CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9021 |
0.9095 |
0.0075 |
0.8% |
0.9037 |
| High |
0.9105 |
0.9106 |
0.0001 |
0.0% |
0.9105 |
| Low |
0.8994 |
0.9073 |
0.0079 |
0.9% |
0.8994 |
| Close |
0.9094 |
0.9093 |
-0.0001 |
0.0% |
0.9094 |
| Range |
0.0112 |
0.0034 |
-0.0078 |
-70.0% |
0.0112 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
5,994 |
1,919 |
-4,075 |
-68.0% |
14,799 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9176 |
0.9111 |
|
| R3 |
0.9158 |
0.9142 |
0.9102 |
|
| R2 |
0.9124 |
0.9124 |
0.9099 |
|
| R1 |
0.9109 |
0.9109 |
0.9096 |
0.9100 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9086 |
| S1 |
0.9075 |
0.9075 |
0.9090 |
0.9066 |
| S2 |
0.9057 |
0.9057 |
0.9087 |
|
| S3 |
0.9024 |
0.9042 |
0.9084 |
|
| S4 |
0.8990 |
0.9008 |
0.9075 |
|
|
| 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 |
0.9106 |
0.8994 |
0.0113 |
1.2% |
0.0066 |
0.7% |
88% |
True |
False |
3,343 |
| 10 |
0.9106 |
0.8965 |
0.0142 |
1.6% |
0.0063 |
0.7% |
91% |
True |
False |
1,939 |
| 20 |
0.9118 |
0.8791 |
0.0327 |
3.6% |
0.0072 |
0.8% |
92% |
False |
False |
1,428 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
58% |
False |
False |
851 |
| 60 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0068 |
0.7% |
62% |
False |
False |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9248 |
|
2.618 |
0.9194 |
|
1.618 |
0.9160 |
|
1.000 |
0.9140 |
|
0.618 |
0.9127 |
|
HIGH |
0.9106 |
|
0.618 |
0.9093 |
|
0.500 |
0.9089 |
|
0.382 |
0.9085 |
|
LOW |
0.9073 |
|
0.618 |
0.9052 |
|
1.000 |
0.9039 |
|
1.618 |
0.9018 |
|
2.618 |
0.8985 |
|
4.250 |
0.8930 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9079 |
| PP |
0.9091 |
0.9064 |
| S1 |
0.9089 |
0.9050 |
|