CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8763 |
0.8798 |
0.0035 |
0.4% |
0.8874 |
| High |
0.8825 |
0.8846 |
0.0021 |
0.2% |
0.8910 |
| Low |
0.8755 |
0.8787 |
0.0032 |
0.4% |
0.8755 |
| Close |
0.8793 |
0.8828 |
0.0035 |
0.4% |
0.8828 |
| Range |
0.0071 |
0.0059 |
-0.0012 |
-16.3% |
0.0156 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
150,828 |
146,544 |
-4,284 |
-2.8% |
734,918 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8997 |
0.8971 |
0.8860 |
|
| R3 |
0.8938 |
0.8912 |
0.8844 |
|
| R2 |
0.8879 |
0.8879 |
0.8838 |
|
| R1 |
0.8853 |
0.8853 |
0.8833 |
0.8866 |
| PP |
0.8820 |
0.8820 |
0.8820 |
0.8826 |
| S1 |
0.8794 |
0.8794 |
0.8822 |
0.8807 |
| S2 |
0.8761 |
0.8761 |
0.8817 |
|
| S3 |
0.8702 |
0.8735 |
0.8811 |
|
| S4 |
0.8643 |
0.8676 |
0.8795 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9297 |
0.9218 |
0.8913 |
|
| R3 |
0.9142 |
0.9062 |
0.8870 |
|
| R2 |
0.8986 |
0.8986 |
0.8856 |
|
| R1 |
0.8907 |
0.8907 |
0.8842 |
0.8869 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8812 |
| S1 |
0.8751 |
0.8751 |
0.8813 |
0.8713 |
| S2 |
0.8675 |
0.8675 |
0.8799 |
|
| S3 |
0.8520 |
0.8596 |
0.8785 |
|
| S4 |
0.8364 |
0.8440 |
0.8742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8910 |
0.8755 |
0.0156 |
1.8% |
0.0070 |
0.8% |
47% |
False |
False |
146,983 |
| 10 |
0.9007 |
0.8755 |
0.0253 |
2.9% |
0.0063 |
0.7% |
29% |
False |
False |
134,477 |
| 20 |
0.9271 |
0.8755 |
0.0517 |
5.9% |
0.0067 |
0.8% |
14% |
False |
False |
140,564 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.9% |
0.0070 |
0.8% |
14% |
False |
False |
151,007 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0070 |
0.8% |
23% |
False |
False |
117,896 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0076 |
0.9% |
23% |
False |
False |
88,597 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.8% |
0.0080 |
0.9% |
43% |
False |
False |
71,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9096 |
|
2.618 |
0.9000 |
|
1.618 |
0.8941 |
|
1.000 |
0.8905 |
|
0.618 |
0.8882 |
|
HIGH |
0.8846 |
|
0.618 |
0.8823 |
|
0.500 |
0.8816 |
|
0.382 |
0.8809 |
|
LOW |
0.8787 |
|
0.618 |
0.8750 |
|
1.000 |
0.8728 |
|
1.618 |
0.8691 |
|
2.618 |
0.8632 |
|
4.250 |
0.8536 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8824 |
0.8818 |
| PP |
0.8820 |
0.8809 |
| S1 |
0.8816 |
0.8800 |
|