CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8939 |
0.8847 |
-0.0092 |
-1.0% |
0.9020 |
| High |
0.8942 |
0.8898 |
-0.0044 |
-0.5% |
0.9027 |
| Low |
0.8841 |
0.8824 |
-0.0017 |
-0.2% |
0.8884 |
| Close |
0.8845 |
0.8850 |
0.0005 |
0.1% |
0.8910 |
| Range |
0.0101 |
0.0074 |
-0.0027 |
-26.7% |
0.0143 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.3% |
0.0000 |
| Volume |
124,091 |
206,219 |
82,128 |
66.2% |
837,924 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9079 |
0.9039 |
0.8891 |
|
| R3 |
0.9005 |
0.8965 |
0.8870 |
|
| R2 |
0.8931 |
0.8931 |
0.8864 |
|
| R1 |
0.8891 |
0.8891 |
0.8857 |
0.8911 |
| PP |
0.8857 |
0.8857 |
0.8857 |
0.8867 |
| S1 |
0.8817 |
0.8817 |
0.8843 |
0.8837 |
| S2 |
0.8783 |
0.8783 |
0.8836 |
|
| S3 |
0.8709 |
0.8743 |
0.8830 |
|
| S4 |
0.8635 |
0.8669 |
0.8809 |
|
|
| 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 |
0.8979 |
0.8824 |
0.0156 |
1.8% |
0.0077 |
0.9% |
17% |
False |
True |
174,180 |
| 10 |
0.9048 |
0.8824 |
0.0224 |
2.5% |
0.0064 |
0.7% |
12% |
False |
True |
146,770 |
| 20 |
0.9228 |
0.8824 |
0.0405 |
4.6% |
0.0071 |
0.8% |
7% |
False |
True |
108,480 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0072 |
0.8% |
14% |
False |
False |
55,624 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0070 |
0.8% |
11% |
False |
False |
37,165 |
| 80 |
0.9308 |
0.8762 |
0.0546 |
6.2% |
0.0069 |
0.8% |
16% |
False |
False |
27,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9212 |
|
2.618 |
0.9091 |
|
1.618 |
0.9017 |
|
1.000 |
0.8972 |
|
0.618 |
0.8943 |
|
HIGH |
0.8898 |
|
0.618 |
0.8869 |
|
0.500 |
0.8861 |
|
0.382 |
0.8852 |
|
LOW |
0.8824 |
|
0.618 |
0.8778 |
|
1.000 |
0.8750 |
|
1.618 |
0.8704 |
|
2.618 |
0.8630 |
|
4.250 |
0.8509 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8861 |
0.8901 |
| PP |
0.8857 |
0.8884 |
| S1 |
0.8854 |
0.8867 |
|