CME Japanese Yen Future June 2017
Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.9099 |
0.9087 |
-0.0012 |
-0.1% |
0.9060 |
High |
0.9108 |
0.9192 |
0.0085 |
0.9% |
0.9169 |
Low |
0.9071 |
0.9064 |
-0.0007 |
-0.1% |
0.9027 |
Close |
0.9096 |
0.9129 |
0.0033 |
0.4% |
0.9079 |
Range |
0.0037 |
0.0128 |
0.0091 |
245.9% |
0.0142 |
ATR |
0.0072 |
0.0076 |
0.0004 |
5.6% |
0.0000 |
Volume |
114,189 |
306,691 |
192,502 |
168.6% |
770,415 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9512 |
0.9448 |
0.9199 |
|
R3 |
0.9384 |
0.9320 |
0.9164 |
|
R2 |
0.9256 |
0.9256 |
0.9152 |
|
R1 |
0.9192 |
0.9192 |
0.9140 |
0.9224 |
PP |
0.9128 |
0.9128 |
0.9128 |
0.9144 |
S1 |
0.9064 |
0.9064 |
0.9117 |
0.9096 |
S2 |
0.9000 |
0.9000 |
0.9105 |
|
S3 |
0.8872 |
0.8936 |
0.9093 |
|
S4 |
0.8744 |
0.8808 |
0.9058 |
|
|
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 |
0.9192 |
0.9027 |
0.0166 |
1.8% |
0.0080 |
0.9% |
62% |
True |
False |
175,761 |
10 |
0.9192 |
0.8956 |
0.0236 |
2.6% |
0.0078 |
0.9% |
73% |
True |
False |
162,063 |
20 |
0.9192 |
0.8851 |
0.0342 |
3.7% |
0.0079 |
0.9% |
81% |
True |
False |
166,501 |
40 |
0.9249 |
0.8755 |
0.0494 |
5.4% |
0.0072 |
0.8% |
76% |
False |
False |
153,463 |
60 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0073 |
0.8% |
72% |
False |
False |
157,640 |
80 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0072 |
0.8% |
75% |
False |
False |
133,405 |
100 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0076 |
0.8% |
75% |
False |
False |
106,875 |
120 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0079 |
0.9% |
82% |
False |
False |
89,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9736 |
2.618 |
0.9527 |
1.618 |
0.9399 |
1.000 |
0.9320 |
0.618 |
0.9271 |
HIGH |
0.9192 |
0.618 |
0.9143 |
0.500 |
0.9128 |
0.382 |
0.9113 |
LOW |
0.9064 |
0.618 |
0.8985 |
1.000 |
0.8936 |
1.618 |
0.8857 |
2.618 |
0.8729 |
4.250 |
0.8520 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9128 |
0.9127 |
PP |
0.9128 |
0.9126 |
S1 |
0.9128 |
0.9124 |
|