CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8861 |
0.8863 |
0.0003 |
0.0% |
0.8939 |
| High |
0.8885 |
0.8868 |
-0.0018 |
-0.2% |
0.8942 |
| Low |
0.8840 |
0.8784 |
-0.0056 |
-0.6% |
0.8784 |
| Close |
0.8856 |
0.8799 |
-0.0057 |
-0.6% |
0.8799 |
| Range |
0.0045 |
0.0084 |
0.0039 |
85.6% |
0.0158 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
141,162 |
182,679 |
41,517 |
29.4% |
654,151 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9067 |
0.9017 |
0.8845 |
|
| R3 |
0.8984 |
0.8933 |
0.8822 |
|
| R2 |
0.8900 |
0.8900 |
0.8814 |
|
| R1 |
0.8850 |
0.8850 |
0.8807 |
0.8833 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8809 |
| S1 |
0.8766 |
0.8766 |
0.8791 |
0.8750 |
| S2 |
0.8733 |
0.8733 |
0.8784 |
|
| S3 |
0.8650 |
0.8683 |
0.8776 |
|
| S4 |
0.8566 |
0.8599 |
0.8753 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9214 |
0.8886 |
|
| R3 |
0.9157 |
0.9057 |
0.8842 |
|
| R2 |
0.8999 |
0.8999 |
0.8828 |
|
| R1 |
0.8899 |
0.8899 |
0.8813 |
0.8870 |
| PP |
0.8842 |
0.8842 |
0.8842 |
0.8827 |
| S1 |
0.8742 |
0.8742 |
0.8785 |
0.8713 |
| S2 |
0.8684 |
0.8684 |
0.8770 |
|
| S3 |
0.8527 |
0.8584 |
0.8756 |
|
| S4 |
0.8369 |
0.8427 |
0.8712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8979 |
0.8784 |
0.0195 |
2.2% |
0.0075 |
0.9% |
8% |
False |
True |
163,408 |
| 10 |
0.9031 |
0.8784 |
0.0247 |
2.8% |
0.0067 |
0.8% |
6% |
False |
True |
156,915 |
| 20 |
0.9228 |
0.8784 |
0.0444 |
5.0% |
0.0070 |
0.8% |
3% |
False |
True |
123,782 |
| 40 |
0.9228 |
0.8784 |
0.0444 |
5.0% |
0.0072 |
0.8% |
3% |
False |
True |
63,709 |
| 60 |
0.9308 |
0.8784 |
0.0524 |
6.0% |
0.0069 |
0.8% |
3% |
False |
True |
42,556 |
| 80 |
0.9308 |
0.8784 |
0.0524 |
6.0% |
0.0070 |
0.8% |
3% |
False |
True |
31,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9222 |
|
2.618 |
0.9086 |
|
1.618 |
0.9003 |
|
1.000 |
0.8951 |
|
0.618 |
0.8919 |
|
HIGH |
0.8868 |
|
0.618 |
0.8836 |
|
0.500 |
0.8826 |
|
0.382 |
0.8816 |
|
LOW |
0.8784 |
|
0.618 |
0.8732 |
|
1.000 |
0.8701 |
|
1.618 |
0.8649 |
|
2.618 |
0.8565 |
|
4.250 |
0.8429 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8826 |
0.8841 |
| PP |
0.8817 |
0.8827 |
| S1 |
0.8808 |
0.8813 |
|