CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8993 |
0.8951 |
-0.0042 |
-0.5% |
0.8843 |
| High |
0.9029 |
0.8979 |
-0.0051 |
-0.6% |
0.9082 |
| Low |
0.8948 |
0.8926 |
-0.0022 |
-0.2% |
0.8794 |
| Close |
0.8958 |
0.8956 |
-0.0002 |
0.0% |
0.8987 |
| Range |
0.0081 |
0.0053 |
-0.0029 |
-35.2% |
0.0288 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
164,929 |
147,876 |
-17,053 |
-10.3% |
1,004,371 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9086 |
0.8984 |
|
| R3 |
0.9058 |
0.9033 |
0.8970 |
|
| R2 |
0.9006 |
0.9006 |
0.8965 |
|
| R1 |
0.8981 |
0.8981 |
0.8960 |
0.8993 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8960 |
| S1 |
0.8928 |
0.8928 |
0.8951 |
0.8941 |
| S2 |
0.8901 |
0.8901 |
0.8946 |
|
| S3 |
0.8848 |
0.8876 |
0.8941 |
|
| S4 |
0.8796 |
0.8823 |
0.8927 |
|
|
| 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 |
0.8926 |
0.0156 |
1.7% |
0.0073 |
0.8% |
19% |
False |
True |
181,744 |
| 10 |
0.9082 |
0.8755 |
0.0328 |
3.7% |
0.0080 |
0.9% |
61% |
False |
False |
173,321 |
| 20 |
0.9082 |
0.8755 |
0.0328 |
3.7% |
0.0070 |
0.8% |
61% |
False |
False |
152,533 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.8% |
0.0072 |
0.8% |
39% |
False |
False |
155,044 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0071 |
0.8% |
45% |
False |
False |
141,453 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0075 |
0.8% |
45% |
False |
False |
106,494 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0082 |
0.9% |
59% |
False |
False |
85,369 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0080 |
0.9% |
59% |
False |
False |
71,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9202 |
|
2.618 |
0.9116 |
|
1.618 |
0.9063 |
|
1.000 |
0.9031 |
|
0.618 |
0.9011 |
|
HIGH |
0.8979 |
|
0.618 |
0.8958 |
|
0.500 |
0.8952 |
|
0.382 |
0.8946 |
|
LOW |
0.8926 |
|
0.618 |
0.8894 |
|
1.000 |
0.8874 |
|
1.618 |
0.8841 |
|
2.618 |
0.8789 |
|
4.250 |
0.8703 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8954 |
0.8978 |
| PP |
0.8953 |
0.8970 |
| S1 |
0.8952 |
0.8963 |
|