CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.9064 |
0.9021 |
-0.0044 |
-0.5% |
0.9037 |
High |
0.9075 |
0.9105 |
0.0030 |
0.3% |
0.9105 |
Low |
0.9013 |
0.8994 |
-0.0019 |
-0.2% |
0.8994 |
Close |
0.9027 |
0.9094 |
0.0067 |
0.7% |
0.9094 |
Range |
0.0063 |
0.0112 |
0.0049 |
78.4% |
0.0112 |
ATR |
0.0070 |
0.0073 |
0.0003 |
4.3% |
0.0000 |
Volume |
3,612 |
5,994 |
2,382 |
65.9% |
14,799 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9399 |
0.9358 |
0.9155 |
|
R3 |
0.9287 |
0.9246 |
0.9124 |
|
R2 |
0.9176 |
0.9176 |
0.9114 |
|
R1 |
0.9135 |
0.9135 |
0.9104 |
0.9155 |
PP |
0.9064 |
0.9064 |
0.9064 |
0.9074 |
S1 |
0.9023 |
0.9023 |
0.9083 |
0.9044 |
S2 |
0.8953 |
0.8953 |
0.9073 |
|
S3 |
0.8841 |
0.8912 |
0.9063 |
|
S4 |
0.8730 |
0.8800 |
0.9032 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9399 |
0.9358 |
0.9155 |
|
R3 |
0.9287 |
0.9246 |
0.9124 |
|
R2 |
0.9176 |
0.9176 |
0.9114 |
|
R1 |
0.9135 |
0.9135 |
0.9104 |
0.9155 |
PP |
0.9064 |
0.9064 |
0.9064 |
0.9074 |
S1 |
0.9023 |
0.9023 |
0.9083 |
0.9044 |
S2 |
0.8953 |
0.8953 |
0.9073 |
|
S3 |
0.8841 |
0.8912 |
0.9063 |
|
S4 |
0.8730 |
0.8800 |
0.9032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9105 |
0.8985 |
0.0121 |
1.3% |
0.0075 |
0.8% |
90% |
True |
False |
3,139 |
10 |
0.9105 |
0.8965 |
0.0141 |
1.5% |
0.0065 |
0.7% |
92% |
True |
False |
1,759 |
20 |
0.9118 |
0.8791 |
0.0327 |
3.6% |
0.0073 |
0.8% |
93% |
False |
False |
1,345 |
40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0070 |
0.8% |
59% |
False |
False |
811 |
60 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0068 |
0.7% |
63% |
False |
False |
578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9579 |
2.618 |
0.9397 |
1.618 |
0.9285 |
1.000 |
0.9217 |
0.618 |
0.9174 |
HIGH |
0.9105 |
0.618 |
0.9062 |
0.500 |
0.9049 |
0.382 |
0.9036 |
LOW |
0.8994 |
0.618 |
0.8925 |
1.000 |
0.8882 |
1.618 |
0.8813 |
2.618 |
0.8702 |
4.250 |
0.8520 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9079 |
0.9079 |
PP |
0.9064 |
0.9064 |
S1 |
0.9049 |
0.9049 |
|