CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9020 |
0.9017 |
-0.0003 |
0.0% |
0.8912 |
| High |
0.9062 |
0.9044 |
-0.0018 |
-0.2% |
0.9030 |
| Low |
0.9005 |
0.8953 |
-0.0052 |
-0.6% |
0.8884 |
| Close |
0.9022 |
0.8958 |
-0.0064 |
-0.7% |
0.9028 |
| Range |
0.0057 |
0.0091 |
0.0034 |
59.6% |
0.0147 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.4% |
0.0000 |
| Volume |
118,074 |
139,165 |
21,091 |
17.9% |
654,298 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9199 |
0.9008 |
|
| R3 |
0.9167 |
0.9108 |
0.8983 |
|
| R2 |
0.9076 |
0.9076 |
0.8975 |
|
| R1 |
0.9017 |
0.9017 |
0.8966 |
0.9001 |
| PP |
0.8985 |
0.8985 |
0.8985 |
0.8977 |
| S1 |
0.8926 |
0.8926 |
0.8950 |
0.8910 |
| S2 |
0.8894 |
0.8894 |
0.8941 |
|
| S3 |
0.8803 |
0.8835 |
0.8933 |
|
| S4 |
0.8712 |
0.8744 |
0.8908 |
|
|
| 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 |
0.8917 |
0.0145 |
1.6% |
0.0073 |
0.8% |
28% |
False |
False |
133,910 |
| 10 |
0.9062 |
0.8800 |
0.0262 |
2.9% |
0.0072 |
0.8% |
60% |
False |
False |
132,598 |
| 20 |
0.9062 |
0.8761 |
0.0301 |
3.4% |
0.0070 |
0.8% |
66% |
False |
False |
147,195 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0070 |
0.8% |
42% |
False |
False |
102,822 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0070 |
0.8% |
42% |
False |
False |
68,760 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
36% |
False |
False |
51,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9431 |
|
2.618 |
0.9282 |
|
1.618 |
0.9191 |
|
1.000 |
0.9135 |
|
0.618 |
0.9100 |
|
HIGH |
0.9044 |
|
0.618 |
0.9009 |
|
0.500 |
0.8999 |
|
0.382 |
0.8988 |
|
LOW |
0.8953 |
|
0.618 |
0.8897 |
|
1.000 |
0.8862 |
|
1.618 |
0.8806 |
|
2.618 |
0.8715 |
|
4.250 |
0.8566 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8999 |
0.9003 |
| PP |
0.8985 |
0.8988 |
| S1 |
0.8972 |
0.8973 |
|