 |
0.8839 |
0.0122 |
1.4% |
0.0059 |
0.7% |
17% |
False |
True |
131,170 |
| 10 |
0.9144 |
0.8839 |
0.0306 |
3.4% |
0.0066 |
0.7% |
7% |
False |
True |
140,295 |
| 20 |
0.9271 |
0.8839 |
0.0433 |
4.9% |
0.0068 |
0.8% |
5% |
False |
True |
143,141 |
| 40 |
0.9271 |
0.8718 |
0.0554 |
6.2% |
0.0070 |
0.8% |
26% |
False |
False |
148,439 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0071 |
0.8% |
29% |
False |
False |
108,009 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0079 |
0.9% |
29% |
False |
False |
81,185 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0081 |
0.9% |
47% |
False |
False |
65,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9214 |
|
2.618 |
0.9097 |
|
1.618 |
0.9026 |
|
1.000 |
0.8982 |
|
0.618 |
0.8954 |
|
HIGH |
0.8910 |
|
0.618 |
0.8883 |
|
0.500 |
0.8874 |
|
0.382 |
0.8866 |
|
LOW |
0.8839 |
|
0.618 |
0.8794 |
|
1.000 |
0.8767 |
|
1.618 |
0.8723 |
|
2.618 |
0.8651 |
|
4.250 |
0.8535 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8874 |
0.8887 |
| PP |
0.8869 |
0.8878 |
| S1 |
0.8864 |
0.8868 |
|