CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8843 |
0.8812 |
-0.0031 |
-0.4% |
0.8874 |
| High |
0.8845 |
0.8865 |
0.0020 |
0.2% |
0.8910 |
| Low |
0.8794 |
0.8800 |
0.0006 |
0.1% |
0.8755 |
| Close |
0.8808 |
0.8858 |
0.0050 |
0.6% |
0.8828 |
| Range |
0.0051 |
0.0065 |
0.0014 |
28.4% |
0.0156 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
119,416 |
150,887 |
31,471 |
26.4% |
734,918 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9038 |
0.9013 |
0.8894 |
|
| R3 |
0.8972 |
0.8948 |
0.8876 |
|
| R2 |
0.8907 |
0.8907 |
0.8870 |
|
| R1 |
0.8882 |
0.8882 |
0.8864 |
0.8894 |
| PP |
0.8841 |
0.8841 |
0.8841 |
0.8847 |
| S1 |
0.8817 |
0.8817 |
0.8852 |
0.8829 |
| S2 |
0.8776 |
0.8776 |
0.8846 |
|
| S3 |
0.8710 |
0.8751 |
0.8840 |
|
| S4 |
0.8645 |
0.8686 |
0.8822 |
|
|
| 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 |
0.8865 |
0.8755 |
0.0111 |
1.3% |
0.0061 |
0.7% |
93% |
True |
False |
142,186 |
| 10 |
0.8946 |
0.8755 |
0.0192 |
2.2% |
0.0065 |
0.7% |
54% |
False |
False |
140,673 |
| 20 |
0.9249 |
0.8755 |
0.0494 |
5.6% |
0.0065 |
0.7% |
21% |
False |
False |
140,426 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.8% |
0.0070 |
0.8% |
20% |
False |
False |
153,210 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0069 |
0.8% |
28% |
False |
False |
122,373 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0075 |
0.9% |
28% |
False |
False |
91,968 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0080 |
0.9% |
47% |
False |
False |
73,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9144 |
|
2.618 |
0.9037 |
|
1.618 |
0.8971 |
|
1.000 |
0.8931 |
|
0.618 |
0.8906 |
|
HIGH |
0.8865 |
|
0.618 |
0.8840 |
|
0.500 |
0.8833 |
|
0.382 |
0.8825 |
|
LOW |
0.8800 |
|
0.618 |
0.8760 |
|
1.000 |
0.8735 |
|
1.618 |
0.8694 |
|
2.618 |
0.8629 |
|
4.250 |
0.8522 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8850 |
0.8847 |
| PP |
0.8841 |
0.8837 |
| S1 |
0.8833 |
0.8826 |
|