CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9007 |
0.0007 |
0.1% |
0.9095 |
| High |
0.9020 |
0.9038 |
0.0019 |
0.2% |
0.9228 |
| Low |
0.8982 |
0.8984 |
0.0002 |
0.0% |
0.9012 |
| Close |
0.9013 |
0.9018 |
0.0006 |
0.1% |
0.9059 |
| Range |
0.0038 |
0.0055 |
0.0017 |
43.4% |
0.0217 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
121,130 |
112,865 |
-8,265 |
-6.8% |
427,019 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9177 |
0.9152 |
0.9048 |
|
| R3 |
0.9122 |
0.9097 |
0.9033 |
|
| R2 |
0.9068 |
0.9068 |
0.9028 |
|
| R1 |
0.9043 |
0.9043 |
0.9023 |
0.9055 |
| PP |
0.9013 |
0.9013 |
0.9013 |
0.9019 |
| S1 |
0.8988 |
0.8988 |
0.9013 |
0.9001 |
| S2 |
0.8959 |
0.8959 |
0.9008 |
|
| S3 |
0.8904 |
0.8934 |
0.9003 |
|
| S4 |
0.8850 |
0.8879 |
0.8988 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9749 |
0.9621 |
0.9178 |
|
| R3 |
0.9533 |
0.9404 |
0.9119 |
|
| R2 |
0.9316 |
0.9316 |
0.9099 |
|
| R1 |
0.9188 |
0.9188 |
0.9079 |
0.9144 |
| PP |
0.9100 |
0.9100 |
0.9100 |
0.9078 |
| S1 |
0.8971 |
0.8971 |
0.9039 |
0.8927 |
| S2 |
0.8883 |
0.8883 |
0.9019 |
|
| S3 |
0.8667 |
0.8755 |
0.8999 |
|
| S4 |
0.8450 |
0.8538 |
0.8940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9189 |
0.8982 |
0.0208 |
2.3% |
0.0073 |
0.8% |
18% |
False |
False |
116,034 |
| 10 |
0.9228 |
0.8982 |
0.0247 |
2.7% |
0.0076 |
0.8% |
15% |
False |
False |
80,683 |
| 20 |
0.9228 |
0.8965 |
0.0264 |
2.9% |
0.0071 |
0.8% |
20% |
False |
False |
43,036 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.8% |
0.0070 |
0.8% |
52% |
False |
False |
21,791 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0070 |
0.8% |
44% |
False |
False |
14,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9270 |
|
2.618 |
0.9181 |
|
1.618 |
0.9126 |
|
1.000 |
0.9093 |
|
0.618 |
0.9072 |
|
HIGH |
0.9038 |
|
0.618 |
0.9017 |
|
0.500 |
0.9011 |
|
0.382 |
0.9004 |
|
LOW |
0.8984 |
|
0.618 |
0.8950 |
|
1.000 |
0.8929 |
|
1.618 |
0.8895 |
|
2.618 |
0.8841 |
|
4.250 |
0.8752 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9016 |
0.9023 |
| PP |
0.9013 |
0.9021 |
| S1 |
0.9011 |
0.9020 |
|