CME Japanese Yen Future June 2017
Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.9027 |
0.9029 |
0.0002 |
0.0% |
0.9003 |
High |
0.9057 |
0.9038 |
-0.0020 |
-0.2% |
0.9029 |
Low |
0.8997 |
0.8975 |
-0.0022 |
-0.2% |
0.8926 |
Close |
0.9052 |
0.8990 |
-0.0063 |
-0.7% |
0.8987 |
Range |
0.0061 |
0.0063 |
0.0003 |
4.1% |
0.0103 |
ATR |
0.0071 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
Volume |
141,038 |
132,431 |
-8,607 |
-6.1% |
669,500 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9190 |
0.9153 |
0.9024 |
|
R3 |
0.9127 |
0.9090 |
0.9007 |
|
R2 |
0.9064 |
0.9064 |
0.9001 |
|
R1 |
0.9027 |
0.9027 |
0.8995 |
0.9014 |
PP |
0.9001 |
0.9001 |
0.9001 |
0.8994 |
S1 |
0.8964 |
0.8964 |
0.8984 |
0.8951 |
S2 |
0.8938 |
0.8938 |
0.8978 |
|
S3 |
0.8875 |
0.8901 |
0.8972 |
|
S4 |
0.8812 |
0.8838 |
0.8955 |
|
|
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 |
0.9057 |
0.8939 |
0.0119 |
1.3% |
0.0061 |
0.7% |
43% |
False |
False |
135,255 |
10 |
0.9082 |
0.8926 |
0.0156 |
1.7% |
0.0067 |
0.7% |
41% |
False |
False |
158,500 |
20 |
0.9082 |
0.8755 |
0.0328 |
3.6% |
0.0072 |
0.8% |
72% |
False |
False |
156,371 |
40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
45% |
False |
False |
153,910 |
60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0071 |
0.8% |
51% |
False |
False |
150,617 |
80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
51% |
False |
False |
114,881 |
100 |
0.9271 |
0.8573 |
0.0699 |
7.8% |
0.0080 |
0.9% |
60% |
False |
False |
92,060 |
120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0080 |
0.9% |
64% |
False |
False |
76,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9305 |
2.618 |
0.9202 |
1.618 |
0.9139 |
1.000 |
0.9101 |
0.618 |
0.9076 |
HIGH |
0.9038 |
0.618 |
0.9013 |
0.500 |
0.9006 |
0.382 |
0.8999 |
LOW |
0.8975 |
0.618 |
0.8936 |
1.000 |
0.8912 |
1.618 |
0.8873 |
2.618 |
0.8810 |
4.250 |
0.8707 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9006 |
0.9016 |
PP |
0.9001 |
0.9007 |
S1 |
0.8995 |
0.8998 |
|