CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8798 |
0.8843 |
0.0045 |
0.5% |
0.8874 |
| High |
0.8846 |
0.8845 |
-0.0001 |
0.0% |
0.8910 |
| Low |
0.8787 |
0.8794 |
0.0008 |
0.1% |
0.8755 |
| Close |
0.8828 |
0.8808 |
-0.0020 |
-0.2% |
0.8828 |
| Range |
0.0059 |
0.0051 |
-0.0008 |
-13.6% |
0.0156 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
146,544 |
119,416 |
-27,128 |
-18.5% |
734,918 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8969 |
0.8939 |
0.8836 |
|
| R3 |
0.8918 |
0.8888 |
0.8822 |
|
| R2 |
0.8867 |
0.8867 |
0.8817 |
|
| R1 |
0.8837 |
0.8837 |
0.8813 |
0.8826 |
| PP |
0.8816 |
0.8816 |
0.8816 |
0.8810 |
| S1 |
0.8786 |
0.8786 |
0.8803 |
0.8775 |
| S2 |
0.8765 |
0.8765 |
0.8799 |
|
| S3 |
0.8714 |
0.8735 |
0.8794 |
|
| S4 |
0.8663 |
0.8684 |
0.8780 |
|
|
| 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 |
0.8851 |
0.8755 |
0.0097 |
1.1% |
0.0066 |
0.8% |
55% |
False |
False |
143,045 |
| 10 |
0.8961 |
0.8755 |
0.0206 |
2.3% |
0.0062 |
0.7% |
26% |
False |
False |
137,108 |
| 20 |
0.9255 |
0.8755 |
0.0500 |
5.7% |
0.0065 |
0.7% |
11% |
False |
False |
140,763 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.9% |
0.0069 |
0.8% |
10% |
False |
False |
151,396 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0069 |
0.8% |
20% |
False |
False |
119,874 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0076 |
0.9% |
20% |
False |
False |
90,086 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.8% |
0.0080 |
0.9% |
40% |
False |
False |
72,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9062 |
|
2.618 |
0.8979 |
|
1.618 |
0.8928 |
|
1.000 |
0.8896 |
|
0.618 |
0.8877 |
|
HIGH |
0.8845 |
|
0.618 |
0.8826 |
|
0.500 |
0.8820 |
|
0.382 |
0.8813 |
|
LOW |
0.8794 |
|
0.618 |
0.8762 |
|
1.000 |
0.8743 |
|
1.618 |
0.8711 |
|
2.618 |
0.8660 |
|
4.250 |
0.8577 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8820 |
0.8805 |
| PP |
0.8816 |
0.8803 |
| S1 |
0.8812 |
0.8800 |
|