CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8969 |
0.8949 |
-0.0020 |
-0.2% |
0.9003 |
| High |
0.8974 |
0.9026 |
0.0052 |
0.6% |
0.9029 |
| Low |
0.8939 |
0.8947 |
0.0009 |
0.1% |
0.8926 |
| Close |
0.8952 |
0.8987 |
0.0036 |
0.4% |
0.8987 |
| Range |
0.0036 |
0.0079 |
0.0043 |
121.1% |
0.0103 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.6% |
0.0000 |
| Volume |
111,480 |
126,549 |
15,069 |
13.5% |
669,500 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9183 |
0.9030 |
|
| R3 |
0.9144 |
0.9105 |
0.9009 |
|
| R2 |
0.9065 |
0.9065 |
0.9001 |
|
| R1 |
0.9026 |
0.9026 |
0.8994 |
0.9046 |
| PP |
0.8987 |
0.8987 |
0.8987 |
0.8996 |
| S1 |
0.8948 |
0.8948 |
0.8980 |
0.8967 |
| S2 |
0.8908 |
0.8908 |
0.8973 |
|
| S3 |
0.8830 |
0.8869 |
0.8965 |
|
| S4 |
0.8751 |
0.8791 |
0.8944 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9241 |
0.9044 |
|
| R3 |
0.9187 |
0.9138 |
0.9015 |
|
| R2 |
0.9084 |
0.9084 |
0.9006 |
|
| R1 |
0.9035 |
0.9035 |
0.8996 |
0.9008 |
| PP |
0.8981 |
0.8981 |
0.8981 |
0.8967 |
| S1 |
0.8932 |
0.8932 |
0.8978 |
0.8905 |
| S2 |
0.8878 |
0.8878 |
0.8968 |
|
| S3 |
0.8775 |
0.8829 |
0.8959 |
|
| S4 |
0.8672 |
0.8726 |
0.8930 |
|
|
| 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 |
1.1% |
0.0061 |
0.7% |
59% |
False |
False |
133,900 |
| 10 |
0.9082 |
0.8794 |
0.0288 |
3.2% |
0.0078 |
0.9% |
67% |
False |
False |
167,387 |
| 20 |
0.9082 |
0.8755 |
0.0328 |
3.6% |
0.0071 |
0.8% |
71% |
False |
False |
150,932 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
45% |
False |
False |
153,493 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0070 |
0.8% |
51% |
False |
False |
145,170 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0073 |
0.8% |
51% |
False |
False |
109,441 |
| 100 |
0.9271 |
0.8527 |
0.0744 |
8.3% |
0.0081 |
0.9% |
62% |
False |
False |
87,742 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0080 |
0.9% |
63% |
False |
False |
73,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9359 |
|
2.618 |
0.9231 |
|
1.618 |
0.9153 |
|
1.000 |
0.9104 |
|
0.618 |
0.9074 |
|
HIGH |
0.9026 |
|
0.618 |
0.8996 |
|
0.500 |
0.8986 |
|
0.382 |
0.8977 |
|
LOW |
0.8947 |
|
0.618 |
0.8898 |
|
1.000 |
0.8869 |
|
1.618 |
0.8820 |
|
2.618 |
0.8741 |
|
4.250 |
0.8613 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8987 |
0.8983 |
| PP |
0.8987 |
0.8980 |
| S1 |
0.8986 |
0.8976 |
|