CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8945 |
0.8939 |
-0.0007 |
-0.1% |
0.9020 |
| High |
0.8979 |
0.8942 |
-0.0038 |
-0.4% |
0.9027 |
| Low |
0.8908 |
0.8841 |
-0.0068 |
-0.8% |
0.8884 |
| Close |
0.8910 |
0.8845 |
-0.0065 |
-0.7% |
0.8910 |
| Range |
0.0071 |
0.0101 |
0.0030 |
42.3% |
0.0143 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.4% |
0.0000 |
| Volume |
162,891 |
124,091 |
-38,800 |
-23.8% |
837,924 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9179 |
0.9113 |
0.8901 |
|
| R3 |
0.9078 |
0.9012 |
0.8873 |
|
| R2 |
0.8977 |
0.8977 |
0.8864 |
|
| R1 |
0.8911 |
0.8911 |
0.8854 |
0.8893 |
| PP |
0.8876 |
0.8876 |
0.8876 |
0.8867 |
| S1 |
0.8810 |
0.8810 |
0.8836 |
0.8792 |
| S2 |
0.8775 |
0.8775 |
0.8826 |
|
| S3 |
0.8674 |
0.8709 |
0.8817 |
|
| S4 |
0.8573 |
0.8608 |
0.8789 |
|
|
| 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 |
0.9005 |
0.8841 |
0.0164 |
1.9% |
0.0078 |
0.9% |
3% |
False |
True |
167,610 |
| 10 |
0.9048 |
0.8841 |
0.0207 |
2.3% |
0.0061 |
0.7% |
2% |
False |
True |
138,261 |
| 20 |
0.9228 |
0.8841 |
0.0388 |
4.4% |
0.0072 |
0.8% |
1% |
False |
True |
99,516 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0072 |
0.8% |
12% |
False |
False |
50,472 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0070 |
0.8% |
10% |
False |
False |
33,739 |
| 80 |
0.9308 |
0.8736 |
0.0572 |
6.5% |
0.0069 |
0.8% |
19% |
False |
False |
25,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9371 |
|
2.618 |
0.9206 |
|
1.618 |
0.9105 |
|
1.000 |
0.9043 |
|
0.618 |
0.9004 |
|
HIGH |
0.8942 |
|
0.618 |
0.8903 |
|
0.500 |
0.8891 |
|
0.382 |
0.8879 |
|
LOW |
0.8841 |
|
0.618 |
0.8778 |
|
1.000 |
0.8740 |
|
1.618 |
0.8677 |
|
2.618 |
0.8576 |
|
4.250 |
0.8411 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8891 |
0.8910 |
| PP |
0.8876 |
0.8888 |
| S1 |
0.8860 |
0.8867 |
|