CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9037 |
0.9065 |
0.0028 |
0.3% |
0.9038 |
| High |
0.9081 |
0.9095 |
0.0014 |
0.2% |
0.9066 |
| Low |
0.9017 |
0.9036 |
0.0019 |
0.2% |
0.8965 |
| Close |
0.9070 |
0.9090 |
0.0021 |
0.2% |
0.9026 |
| Range |
0.0064 |
0.0059 |
-0.0005 |
-7.1% |
0.0101 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,525 |
3,668 |
2,143 |
140.5% |
2,674 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9250 |
0.9229 |
0.9122 |
|
| R3 |
0.9191 |
0.9170 |
0.9106 |
|
| R2 |
0.9132 |
0.9132 |
0.9101 |
|
| R1 |
0.9111 |
0.9111 |
0.9095 |
0.9122 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9079 |
| S1 |
0.9052 |
0.9052 |
0.9085 |
0.9063 |
| S2 |
0.9014 |
0.9014 |
0.9079 |
|
| S3 |
0.8955 |
0.8993 |
0.9074 |
|
| S4 |
0.8896 |
0.8934 |
0.9058 |
|
|
| 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 |
0.9095 |
0.8965 |
0.0130 |
1.4% |
0.0057 |
0.6% |
97% |
True |
False |
1,498 |
| 10 |
0.9118 |
0.8889 |
0.0229 |
2.5% |
0.0078 |
0.9% |
88% |
False |
False |
1,010 |
| 20 |
0.9118 |
0.8791 |
0.0327 |
3.6% |
0.0070 |
0.8% |
91% |
False |
False |
887 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0068 |
0.8% |
58% |
False |
False |
580 |
| 60 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0067 |
0.7% |
62% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9345 |
|
2.618 |
0.9249 |
|
1.618 |
0.9190 |
|
1.000 |
0.9154 |
|
0.618 |
0.9131 |
|
HIGH |
0.9095 |
|
0.618 |
0.9072 |
|
0.500 |
0.9065 |
|
0.382 |
0.9058 |
|
LOW |
0.9036 |
|
0.618 |
0.8999 |
|
1.000 |
0.8977 |
|
1.618 |
0.8940 |
|
2.618 |
0.8881 |
|
4.250 |
0.8785 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9082 |
0.9073 |
| PP |
0.9073 |
0.9056 |
| S1 |
0.9065 |
0.9040 |
|