CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8786 |
0.8763 |
-0.0023 |
-0.3% |
0.8991 |
| High |
0.8813 |
0.8825 |
0.0013 |
0.1% |
0.9007 |
| Low |
0.8755 |
0.8755 |
-0.0001 |
0.0% |
0.8860 |
| Close |
0.8758 |
0.8793 |
0.0036 |
0.4% |
0.8893 |
| Range |
0.0058 |
0.0071 |
0.0013 |
22.6% |
0.0148 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0000 |
| Volume |
143,259 |
150,828 |
7,569 |
5.3% |
609,852 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9002 |
0.8968 |
0.8832 |
|
| R3 |
0.8932 |
0.8898 |
0.8812 |
|
| R2 |
0.8861 |
0.8861 |
0.8806 |
|
| R1 |
0.8827 |
0.8827 |
0.8799 |
0.8844 |
| PP |
0.8791 |
0.8791 |
0.8791 |
0.8799 |
| S1 |
0.8757 |
0.8757 |
0.8787 |
0.8774 |
| S2 |
0.8720 |
0.8720 |
0.8780 |
|
| S3 |
0.8650 |
0.8686 |
0.8774 |
|
| S4 |
0.8579 |
0.8616 |
0.8754 |
|
|
| 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 |
0.8936 |
0.8755 |
0.0181 |
2.1% |
0.0070 |
0.8% |
21% |
False |
True |
144,611 |
| 10 |
0.9020 |
0.8755 |
0.0265 |
3.0% |
0.0062 |
0.7% |
15% |
False |
True |
133,349 |
| 20 |
0.9271 |
0.8755 |
0.0517 |
5.9% |
0.0066 |
0.8% |
7% |
False |
True |
140,651 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.9% |
0.0070 |
0.8% |
7% |
False |
True |
151,009 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.6% |
0.0070 |
0.8% |
17% |
False |
False |
115,465 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.6% |
0.0077 |
0.9% |
17% |
False |
False |
86,770 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.8% |
0.0080 |
0.9% |
38% |
False |
False |
69,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9125 |
|
2.618 |
0.9010 |
|
1.618 |
0.8939 |
|
1.000 |
0.8896 |
|
0.618 |
0.8869 |
|
HIGH |
0.8825 |
|
0.618 |
0.8798 |
|
0.500 |
0.8790 |
|
0.382 |
0.8781 |
|
LOW |
0.8755 |
|
0.618 |
0.8711 |
|
1.000 |
0.8684 |
|
1.618 |
0.8640 |
|
2.618 |
0.8570 |
|
4.250 |
0.8455 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8792 |
0.8803 |
| PP |
0.8791 |
0.8800 |
| S1 |
0.8790 |
0.8796 |
|