CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8852 |
0.8912 |
0.0060 |
0.7% |
0.8794 |
| High |
0.8933 |
0.8927 |
-0.0006 |
-0.1% |
0.8933 |
| Low |
0.8827 |
0.8884 |
0.0057 |
0.6% |
0.8761 |
| Close |
0.8908 |
0.8904 |
-0.0004 |
-0.1% |
0.8908 |
| Range |
0.0106 |
0.0044 |
-0.0062 |
-58.8% |
0.0172 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
140,107 |
85,677 |
-54,430 |
-38.8% |
664,268 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9035 |
0.9013 |
0.8928 |
|
| R3 |
0.8992 |
0.8970 |
0.8916 |
|
| R2 |
0.8948 |
0.8948 |
0.8912 |
|
| R1 |
0.8926 |
0.8926 |
0.8908 |
0.8916 |
| PP |
0.8905 |
0.8905 |
0.8905 |
0.8900 |
| S1 |
0.8883 |
0.8883 |
0.8900 |
0.8872 |
| S2 |
0.8861 |
0.8861 |
0.8896 |
|
| S3 |
0.8818 |
0.8839 |
0.8892 |
|
| S4 |
0.8774 |
0.8796 |
0.8880 |
|
|
| 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% |
0.0069 |
0.8% |
83% |
False |
False |
129,759 |
| 10 |
0.8942 |
0.8761 |
0.0181 |
2.0% |
0.0068 |
0.8% |
79% |
False |
False |
140,409 |
| 20 |
0.9064 |
0.8761 |
0.0303 |
3.4% |
0.0062 |
0.7% |
47% |
False |
False |
138,207 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.3% |
0.0067 |
0.8% |
31% |
False |
False |
82,246 |
| 60 |
0.9242 |
0.8761 |
0.0481 |
5.4% |
0.0069 |
0.8% |
30% |
False |
False |
55,017 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
26% |
False |
False |
41,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9112 |
|
2.618 |
0.9041 |
|
1.618 |
0.8997 |
|
1.000 |
0.8971 |
|
0.618 |
0.8954 |
|
HIGH |
0.8927 |
|
0.618 |
0.8910 |
|
0.500 |
0.8905 |
|
0.382 |
0.8900 |
|
LOW |
0.8884 |
|
0.618 |
0.8857 |
|
1.000 |
0.8840 |
|
1.618 |
0.8813 |
|
2.618 |
0.8770 |
|
4.250 |
0.8699 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8905 |
0.8896 |
| PP |
0.8905 |
0.8888 |
| S1 |
0.8904 |
0.8880 |
|