CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8934 |
0.8945 |
0.0011 |
0.1% |
0.9020 |
| High |
0.8974 |
0.8979 |
0.0006 |
0.1% |
0.9027 |
| Low |
0.8884 |
0.8908 |
0.0024 |
0.3% |
0.8884 |
| Close |
0.8953 |
0.8910 |
-0.0043 |
-0.5% |
0.8910 |
| Range |
0.0090 |
0.0071 |
-0.0019 |
-20.7% |
0.0143 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.3% |
0.0000 |
| Volume |
202,744 |
162,891 |
-39,853 |
-19.7% |
837,924 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9145 |
0.9099 |
0.8949 |
|
| R3 |
0.9074 |
0.9028 |
0.8930 |
|
| R2 |
0.9003 |
0.9003 |
0.8923 |
|
| R1 |
0.8957 |
0.8957 |
0.8917 |
0.8945 |
| PP |
0.8932 |
0.8932 |
0.8932 |
0.8926 |
| S1 |
0.8886 |
0.8886 |
0.8903 |
0.8874 |
| S2 |
0.8861 |
0.8861 |
0.8897 |
|
| S3 |
0.8790 |
0.8815 |
0.8890 |
|
| S4 |
0.8719 |
0.8744 |
0.8871 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9281 |
0.8988 |
|
| R3 |
0.9225 |
0.9139 |
0.8949 |
|
| R2 |
0.9083 |
0.9083 |
0.8936 |
|
| R1 |
0.8996 |
0.8996 |
0.8923 |
0.8968 |
| PP |
0.8940 |
0.8940 |
0.8940 |
0.8926 |
| S1 |
0.8854 |
0.8854 |
0.8897 |
0.8826 |
| S2 |
0.8798 |
0.8798 |
0.8884 |
|
| S3 |
0.8655 |
0.8711 |
0.8871 |
|
| S4 |
0.8513 |
0.8569 |
0.8832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9027 |
0.8884 |
0.0143 |
1.6% |
0.0070 |
0.8% |
18% |
False |
False |
167,584 |
| 10 |
0.9064 |
0.8884 |
0.0180 |
2.0% |
0.0057 |
0.6% |
14% |
False |
False |
136,005 |
| 20 |
0.9228 |
0.8884 |
0.0344 |
3.9% |
0.0069 |
0.8% |
8% |
False |
False |
93,407 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0071 |
0.8% |
27% |
False |
False |
47,376 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0070 |
0.8% |
23% |
False |
False |
31,676 |
| 80 |
0.9308 |
0.8736 |
0.0572 |
6.4% |
0.0068 |
0.8% |
30% |
False |
False |
23,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9165 |
|
1.618 |
0.9094 |
|
1.000 |
0.9050 |
|
0.618 |
0.9023 |
|
HIGH |
0.8979 |
|
0.618 |
0.8952 |
|
0.500 |
0.8944 |
|
0.382 |
0.8935 |
|
LOW |
0.8908 |
|
0.618 |
0.8864 |
|
1.000 |
0.8837 |
|
1.618 |
0.8793 |
|
2.618 |
0.8722 |
|
4.250 |
0.8606 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8944 |
0.8932 |
| PP |
0.8932 |
0.8924 |
| S1 |
0.8921 |
0.8917 |
|