CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8852 |
-0.0006 |
-0.1% |
0.8794 |
| High |
0.8884 |
0.8933 |
0.0049 |
0.5% |
0.8933 |
| Low |
0.8832 |
0.8827 |
-0.0005 |
-0.1% |
0.8761 |
| Close |
0.8855 |
0.8908 |
0.0054 |
0.6% |
0.8908 |
| Range |
0.0052 |
0.0106 |
0.0054 |
102.9% |
0.0172 |
| ATR |
0.0067 |
0.0069 |
0.0003 |
4.2% |
0.0000 |
| Volume |
123,686 |
140,107 |
16,421 |
13.3% |
664,268 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9206 |
0.9163 |
0.8967 |
|
| R3 |
0.9100 |
0.9057 |
0.8938 |
|
| R2 |
0.8995 |
0.8995 |
0.8928 |
|
| R1 |
0.8952 |
0.8952 |
0.8918 |
0.8973 |
| PP |
0.8889 |
0.8889 |
0.8889 |
0.8900 |
| S1 |
0.8846 |
0.8846 |
0.8899 |
0.8868 |
| S2 |
0.8784 |
0.8784 |
0.8889 |
|
| S3 |
0.8678 |
0.8741 |
0.8879 |
|
| S4 |
0.8573 |
0.8635 |
0.8850 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9318 |
0.9003 |
|
| R3 |
0.9211 |
0.9146 |
0.8956 |
|
| R2 |
0.9039 |
0.9039 |
0.8940 |
|
| R1 |
0.8974 |
0.8974 |
0.8924 |
0.9006 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8883 |
| S1 |
0.8802 |
0.8802 |
0.8893 |
0.8834 |
| S2 |
0.8695 |
0.8695 |
0.8877 |
|
| S3 |
0.8523 |
0.8630 |
0.8861 |
|
| S4 |
0.8351 |
0.8458 |
0.8814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8933 |
0.8761 |
0.0172 |
1.9% |
0.0066 |
0.7% |
86% |
True |
False |
132,853 |
| 10 |
0.8979 |
0.8761 |
0.0219 |
2.5% |
0.0070 |
0.8% |
68% |
False |
False |
148,131 |
| 20 |
0.9076 |
0.8761 |
0.0315 |
3.5% |
0.0063 |
0.7% |
47% |
False |
False |
141,550 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0069 |
0.8% |
32% |
False |
False |
80,127 |
| 60 |
0.9255 |
0.8761 |
0.0495 |
5.6% |
0.0069 |
0.8% |
30% |
False |
False |
53,599 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
27% |
False |
False |
40,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9381 |
|
2.618 |
0.9209 |
|
1.618 |
0.9103 |
|
1.000 |
0.9038 |
|
0.618 |
0.8998 |
|
HIGH |
0.8933 |
|
0.618 |
0.8892 |
|
0.500 |
0.8880 |
|
0.382 |
0.8867 |
|
LOW |
0.8827 |
|
0.618 |
0.8762 |
|
1.000 |
0.8722 |
|
1.618 |
0.8656 |
|
2.618 |
0.8551 |
|
4.250 |
0.8379 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8899 |
0.8894 |
| PP |
0.8889 |
0.8880 |
| S1 |
0.8880 |
0.8866 |
|