CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8951 |
0.8969 |
0.0018 |
0.2% |
0.8843 |
| High |
0.8979 |
0.8974 |
-0.0005 |
-0.1% |
0.9082 |
| Low |
0.8926 |
0.8939 |
0.0013 |
0.1% |
0.8794 |
| Close |
0.8956 |
0.8952 |
-0.0004 |
0.0% |
0.8987 |
| Range |
0.0053 |
0.0036 |
-0.0017 |
-32.4% |
0.0288 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
147,876 |
111,480 |
-36,396 |
-24.6% |
1,004,371 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9061 |
0.9042 |
0.8971 |
|
| R3 |
0.9026 |
0.9006 |
0.8961 |
|
| R2 |
0.8990 |
0.8990 |
0.8958 |
|
| R1 |
0.8971 |
0.8971 |
0.8955 |
0.8963 |
| PP |
0.8955 |
0.8955 |
0.8955 |
0.8951 |
| S1 |
0.8935 |
0.8935 |
0.8948 |
0.8927 |
| S2 |
0.8919 |
0.8919 |
0.8945 |
|
| S3 |
0.8884 |
0.8900 |
0.8942 |
|
| S4 |
0.8848 |
0.8864 |
0.8932 |
|
|
| 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 |
0.9029 |
0.8926 |
0.0103 |
1.2% |
0.0056 |
0.6% |
25% |
False |
False |
141,167 |
| 10 |
0.9082 |
0.8787 |
0.0296 |
3.3% |
0.0076 |
0.9% |
56% |
False |
False |
169,386 |
| 20 |
0.9082 |
0.8755 |
0.0328 |
3.7% |
0.0069 |
0.8% |
60% |
False |
False |
151,368 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.8% |
0.0071 |
0.8% |
38% |
False |
False |
154,266 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0070 |
0.8% |
45% |
False |
False |
143,169 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0073 |
0.8% |
45% |
False |
False |
107,869 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0082 |
0.9% |
59% |
False |
False |
86,483 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0080 |
0.9% |
59% |
False |
False |
72,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9125 |
|
2.618 |
0.9067 |
|
1.618 |
0.9031 |
|
1.000 |
0.9010 |
|
0.618 |
0.8996 |
|
HIGH |
0.8974 |
|
0.618 |
0.8960 |
|
0.500 |
0.8956 |
|
0.382 |
0.8952 |
|
LOW |
0.8939 |
|
0.618 |
0.8917 |
|
1.000 |
0.8903 |
|
1.618 |
0.8881 |
|
2.618 |
0.8846 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8978 |
| PP |
0.8955 |
0.8969 |
| S1 |
0.8953 |
0.8960 |
|