CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8794 |
0.8801 |
0.0007 |
0.1% |
0.8939 |
| High |
0.8821 |
0.8882 |
0.0061 |
0.7% |
0.8942 |
| Low |
0.8761 |
0.8800 |
0.0040 |
0.5% |
0.8784 |
| Close |
0.8811 |
0.8854 |
0.0043 |
0.5% |
0.8799 |
| Range |
0.0060 |
0.0082 |
0.0022 |
35.8% |
0.0158 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.6% |
0.0000 |
| Volume |
148,669 |
150,657 |
1,988 |
1.3% |
654,151 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.9053 |
0.8899 |
|
| R3 |
0.9008 |
0.8972 |
0.8876 |
|
| R2 |
0.8927 |
0.8927 |
0.8869 |
|
| R1 |
0.8890 |
0.8890 |
0.8861 |
0.8909 |
| PP |
0.8845 |
0.8845 |
0.8845 |
0.8854 |
| S1 |
0.8809 |
0.8809 |
0.8847 |
0.8827 |
| S2 |
0.8764 |
0.8764 |
0.8839 |
|
| S3 |
0.8682 |
0.8727 |
0.8832 |
|
| S4 |
0.8601 |
0.8646 |
0.8809 |
|
|
| 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 |
0.8885 |
0.8761 |
0.0125 |
1.4% |
0.0060 |
0.7% |
75% |
False |
False |
144,863 |
| 10 |
0.8979 |
0.8761 |
0.0219 |
2.5% |
0.0068 |
0.8% |
43% |
False |
False |
159,521 |
| 20 |
0.9228 |
0.8761 |
0.0468 |
5.3% |
0.0069 |
0.8% |
20% |
False |
False |
139,316 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.3% |
0.0072 |
0.8% |
20% |
False |
False |
73,573 |
| 60 |
0.9292 |
0.8761 |
0.0531 |
6.0% |
0.0069 |
0.8% |
18% |
False |
False |
49,212 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.2% |
0.0069 |
0.8% |
17% |
False |
False |
36,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9228 |
|
2.618 |
0.9095 |
|
1.618 |
0.9013 |
|
1.000 |
0.8963 |
|
0.618 |
0.8932 |
|
HIGH |
0.8882 |
|
0.618 |
0.8850 |
|
0.500 |
0.8841 |
|
0.382 |
0.8831 |
|
LOW |
0.8800 |
|
0.618 |
0.8750 |
|
1.000 |
0.8719 |
|
1.618 |
0.8668 |
|
2.618 |
0.8587 |
|
4.250 |
0.8454 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8850 |
0.8843 |
| PP |
0.8845 |
0.8832 |
| S1 |
0.8841 |
0.8821 |
|