CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9058 |
0.9099 |
0.0041 |
0.5% |
0.9060 |
| High |
0.9124 |
0.9108 |
-0.0016 |
-0.2% |
0.9169 |
| Low |
0.9057 |
0.9071 |
0.0014 |
0.2% |
0.9027 |
| Close |
0.9110 |
0.9096 |
-0.0014 |
-0.2% |
0.9079 |
| Range |
0.0067 |
0.0037 |
-0.0030 |
-45.2% |
0.0142 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
121,460 |
114,189 |
-7,271 |
-6.0% |
770,415 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9202 |
0.9186 |
0.9116 |
|
| R3 |
0.9165 |
0.9149 |
0.9106 |
|
| R2 |
0.9128 |
0.9128 |
0.9103 |
|
| R1 |
0.9112 |
0.9112 |
0.9099 |
0.9102 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9086 |
| S1 |
0.9075 |
0.9075 |
0.9093 |
0.9065 |
| S2 |
0.9054 |
0.9054 |
0.9089 |
|
| S3 |
0.9017 |
0.9038 |
0.9086 |
|
| S4 |
0.8980 |
0.9001 |
0.9076 |
|
|
| 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% |
0.0067 |
0.7% |
49% |
False |
False |
144,820 |
| 10 |
0.9169 |
0.8956 |
0.0213 |
2.3% |
0.0071 |
0.8% |
66% |
False |
False |
145,498 |
| 20 |
0.9169 |
0.8800 |
0.0369 |
4.1% |
0.0075 |
0.8% |
80% |
False |
False |
158,710 |
| 40 |
0.9255 |
0.8755 |
0.0500 |
5.5% |
0.0070 |
0.8% |
68% |
False |
False |
149,737 |
| 60 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
66% |
False |
False |
153,834 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0071 |
0.8% |
70% |
False |
False |
129,583 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0076 |
0.8% |
70% |
False |
False |
103,811 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0079 |
0.9% |
77% |
False |
False |
86,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9265 |
|
2.618 |
0.9204 |
|
1.618 |
0.9167 |
|
1.000 |
0.9145 |
|
0.618 |
0.9130 |
|
HIGH |
0.9108 |
|
0.618 |
0.9093 |
|
0.500 |
0.9089 |
|
0.382 |
0.9085 |
|
LOW |
0.9071 |
|
0.618 |
0.9048 |
|
1.000 |
0.9034 |
|
1.618 |
0.9011 |
|
2.618 |
0.8974 |
|
4.250 |
0.8913 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9094 |
0.9089 |
| PP |
0.9091 |
0.9082 |
| S1 |
0.9089 |
0.9075 |
|