CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.8863 |
0.8794 |
-0.0070 |
-0.8% |
0.8939 |
High |
0.8868 |
0.8805 |
-0.0063 |
-0.7% |
0.8942 |
Low |
0.8784 |
0.8775 |
-0.0010 |
-0.1% |
0.8784 |
Close |
0.8799 |
0.8795 |
-0.0005 |
-0.1% |
0.8799 |
Range |
0.0084 |
0.0030 |
-0.0054 |
-64.1% |
0.0158 |
ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
182,679 |
101,149 |
-81,530 |
-44.6% |
654,151 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8881 |
0.8868 |
0.8811 |
|
R3 |
0.8851 |
0.8838 |
0.8803 |
|
R2 |
0.8821 |
0.8821 |
0.8800 |
|
R1 |
0.8808 |
0.8808 |
0.8797 |
0.8815 |
PP |
0.8791 |
0.8791 |
0.8791 |
0.8795 |
S1 |
0.8778 |
0.8778 |
0.8792 |
0.8785 |
S2 |
0.8761 |
0.8761 |
0.8789 |
|
S3 |
0.8731 |
0.8748 |
0.8786 |
|
S4 |
0.8701 |
0.8718 |
0.8778 |
|
|
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 |
0.8942 |
0.8775 |
0.0167 |
1.9% |
0.0067 |
0.8% |
12% |
False |
True |
151,060 |
10 |
0.9027 |
0.8775 |
0.0252 |
2.9% |
0.0068 |
0.8% |
8% |
False |
True |
159,322 |
20 |
0.9228 |
0.8775 |
0.0454 |
5.2% |
0.0067 |
0.8% |
4% |
False |
True |
127,118 |
40 |
0.9228 |
0.8775 |
0.0454 |
5.2% |
0.0071 |
0.8% |
4% |
False |
True |
66,213 |
60 |
0.9308 |
0.8775 |
0.0534 |
6.1% |
0.0069 |
0.8% |
4% |
False |
True |
44,236 |
80 |
0.9308 |
0.8775 |
0.0534 |
6.1% |
0.0069 |
0.8% |
4% |
False |
True |
33,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8932 |
2.618 |
0.8883 |
1.618 |
0.8853 |
1.000 |
0.8835 |
0.618 |
0.8823 |
HIGH |
0.8805 |
0.618 |
0.8793 |
0.500 |
0.8790 |
0.382 |
0.8786 |
LOW |
0.8775 |
0.618 |
0.8756 |
1.000 |
0.8745 |
1.618 |
0.8726 |
2.618 |
0.8696 |
4.250 |
0.8647 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8793 |
0.8830 |
PP |
0.8791 |
0.8818 |
S1 |
0.8790 |
0.8806 |
|