CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9087 |
0.9120 |
0.0033 |
0.4% |
0.9060 |
| High |
0.9192 |
0.9152 |
-0.0040 |
-0.4% |
0.9169 |
| Low |
0.9064 |
0.9012 |
-0.0053 |
-0.6% |
0.9027 |
| Close |
0.9129 |
0.9021 |
-0.0108 |
-1.2% |
0.9079 |
| Range |
0.0128 |
0.0141 |
0.0013 |
9.8% |
0.0142 |
| ATR |
0.0076 |
0.0081 |
0.0005 |
6.1% |
0.0000 |
| Volume |
306,691 |
205,721 |
-100,970 |
-32.9% |
770,415 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9483 |
0.9393 |
0.9098 |
|
| R3 |
0.9343 |
0.9252 |
0.9060 |
|
| R2 |
0.9202 |
0.9202 |
0.9047 |
|
| R1 |
0.9112 |
0.9112 |
0.9034 |
0.9087 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9049 |
| S1 |
0.8971 |
0.8971 |
0.9008 |
0.8946 |
| S2 |
0.8921 |
0.8921 |
0.8995 |
|
| S3 |
0.8781 |
0.8831 |
0.8982 |
|
| S4 |
0.8640 |
0.8690 |
0.8944 |
|
|
| 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 |
0.9012 |
0.0181 |
2.0% |
0.0091 |
1.0% |
5% |
False |
True |
184,311 |
| 10 |
0.9192 |
0.8956 |
0.0236 |
2.6% |
0.0086 |
1.0% |
28% |
False |
False |
169,392 |
| 20 |
0.9192 |
0.8926 |
0.0266 |
2.9% |
0.0076 |
0.8% |
36% |
False |
False |
163,946 |
| 40 |
0.9218 |
0.8755 |
0.0464 |
5.1% |
0.0073 |
0.8% |
57% |
False |
False |
155,688 |
| 60 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0074 |
0.8% |
52% |
False |
False |
157,831 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
57% |
False |
False |
135,968 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0076 |
0.8% |
57% |
False |
False |
108,928 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0080 |
0.9% |
68% |
False |
False |
90,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9749 |
|
2.618 |
0.9520 |
|
1.618 |
0.9379 |
|
1.000 |
0.9293 |
|
0.618 |
0.9239 |
|
HIGH |
0.9152 |
|
0.618 |
0.9098 |
|
0.500 |
0.9082 |
|
0.382 |
0.9065 |
|
LOW |
0.9012 |
|
0.618 |
0.8925 |
|
1.000 |
0.8871 |
|
1.618 |
0.8784 |
|
2.618 |
0.8644 |
|
4.250 |
0.8414 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9082 |
0.9102 |
| PP |
0.9062 |
0.9075 |
| S1 |
0.9041 |
0.9048 |
|