CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8986 |
0.9037 |
0.0052 |
0.6% |
0.9038 |
| High |
0.9064 |
0.9081 |
0.0017 |
0.2% |
0.9066 |
| Low |
0.8985 |
0.9017 |
0.0033 |
0.4% |
0.8965 |
| Close |
0.9026 |
0.9070 |
0.0044 |
0.5% |
0.9026 |
| Range |
0.0079 |
0.0064 |
-0.0016 |
-19.6% |
0.0101 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
898 |
1,525 |
627 |
69.8% |
2,674 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9221 |
0.9104 |
|
| R3 |
0.9183 |
0.9158 |
0.9087 |
|
| R2 |
0.9119 |
0.9119 |
0.9081 |
|
| R1 |
0.9094 |
0.9094 |
0.9075 |
0.9107 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9062 |
| S1 |
0.9031 |
0.9031 |
0.9064 |
0.9043 |
| S2 |
0.8992 |
0.8992 |
0.9058 |
|
| S3 |
0.8929 |
0.8967 |
0.9052 |
|
| S4 |
0.8865 |
0.8904 |
0.9035 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9322 |
0.9275 |
0.9081 |
|
| R3 |
0.9221 |
0.9174 |
0.9053 |
|
| R2 |
0.9120 |
0.9120 |
0.9044 |
|
| R1 |
0.9073 |
0.9073 |
0.9035 |
0.9046 |
| PP |
0.9019 |
0.9019 |
0.9019 |
0.9005 |
| S1 |
0.8972 |
0.8972 |
0.9016 |
0.8945 |
| S2 |
0.8918 |
0.8918 |
0.9007 |
|
| S3 |
0.8817 |
0.8871 |
0.8998 |
|
| S4 |
0.8716 |
0.8770 |
0.8970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9081 |
0.8965 |
0.0116 |
1.3% |
0.0061 |
0.7% |
91% |
True |
False |
822 |
| 10 |
0.9118 |
0.8838 |
0.0281 |
3.1% |
0.0078 |
0.9% |
83% |
False |
False |
690 |
| 20 |
0.9118 |
0.8791 |
0.0327 |
3.6% |
0.0069 |
0.8% |
85% |
False |
False |
707 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0068 |
0.8% |
54% |
False |
False |
491 |
| 60 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0066 |
0.7% |
58% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9350 |
|
2.618 |
0.9247 |
|
1.618 |
0.9183 |
|
1.000 |
0.9144 |
|
0.618 |
0.9120 |
|
HIGH |
0.9081 |
|
0.618 |
0.9056 |
|
0.500 |
0.9049 |
|
0.382 |
0.9041 |
|
LOW |
0.9017 |
|
0.618 |
0.8978 |
|
1.000 |
0.8954 |
|
1.618 |
0.8914 |
|
2.618 |
0.8851 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9056 |
| PP |
0.9056 |
0.9042 |
| S1 |
0.9049 |
0.9029 |
|