CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9044 |
0.8974 |
-0.0070 |
-0.8% |
0.8843 |
| High |
0.9082 |
0.9016 |
-0.0067 |
-0.7% |
0.9082 |
| Low |
0.8959 |
0.8962 |
0.0003 |
0.0% |
0.8794 |
| Close |
0.8985 |
0.8987 |
0.0003 |
0.0% |
0.8987 |
| Range |
0.0123 |
0.0054 |
-0.0070 |
-56.5% |
0.0288 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
314,365 |
162,887 |
-151,478 |
-48.2% |
1,004,371 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9149 |
0.9121 |
0.9016 |
|
| R3 |
0.9095 |
0.9068 |
0.9002 |
|
| R2 |
0.9042 |
0.9042 |
0.8997 |
|
| R1 |
0.9014 |
0.9014 |
0.8992 |
0.9028 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8995 |
| S1 |
0.8961 |
0.8961 |
0.8982 |
0.8975 |
| S2 |
0.8935 |
0.8935 |
0.8977 |
|
| S3 |
0.8881 |
0.8907 |
0.8972 |
|
| S4 |
0.8828 |
0.8854 |
0.8958 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9691 |
0.9145 |
|
| R3 |
0.9530 |
0.9403 |
0.9066 |
|
| R2 |
0.9242 |
0.9242 |
0.9040 |
|
| R1 |
0.9115 |
0.9115 |
0.9013 |
0.9179 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8986 |
| S1 |
0.8827 |
0.8827 |
0.8961 |
0.8891 |
| S2 |
0.8666 |
0.8666 |
0.8934 |
|
| S3 |
0.8378 |
0.8539 |
0.8908 |
|
| S4 |
0.8090 |
0.8251 |
0.8829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9082 |
0.8794 |
0.0288 |
3.2% |
0.0096 |
1.1% |
67% |
False |
False |
200,874 |
| 10 |
0.9082 |
0.8755 |
0.0328 |
3.6% |
0.0083 |
0.9% |
71% |
False |
False |
173,928 |
| 20 |
0.9144 |
0.8755 |
0.0390 |
4.3% |
0.0074 |
0.8% |
60% |
False |
False |
158,321 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0073 |
0.8% |
45% |
False |
False |
155,343 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
51% |
False |
False |
134,554 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0076 |
0.8% |
51% |
False |
False |
101,130 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0082 |
0.9% |
63% |
False |
False |
81,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9243 |
|
2.618 |
0.9156 |
|
1.618 |
0.9102 |
|
1.000 |
0.9069 |
|
0.618 |
0.9049 |
|
HIGH |
0.9016 |
|
0.618 |
0.8995 |
|
0.500 |
0.8989 |
|
0.382 |
0.8982 |
|
LOW |
0.8962 |
|
0.618 |
0.8929 |
|
1.000 |
0.8909 |
|
1.618 |
0.8875 |
|
2.618 |
0.8822 |
|
4.250 |
0.8735 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8989 |
0.8980 |
| PP |
0.8988 |
0.8973 |
| S1 |
0.8988 |
0.8966 |
|