CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9054 |
0.9149 |
0.0096 |
1.1% |
0.8994 |
| High |
0.9160 |
0.9169 |
0.0009 |
0.1% |
0.9069 |
| Low |
0.9052 |
0.9104 |
0.0052 |
0.6% |
0.8956 |
| Close |
0.9133 |
0.9108 |
-0.0025 |
-0.3% |
0.9057 |
| Range |
0.0108 |
0.0065 |
-0.0043 |
-40.0% |
0.0113 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
193,898 |
151,987 |
-41,911 |
-21.6% |
613,699 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9320 |
0.9279 |
0.9143 |
|
| R3 |
0.9256 |
0.9214 |
0.9126 |
|
| R2 |
0.9191 |
0.9191 |
0.9120 |
|
| R1 |
0.9150 |
0.9150 |
0.9114 |
0.9138 |
| PP |
0.9127 |
0.9127 |
0.9127 |
0.9121 |
| S1 |
0.9085 |
0.9085 |
0.9102 |
0.9074 |
| S2 |
0.9062 |
0.9062 |
0.9096 |
|
| S3 |
0.8998 |
0.9021 |
0.9090 |
|
| S4 |
0.8933 |
0.8956 |
0.9073 |
|
|
| 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 |
0.9169 |
0.8956 |
0.0213 |
2.3% |
0.0076 |
0.8% |
72% |
True |
False |
148,366 |
| 10 |
0.9169 |
0.8926 |
0.0243 |
2.7% |
0.0067 |
0.7% |
75% |
True |
False |
143,355 |
| 20 |
0.9169 |
0.8755 |
0.0414 |
4.5% |
0.0074 |
0.8% |
85% |
True |
False |
158,107 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
68% |
False |
False |
151,401 |
| 60 |
0.9271 |
0.8718 |
0.0554 |
6.1% |
0.0072 |
0.8% |
71% |
False |
False |
152,879 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0072 |
0.8% |
72% |
False |
False |
122,462 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0078 |
0.9% |
72% |
False |
False |
98,109 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0080 |
0.9% |
79% |
False |
False |
81,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9443 |
|
2.618 |
0.9337 |
|
1.618 |
0.9273 |
|
1.000 |
0.9233 |
|
0.618 |
0.9208 |
|
HIGH |
0.9169 |
|
0.618 |
0.9144 |
|
0.500 |
0.9136 |
|
0.382 |
0.9129 |
|
LOW |
0.9104 |
|
0.618 |
0.9064 |
|
1.000 |
0.9040 |
|
1.618 |
0.9000 |
|
2.618 |
0.8935 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9136 |
0.9106 |
| PP |
0.9127 |
0.9104 |
| S1 |
0.9117 |
0.9102 |
|