CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8812 |
0.8852 |
0.0040 |
0.5% |
0.8874 |
| High |
0.8865 |
0.9037 |
0.0171 |
1.9% |
0.8910 |
| Low |
0.8800 |
0.8851 |
0.0051 |
0.6% |
0.8755 |
| Close |
0.8858 |
0.9010 |
0.0152 |
1.7% |
0.8828 |
| Range |
0.0065 |
0.0186 |
0.0121 |
184.0% |
0.0156 |
| ATR |
0.0068 |
0.0077 |
0.0008 |
12.3% |
0.0000 |
| Volume |
150,887 |
256,816 |
105,929 |
70.2% |
734,918 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9524 |
0.9453 |
0.9112 |
|
| R3 |
0.9338 |
0.9267 |
0.9061 |
|
| R2 |
0.9152 |
0.9152 |
0.9044 |
|
| R1 |
0.9081 |
0.9081 |
0.9027 |
0.9116 |
| PP |
0.8966 |
0.8966 |
0.8966 |
0.8983 |
| S1 |
0.8895 |
0.8895 |
0.8993 |
0.8930 |
| S2 |
0.8780 |
0.8780 |
0.8976 |
|
| S3 |
0.8594 |
0.8709 |
0.8959 |
|
| S4 |
0.8408 |
0.8523 |
0.8908 |
|
|
| 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 |
0.9037 |
0.8755 |
0.0282 |
3.1% |
0.0086 |
1.0% |
91% |
True |
False |
164,898 |
| 10 |
0.9037 |
0.8755 |
0.0282 |
3.1% |
0.0077 |
0.9% |
91% |
True |
False |
154,242 |
| 20 |
0.9218 |
0.8755 |
0.0464 |
5.1% |
0.0071 |
0.8% |
55% |
False |
False |
147,429 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0072 |
0.8% |
49% |
False |
False |
154,773 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0071 |
0.8% |
55% |
False |
False |
126,642 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0076 |
0.8% |
55% |
False |
False |
95,174 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0081 |
0.9% |
66% |
False |
False |
76,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9523 |
|
1.618 |
0.9337 |
|
1.000 |
0.9223 |
|
0.618 |
0.9151 |
|
HIGH |
0.9037 |
|
0.618 |
0.8965 |
|
0.500 |
0.8944 |
|
0.382 |
0.8922 |
|
LOW |
0.8851 |
|
0.618 |
0.8736 |
|
1.000 |
0.8665 |
|
1.618 |
0.8550 |
|
2.618 |
0.8364 |
|
4.250 |
0.8060 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8988 |
0.8978 |
| PP |
0.8966 |
0.8947 |
| S1 |
0.8944 |
0.8915 |
|