CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9003 |
0.8993 |
-0.0010 |
-0.1% |
0.8843 |
| High |
0.9023 |
0.9029 |
0.0006 |
0.1% |
0.9082 |
| Low |
0.8969 |
0.8948 |
-0.0021 |
-0.2% |
0.8794 |
| Close |
0.9002 |
0.8958 |
-0.0044 |
-0.5% |
0.8987 |
| Range |
0.0055 |
0.0081 |
0.0026 |
47.3% |
0.0288 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.4% |
0.0000 |
| Volume |
118,666 |
164,929 |
46,263 |
39.0% |
1,004,371 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9221 |
0.9170 |
0.9002 |
|
| R3 |
0.9140 |
0.9089 |
0.8980 |
|
| R2 |
0.9059 |
0.9059 |
0.8972 |
|
| R1 |
0.9008 |
0.9008 |
0.8965 |
0.8993 |
| PP |
0.8978 |
0.8978 |
0.8978 |
0.8971 |
| S1 |
0.8927 |
0.8927 |
0.8950 |
0.8912 |
| S2 |
0.8897 |
0.8897 |
0.8943 |
|
| S3 |
0.8816 |
0.8846 |
0.8935 |
|
| S4 |
0.8735 |
0.8765 |
0.8913 |
|
|
| 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 |
0.8851 |
0.0232 |
2.6% |
0.0100 |
1.1% |
46% |
False |
False |
203,532 |
| 10 |
0.9082 |
0.8755 |
0.0328 |
3.7% |
0.0080 |
0.9% |
62% |
False |
False |
172,859 |
| 20 |
0.9082 |
0.8755 |
0.0328 |
3.7% |
0.0071 |
0.8% |
62% |
False |
False |
156,050 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.8% |
0.0072 |
0.8% |
39% |
False |
False |
154,931 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
46% |
False |
False |
139,231 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0075 |
0.8% |
46% |
False |
False |
104,661 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0082 |
0.9% |
60% |
False |
False |
83,893 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0081 |
0.9% |
60% |
False |
False |
69,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9373 |
|
2.618 |
0.9241 |
|
1.618 |
0.9160 |
|
1.000 |
0.9110 |
|
0.618 |
0.9079 |
|
HIGH |
0.9029 |
|
0.618 |
0.8998 |
|
0.500 |
0.8988 |
|
0.382 |
0.8979 |
|
LOW |
0.8948 |
|
0.618 |
0.8898 |
|
1.000 |
0.8867 |
|
1.618 |
0.8817 |
|
2.618 |
0.8736 |
|
4.250 |
0.8604 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8988 |
0.8988 |
| PP |
0.8978 |
0.8978 |
| S1 |
0.8968 |
0.8968 |
|