CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8961 |
0.9020 |
0.0059 |
0.7% |
0.8912 |
| High |
0.9030 |
0.9062 |
0.0032 |
0.3% |
0.9030 |
| Low |
0.8944 |
0.9005 |
0.0061 |
0.7% |
0.8884 |
| Close |
0.9028 |
0.9022 |
-0.0006 |
-0.1% |
0.9028 |
| Range |
0.0086 |
0.0057 |
-0.0029 |
-33.7% |
0.0147 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
129,626 |
118,074 |
-11,552 |
-8.9% |
654,298 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9200 |
0.9168 |
0.9053 |
|
| R3 |
0.9143 |
0.9111 |
0.9038 |
|
| R2 |
0.9086 |
0.9086 |
0.9032 |
|
| R1 |
0.9054 |
0.9054 |
0.9027 |
0.9070 |
| PP |
0.9029 |
0.9029 |
0.9029 |
0.9037 |
| S1 |
0.8997 |
0.8997 |
0.9017 |
0.9013 |
| S2 |
0.8972 |
0.8972 |
0.9012 |
|
| S3 |
0.8915 |
0.8940 |
0.9006 |
|
| S4 |
0.8858 |
0.8883 |
0.8991 |
|
|
| 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 |
0.9062 |
0.8901 |
0.0161 |
1.8% |
0.0070 |
0.8% |
75% |
True |
False |
137,339 |
| 10 |
0.9062 |
0.8761 |
0.0301 |
3.3% |
0.0069 |
0.8% |
87% |
True |
False |
133,549 |
| 20 |
0.9062 |
0.8761 |
0.0301 |
3.3% |
0.0069 |
0.8% |
87% |
True |
False |
146,435 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0069 |
0.8% |
56% |
False |
False |
99,366 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0069 |
0.8% |
56% |
False |
False |
66,441 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
48% |
False |
False |
49,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9304 |
|
2.618 |
0.9211 |
|
1.618 |
0.9154 |
|
1.000 |
0.9119 |
|
0.618 |
0.9097 |
|
HIGH |
0.9062 |
|
0.618 |
0.9040 |
|
0.500 |
0.9033 |
|
0.382 |
0.9026 |
|
LOW |
0.9005 |
|
0.618 |
0.8969 |
|
1.000 |
0.8948 |
|
1.618 |
0.8912 |
|
2.618 |
0.8855 |
|
4.250 |
0.8762 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9011 |
| PP |
0.9029 |
0.9000 |
| S1 |
0.9026 |
0.8989 |
|