CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8852 |
0.9044 |
0.0192 |
2.2% |
0.8874 |
| High |
0.9037 |
0.9082 |
0.0046 |
0.5% |
0.8910 |
| Low |
0.8851 |
0.8959 |
0.0109 |
1.2% |
0.8755 |
| Close |
0.9010 |
0.8985 |
-0.0026 |
-0.3% |
0.8828 |
| Range |
0.0186 |
0.0123 |
-0.0063 |
-33.9% |
0.0156 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.3% |
0.0000 |
| Volume |
256,816 |
314,365 |
57,549 |
22.4% |
734,918 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9378 |
0.9304 |
0.9052 |
|
| R3 |
0.9255 |
0.9181 |
0.9018 |
|
| R2 |
0.9132 |
0.9132 |
0.9007 |
|
| R1 |
0.9058 |
0.9058 |
0.8996 |
0.9033 |
| PP |
0.9009 |
0.9009 |
0.9009 |
0.8996 |
| S1 |
0.8935 |
0.8935 |
0.8973 |
0.8910 |
| S2 |
0.8886 |
0.8886 |
0.8962 |
|
| S3 |
0.8763 |
0.8812 |
0.8951 |
|
| S4 |
0.8640 |
0.8689 |
0.8917 |
|
|
| 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 |
0.9082 |
0.8787 |
0.0296 |
3.3% |
0.0097 |
1.1% |
67% |
True |
False |
197,605 |
| 10 |
0.9082 |
0.8755 |
0.0328 |
3.6% |
0.0083 |
0.9% |
70% |
True |
False |
171,108 |
| 20 |
0.9205 |
0.8755 |
0.0450 |
5.0% |
0.0074 |
0.8% |
51% |
False |
False |
155,699 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0073 |
0.8% |
45% |
False |
False |
156,500 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
50% |
False |
False |
131,867 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0076 |
0.8% |
50% |
False |
False |
99,097 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0082 |
0.9% |
63% |
False |
False |
79,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9605 |
|
2.618 |
0.9404 |
|
1.618 |
0.9281 |
|
1.000 |
0.9205 |
|
0.618 |
0.9158 |
|
HIGH |
0.9082 |
|
0.618 |
0.9035 |
|
0.500 |
0.9021 |
|
0.382 |
0.9006 |
|
LOW |
0.8959 |
|
0.618 |
0.8883 |
|
1.000 |
0.8836 |
|
1.618 |
0.8760 |
|
2.618 |
0.8637 |
|
4.250 |
0.8436 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9021 |
0.8970 |
| PP |
0.9009 |
0.8956 |
| S1 |
0.8997 |
0.8941 |
|