CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8959 |
0.8961 |
0.0002 |
0.0% |
0.8912 |
| High |
0.8993 |
0.9030 |
0.0037 |
0.4% |
0.9030 |
| Low |
0.8917 |
0.8944 |
0.0027 |
0.3% |
0.8884 |
| Close |
0.8953 |
0.9028 |
0.0075 |
0.8% |
0.9028 |
| Range |
0.0076 |
0.0086 |
0.0010 |
13.2% |
0.0147 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.9% |
0.0000 |
| Volume |
170,684 |
129,626 |
-41,058 |
-24.1% |
654,298 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9259 |
0.9229 |
0.9075 |
|
| R3 |
0.9173 |
0.9143 |
0.9051 |
|
| R2 |
0.9087 |
0.9087 |
0.9043 |
|
| R1 |
0.9057 |
0.9057 |
0.9035 |
0.9072 |
| PP |
0.9001 |
0.9001 |
0.9001 |
0.9008 |
| S1 |
0.8971 |
0.8971 |
0.9020 |
0.8986 |
| S2 |
0.8915 |
0.8915 |
0.9012 |
|
| S3 |
0.8829 |
0.8885 |
0.9004 |
|
| S4 |
0.8743 |
0.8799 |
0.8980 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9420 |
0.9370 |
0.9108 |
|
| R3 |
0.9273 |
0.9224 |
0.9068 |
|
| R2 |
0.9127 |
0.9127 |
0.9054 |
|
| R1 |
0.9077 |
0.9077 |
0.9041 |
0.9102 |
| PP |
0.8980 |
0.8980 |
0.8980 |
0.8993 |
| S1 |
0.8931 |
0.8931 |
0.9014 |
0.8956 |
| S2 |
0.8834 |
0.8834 |
0.9001 |
|
| S3 |
0.8687 |
0.8784 |
0.8987 |
|
| S4 |
0.8541 |
0.8638 |
0.8947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9030 |
0.8884 |
0.0147 |
1.6% |
0.0067 |
0.7% |
98% |
True |
False |
130,859 |
| 10 |
0.9030 |
0.8761 |
0.0270 |
3.0% |
0.0067 |
0.7% |
99% |
True |
False |
131,856 |
| 20 |
0.9031 |
0.8761 |
0.0270 |
3.0% |
0.0067 |
0.7% |
99% |
False |
False |
144,386 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0069 |
0.8% |
57% |
False |
False |
96,436 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0069 |
0.8% |
57% |
False |
False |
64,477 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
49% |
False |
False |
48,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9255 |
|
1.618 |
0.9169 |
|
1.000 |
0.9116 |
|
0.618 |
0.9083 |
|
HIGH |
0.9030 |
|
0.618 |
0.8997 |
|
0.500 |
0.8987 |
|
0.382 |
0.8977 |
|
LOW |
0.8944 |
|
0.618 |
0.8891 |
|
1.000 |
0.8858 |
|
1.618 |
0.8805 |
|
2.618 |
0.8719 |
|
4.250 |
0.8579 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9014 |
0.9010 |
| PP |
0.9001 |
0.8992 |
| S1 |
0.8987 |
0.8974 |
|