CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9102 |
0.9058 |
-0.0044 |
-0.5% |
0.9060 |
| High |
0.9109 |
0.9124 |
0.0015 |
0.2% |
0.9169 |
| Low |
0.9027 |
0.9057 |
0.0030 |
0.3% |
0.9027 |
| Close |
0.9079 |
0.9110 |
0.0031 |
0.3% |
0.9079 |
| Range |
0.0082 |
0.0067 |
-0.0015 |
-17.7% |
0.0142 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
173,494 |
121,460 |
-52,034 |
-30.0% |
770,415 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9299 |
0.9272 |
0.9147 |
|
| R3 |
0.9232 |
0.9205 |
0.9129 |
|
| R2 |
0.9164 |
0.9164 |
0.9122 |
|
| R1 |
0.9137 |
0.9137 |
0.9116 |
0.9151 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9104 |
| S1 |
0.9070 |
0.9070 |
0.9104 |
0.9083 |
| S2 |
0.9029 |
0.9029 |
0.9098 |
|
| S3 |
0.8962 |
0.9002 |
0.9091 |
|
| S4 |
0.8894 |
0.8935 |
0.9073 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9517 |
0.9440 |
0.9157 |
|
| R3 |
0.9375 |
0.9298 |
0.9118 |
|
| R2 |
0.9233 |
0.9233 |
0.9105 |
|
| R1 |
0.9156 |
0.9156 |
0.9092 |
0.9195 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9111 |
| S1 |
0.9014 |
0.9014 |
0.9066 |
0.9053 |
| S2 |
0.8949 |
0.8949 |
0.9053 |
|
| S3 |
0.8807 |
0.8872 |
0.9040 |
|
| S4 |
0.8665 |
0.8730 |
0.9001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9169 |
0.9027 |
0.0142 |
1.6% |
0.0081 |
0.9% |
59% |
False |
False |
160,762 |
| 10 |
0.9169 |
0.8956 |
0.0213 |
2.3% |
0.0074 |
0.8% |
72% |
False |
False |
150,557 |
| 20 |
0.9169 |
0.8794 |
0.0375 |
4.1% |
0.0076 |
0.8% |
84% |
False |
False |
158,972 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
69% |
False |
False |
149,768 |
| 60 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0072 |
0.8% |
69% |
False |
False |
153,662 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0072 |
0.8% |
72% |
False |
False |
128,165 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0076 |
0.8% |
72% |
False |
False |
102,672 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0079 |
0.9% |
79% |
False |
False |
85,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9411 |
|
2.618 |
0.9301 |
|
1.618 |
0.9233 |
|
1.000 |
0.9191 |
|
0.618 |
0.9166 |
|
HIGH |
0.9124 |
|
0.618 |
0.9098 |
|
0.500 |
0.9090 |
|
0.382 |
0.9082 |
|
LOW |
0.9057 |
|
0.618 |
0.9015 |
|
1.000 |
0.8989 |
|
1.618 |
0.8947 |
|
2.618 |
0.8880 |
|
4.250 |
0.8770 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9103 |
0.9102 |
| PP |
0.9097 |
0.9094 |
| S1 |
0.9090 |
0.9086 |
|