CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8985 |
0.9060 |
0.0075 |
0.8% |
0.8994 |
| High |
0.9069 |
0.9070 |
0.0001 |
0.0% |
0.9069 |
| Low |
0.8956 |
0.9035 |
0.0079 |
0.9% |
0.8956 |
| Close |
0.9057 |
0.9057 |
0.0000 |
0.0% |
0.9057 |
| Range |
0.0113 |
0.0035 |
-0.0078 |
-69.3% |
0.0113 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
175,451 |
88,063 |
-87,388 |
-49.8% |
613,699 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9157 |
0.9141 |
0.9075 |
|
| R3 |
0.9123 |
0.9107 |
0.9066 |
|
| R2 |
0.9088 |
0.9088 |
0.9063 |
|
| R1 |
0.9072 |
0.9072 |
0.9060 |
0.9063 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9049 |
| S1 |
0.9038 |
0.9038 |
0.9053 |
0.9029 |
| S2 |
0.9019 |
0.9019 |
0.9050 |
|
| S3 |
0.8985 |
0.9003 |
0.9047 |
|
| S4 |
0.8950 |
0.8969 |
0.9038 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9323 |
0.9118 |
|
| R3 |
0.9252 |
0.9211 |
0.9087 |
|
| R2 |
0.9140 |
0.9140 |
0.9077 |
|
| R1 |
0.9098 |
0.9098 |
0.9067 |
0.9119 |
| PP |
0.9027 |
0.9027 |
0.9027 |
0.9037 |
| S1 |
0.8986 |
0.8986 |
0.9046 |
0.9006 |
| S2 |
0.8915 |
0.8915 |
0.9036 |
|
| S3 |
0.8802 |
0.8873 |
0.9026 |
|
| S4 |
0.8690 |
0.8761 |
0.8995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9070 |
0.8956 |
0.0114 |
1.3% |
0.0067 |
0.7% |
89% |
True |
False |
140,352 |
| 10 |
0.9070 |
0.8926 |
0.0144 |
1.6% |
0.0064 |
0.7% |
91% |
True |
False |
137,126 |
| 20 |
0.9082 |
0.8755 |
0.0328 |
3.6% |
0.0073 |
0.8% |
92% |
False |
False |
155,527 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
58% |
False |
False |
151,976 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0071 |
0.8% |
63% |
False |
False |
151,565 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
63% |
False |
False |
118,163 |
| 100 |
0.9271 |
0.8619 |
0.0653 |
7.2% |
0.0079 |
0.9% |
67% |
False |
False |
94,666 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0080 |
0.9% |
72% |
False |
False |
78,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9216 |
|
2.618 |
0.9160 |
|
1.618 |
0.9125 |
|
1.000 |
0.9104 |
|
0.618 |
0.9091 |
|
HIGH |
0.9070 |
|
0.618 |
0.9056 |
|
0.500 |
0.9052 |
|
0.382 |
0.9048 |
|
LOW |
0.9035 |
|
0.618 |
0.9014 |
|
1.000 |
0.9001 |
|
1.618 |
0.8979 |
|
2.618 |
0.8945 |
|
4.250 |
0.8888 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9055 |
0.9042 |
| PP |
0.9054 |
0.9027 |
| S1 |
0.9052 |
0.9013 |
|