CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9017 |
0.8959 |
-0.0059 |
-0.6% |
0.8912 |
| High |
0.9044 |
0.9025 |
-0.0019 |
-0.2% |
0.9030 |
| Low |
0.8953 |
0.8933 |
-0.0020 |
-0.2% |
0.8884 |
| Close |
0.8958 |
0.9004 |
0.0046 |
0.5% |
0.9028 |
| Range |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0147 |
| ATR |
0.0070 |
0.0071 |
0.0002 |
2.3% |
0.0000 |
| Volume |
139,165 |
147,671 |
8,506 |
6.1% |
654,298 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9263 |
0.9226 |
0.9055 |
|
| R3 |
0.9171 |
0.9134 |
0.9029 |
|
| R2 |
0.9079 |
0.9079 |
0.9021 |
|
| R1 |
0.9042 |
0.9042 |
0.9012 |
0.9061 |
| PP |
0.8987 |
0.8987 |
0.8987 |
0.8997 |
| S1 |
0.8950 |
0.8950 |
0.8996 |
0.8969 |
| S2 |
0.8895 |
0.8895 |
0.8987 |
|
| S3 |
0.8803 |
0.8858 |
0.8979 |
|
| S4 |
0.8711 |
0.8766 |
0.8953 |
|
|
| 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% |
0.0080 |
0.9% |
60% |
False |
False |
141,044 |
| 10 |
0.9062 |
0.8827 |
0.0235 |
2.6% |
0.0073 |
0.8% |
75% |
False |
False |
132,300 |
| 20 |
0.9062 |
0.8761 |
0.0301 |
3.3% |
0.0071 |
0.8% |
81% |
False |
False |
145,910 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0070 |
0.8% |
52% |
False |
False |
106,476 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0070 |
0.8% |
52% |
False |
False |
71,220 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
44% |
False |
False |
53,483 |
| 100 |
0.9308 |
0.8736 |
0.0572 |
6.4% |
0.0068 |
0.8% |
47% |
False |
False |
42,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9416 |
|
2.618 |
0.9266 |
|
1.618 |
0.9174 |
|
1.000 |
0.9117 |
|
0.618 |
0.9082 |
|
HIGH |
0.9025 |
|
0.618 |
0.8990 |
|
0.500 |
0.8979 |
|
0.382 |
0.8968 |
|
LOW |
0.8933 |
|
0.618 |
0.8876 |
|
1.000 |
0.8841 |
|
1.618 |
0.8784 |
|
2.618 |
0.8692 |
|
4.250 |
0.8542 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8996 |
0.9002 |
| PP |
0.8987 |
0.9000 |
| S1 |
0.8979 |
0.8997 |
|