CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8794 |
0.8794 |
0.0001 |
0.0% |
0.8939 |
| High |
0.8805 |
0.8821 |
0.0016 |
0.2% |
0.8942 |
| Low |
0.8775 |
0.8761 |
-0.0014 |
-0.2% |
0.8784 |
| Close |
0.8795 |
0.8811 |
0.0017 |
0.2% |
0.8799 |
| Range |
0.0030 |
0.0060 |
0.0030 |
100.0% |
0.0158 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
101,149 |
148,669 |
47,520 |
47.0% |
654,151 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8977 |
0.8954 |
0.8844 |
|
| R3 |
0.8917 |
0.8894 |
0.8828 |
|
| R2 |
0.8857 |
0.8857 |
0.8822 |
|
| R1 |
0.8834 |
0.8834 |
0.8817 |
0.8846 |
| PP |
0.8797 |
0.8797 |
0.8797 |
0.8803 |
| S1 |
0.8774 |
0.8774 |
0.8806 |
0.8786 |
| S2 |
0.8737 |
0.8737 |
0.8800 |
|
| S3 |
0.8677 |
0.8714 |
0.8795 |
|
| S4 |
0.8617 |
0.8654 |
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 |
0.8898 |
0.8761 |
0.0137 |
1.6% |
0.0059 |
0.7% |
37% |
False |
True |
155,975 |
| 10 |
0.9005 |
0.8761 |
0.0244 |
2.8% |
0.0068 |
0.8% |
21% |
False |
True |
161,793 |
| 20 |
0.9228 |
0.8761 |
0.0468 |
5.3% |
0.0067 |
0.8% |
11% |
False |
True |
133,600 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.3% |
0.0071 |
0.8% |
11% |
False |
True |
69,907 |
| 60 |
0.9308 |
0.8761 |
0.0548 |
6.2% |
0.0069 |
0.8% |
9% |
False |
True |
46,711 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.2% |
0.0069 |
0.8% |
9% |
False |
True |
35,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9076 |
|
2.618 |
0.8978 |
|
1.618 |
0.8918 |
|
1.000 |
0.8881 |
|
0.618 |
0.8858 |
|
HIGH |
0.8821 |
|
0.618 |
0.8798 |
|
0.500 |
0.8791 |
|
0.382 |
0.8783 |
|
LOW |
0.8761 |
|
0.618 |
0.8723 |
|
1.000 |
0.8701 |
|
1.618 |
0.8663 |
|
2.618 |
0.8603 |
|
4.250 |
0.8506 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8804 |
0.8814 |
| PP |
0.8797 |
0.8813 |
| S1 |
0.8791 |
0.8812 |
|