CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9007 |
0.9010 |
0.0003 |
0.0% |
0.9095 |
| High |
0.9038 |
0.9048 |
0.0010 |
0.1% |
0.9228 |
| Low |
0.8984 |
0.9006 |
0.0023 |
0.3% |
0.9012 |
| Close |
0.9018 |
0.9015 |
-0.0004 |
0.0% |
0.9059 |
| Range |
0.0055 |
0.0042 |
-0.0013 |
-23.9% |
0.0217 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
112,865 |
109,526 |
-3,339 |
-3.0% |
427,019 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9147 |
0.9122 |
0.9037 |
|
| R3 |
0.9106 |
0.9081 |
0.9026 |
|
| R2 |
0.9064 |
0.9064 |
0.9022 |
|
| R1 |
0.9039 |
0.9039 |
0.9018 |
0.9052 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9029 |
| S1 |
0.8998 |
0.8998 |
0.9011 |
0.9010 |
| S2 |
0.8981 |
0.8981 |
0.9007 |
|
| S3 |
0.8940 |
0.8956 |
0.9003 |
|
| S4 |
0.8898 |
0.8915 |
0.8992 |
|
|
| 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 |
0.9076 |
0.8982 |
0.0094 |
1.0% |
0.0053 |
0.6% |
35% |
False |
False |
119,517 |
| 10 |
0.9228 |
0.8982 |
0.0247 |
2.7% |
0.0072 |
0.8% |
13% |
False |
False |
90,649 |
| 20 |
0.9228 |
0.8977 |
0.0251 |
2.8% |
0.0071 |
0.8% |
15% |
False |
False |
48,485 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.8% |
0.0069 |
0.8% |
51% |
False |
False |
24,522 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0070 |
0.8% |
43% |
False |
False |
16,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9224 |
|
2.618 |
0.9156 |
|
1.618 |
0.9115 |
|
1.000 |
0.9089 |
|
0.618 |
0.9073 |
|
HIGH |
0.9048 |
|
0.618 |
0.9032 |
|
0.500 |
0.9027 |
|
0.382 |
0.9022 |
|
LOW |
0.9006 |
|
0.618 |
0.8980 |
|
1.000 |
0.8965 |
|
1.618 |
0.8939 |
|
2.618 |
0.8897 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9027 |
0.9015 |
| PP |
0.9023 |
0.9015 |
| S1 |
0.9019 |
0.9015 |
|