CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8939 |
0.8934 |
-0.0005 |
-0.1% |
0.9062 |
| High |
0.8974 |
0.8974 |
0.0000 |
0.0% |
0.9064 |
| Low |
0.8926 |
0.8884 |
-0.0042 |
-0.5% |
0.8982 |
| Close |
0.8939 |
0.8953 |
0.0014 |
0.2% |
0.9022 |
| Range |
0.0047 |
0.0090 |
0.0042 |
90.4% |
0.0082 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.5% |
0.0000 |
| Volume |
174,957 |
202,744 |
27,787 |
15.9% |
522,127 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9168 |
0.9002 |
|
| R3 |
0.9116 |
0.9079 |
0.8977 |
|
| R2 |
0.9026 |
0.9026 |
0.8969 |
|
| R1 |
0.8989 |
0.8989 |
0.8961 |
0.9008 |
| PP |
0.8937 |
0.8937 |
0.8937 |
0.8946 |
| S1 |
0.8900 |
0.8900 |
0.8944 |
0.8918 |
| S2 |
0.8847 |
0.8847 |
0.8936 |
|
| S3 |
0.8758 |
0.8810 |
0.8928 |
|
| S4 |
0.8668 |
0.8721 |
0.8903 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9268 |
0.9227 |
0.9067 |
|
| R3 |
0.9186 |
0.9145 |
0.9044 |
|
| R2 |
0.9104 |
0.9104 |
0.9037 |
|
| R1 |
0.9063 |
0.9063 |
0.9029 |
0.9043 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9012 |
| S1 |
0.8981 |
0.8981 |
0.9014 |
0.8961 |
| S2 |
0.8940 |
0.8940 |
0.9006 |
|
| S3 |
0.8858 |
0.8899 |
0.8999 |
|
| S4 |
0.8776 |
0.8817 |
0.8976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9031 |
0.8884 |
0.0147 |
1.6% |
0.0060 |
0.7% |
47% |
False |
True |
150,423 |
| 10 |
0.9076 |
0.8884 |
0.0192 |
2.1% |
0.0057 |
0.6% |
36% |
False |
True |
134,970 |
| 20 |
0.9228 |
0.8884 |
0.0344 |
3.8% |
0.0071 |
0.8% |
20% |
False |
True |
85,562 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0071 |
0.8% |
37% |
False |
False |
43,312 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0070 |
0.8% |
31% |
False |
False |
28,964 |
| 80 |
0.9308 |
0.8736 |
0.0572 |
6.4% |
0.0068 |
0.8% |
38% |
False |
False |
21,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9354 |
|
2.618 |
0.9208 |
|
1.618 |
0.9118 |
|
1.000 |
0.9063 |
|
0.618 |
0.9029 |
|
HIGH |
0.8974 |
|
0.618 |
0.8939 |
|
0.500 |
0.8929 |
|
0.382 |
0.8918 |
|
LOW |
0.8884 |
|
0.618 |
0.8829 |
|
1.000 |
0.8795 |
|
1.618 |
0.8739 |
|
2.618 |
0.8650 |
|
4.250 |
0.8504 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8945 |
0.8950 |
| PP |
0.8937 |
0.8947 |
| S1 |
0.8929 |
0.8944 |
|