CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9065 |
0.9064 |
-0.0001 |
0.0% |
0.9038 |
| High |
0.9095 |
0.9075 |
-0.0020 |
-0.2% |
0.9066 |
| Low |
0.9036 |
0.9013 |
-0.0023 |
-0.3% |
0.8965 |
| Close |
0.9090 |
0.9027 |
-0.0064 |
-0.7% |
0.9026 |
| Range |
0.0059 |
0.0063 |
0.0004 |
5.9% |
0.0101 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.8% |
0.0000 |
| Volume |
3,668 |
3,612 |
-56 |
-1.5% |
2,674 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9189 |
0.9061 |
|
| R3 |
0.9163 |
0.9126 |
0.9044 |
|
| R2 |
0.9101 |
0.9101 |
0.9038 |
|
| R1 |
0.9064 |
0.9064 |
0.9032 |
0.9051 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9032 |
| S1 |
0.9001 |
0.9001 |
0.9021 |
0.8988 |
| S2 |
0.8976 |
0.8976 |
0.9015 |
|
| S3 |
0.8913 |
0.8939 |
0.9009 |
|
| S4 |
0.8851 |
0.8876 |
0.8992 |
|
|
| 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 |
0.8977 |
0.0118 |
1.3% |
0.0060 |
0.7% |
42% |
False |
False |
2,115 |
| 10 |
0.9118 |
0.8965 |
0.0154 |
1.7% |
0.0066 |
0.7% |
40% |
False |
False |
1,254 |
| 20 |
0.9118 |
0.8791 |
0.0327 |
3.6% |
0.0070 |
0.8% |
72% |
False |
False |
1,061 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
46% |
False |
False |
665 |
| 60 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0067 |
0.7% |
51% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9341 |
|
2.618 |
0.9239 |
|
1.618 |
0.9176 |
|
1.000 |
0.9138 |
|
0.618 |
0.9114 |
|
HIGH |
0.9075 |
|
0.618 |
0.9051 |
|
0.500 |
0.9044 |
|
0.382 |
0.9036 |
|
LOW |
0.9013 |
|
0.618 |
0.8974 |
|
1.000 |
0.8950 |
|
1.618 |
0.8911 |
|
2.618 |
0.8849 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9044 |
0.9054 |
| PP |
0.9038 |
0.9045 |
| S1 |
0.9032 |
0.9036 |
|