CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9019 |
0.9022 |
0.0003 |
0.0% |
0.9058 |
| High |
0.9039 |
0.9026 |
-0.0013 |
-0.1% |
0.9192 |
| Low |
0.8961 |
0.8978 |
0.0017 |
0.2% |
0.8961 |
| Close |
0.9023 |
0.8983 |
-0.0040 |
-0.4% |
0.9023 |
| Range |
0.0079 |
0.0049 |
-0.0030 |
-38.2% |
0.0232 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
39,328 |
4,361 |
-34,967 |
-88.9% |
787,389 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9141 |
0.9110 |
0.9009 |
|
| R3 |
0.9092 |
0.9062 |
0.8996 |
|
| R2 |
0.9044 |
0.9044 |
0.8991 |
|
| R1 |
0.9013 |
0.9013 |
0.8987 |
0.9004 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.8991 |
| S1 |
0.8965 |
0.8965 |
0.8978 |
0.8956 |
| S2 |
0.8947 |
0.8947 |
0.8974 |
|
| S3 |
0.8898 |
0.8916 |
0.8969 |
|
| S4 |
0.8850 |
0.8868 |
0.8956 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9753 |
0.9619 |
0.9150 |
|
| R3 |
0.9521 |
0.9388 |
0.9086 |
|
| R2 |
0.9290 |
0.9290 |
0.9065 |
|
| R1 |
0.9156 |
0.9156 |
0.9044 |
0.9107 |
| PP |
0.9058 |
0.9058 |
0.9058 |
0.9034 |
| S1 |
0.8925 |
0.8925 |
0.9001 |
0.8876 |
| S2 |
0.8827 |
0.8827 |
0.8980 |
|
| S3 |
0.8595 |
0.8693 |
0.8959 |
|
| S4 |
0.8364 |
0.8462 |
0.8895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9192 |
0.8961 |
0.0232 |
2.6% |
0.0087 |
1.0% |
10% |
False |
False |
134,058 |
| 10 |
0.9192 |
0.8961 |
0.0232 |
2.6% |
0.0084 |
0.9% |
10% |
False |
False |
147,410 |
| 20 |
0.9192 |
0.8926 |
0.0266 |
3.0% |
0.0074 |
0.8% |
21% |
False |
False |
142,268 |
| 40 |
0.9192 |
0.8755 |
0.0438 |
4.9% |
0.0074 |
0.8% |
52% |
False |
False |
150,294 |
| 60 |
0.9271 |
0.8755 |
0.0517 |
5.8% |
0.0073 |
0.8% |
44% |
False |
False |
150,985 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0072 |
0.8% |
50% |
False |
False |
136,482 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0076 |
0.8% |
50% |
False |
False |
109,358 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0081 |
0.9% |
63% |
False |
False |
91,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9153 |
|
1.618 |
0.9104 |
|
1.000 |
0.9075 |
|
0.618 |
0.9056 |
|
HIGH |
0.9026 |
|
0.618 |
0.9007 |
|
0.500 |
0.9002 |
|
0.382 |
0.8996 |
|
LOW |
0.8978 |
|
0.618 |
0.8948 |
|
1.000 |
0.8929 |
|
1.618 |
0.8899 |
|
2.618 |
0.8851 |
|
4.250 |
0.8771 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.9056 |
| PP |
0.8995 |
0.9032 |
| S1 |
0.8989 |
0.9007 |
|