CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8959 |
0.9018 |
0.0060 |
0.7% |
0.8912 |
| High |
0.9025 |
0.9047 |
0.0022 |
0.2% |
0.9030 |
| Low |
0.8933 |
0.8971 |
0.0038 |
0.4% |
0.8884 |
| Close |
0.9004 |
0.9021 |
0.0017 |
0.2% |
0.9028 |
| Range |
0.0092 |
0.0076 |
-0.0016 |
-17.4% |
0.0147 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
147,671 |
165,666 |
17,995 |
12.2% |
654,298 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9207 |
0.9063 |
|
| R3 |
0.9165 |
0.9131 |
0.9042 |
|
| R2 |
0.9089 |
0.9089 |
0.9035 |
|
| R1 |
0.9055 |
0.9055 |
0.9028 |
0.9072 |
| PP |
0.9013 |
0.9013 |
0.9013 |
0.9021 |
| S1 |
0.8979 |
0.8979 |
0.9014 |
0.8996 |
| S2 |
0.8937 |
0.8937 |
0.9007 |
|
| S3 |
0.8861 |
0.8903 |
0.9000 |
|
| S4 |
0.8785 |
0.8827 |
0.8979 |
|
|
| 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 |
0.8933 |
0.0129 |
1.4% |
0.0080 |
0.9% |
68% |
False |
False |
140,040 |
| 10 |
0.9062 |
0.8827 |
0.0235 |
2.6% |
0.0076 |
0.8% |
83% |
False |
False |
136,498 |
| 20 |
0.9062 |
0.8761 |
0.0301 |
3.3% |
0.0072 |
0.8% |
87% |
False |
False |
145,446 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0071 |
0.8% |
56% |
False |
False |
110,526 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0071 |
0.8% |
56% |
False |
False |
73,980 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0070 |
0.8% |
48% |
False |
False |
55,553 |
| 100 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0068 |
0.8% |
50% |
False |
False |
44,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9370 |
|
2.618 |
0.9245 |
|
1.618 |
0.9169 |
|
1.000 |
0.9123 |
|
0.618 |
0.9093 |
|
HIGH |
0.9047 |
|
0.618 |
0.9017 |
|
0.500 |
0.9009 |
|
0.382 |
0.9000 |
|
LOW |
0.8971 |
|
0.618 |
0.8924 |
|
1.000 |
0.8895 |
|
1.618 |
0.8848 |
|
2.618 |
0.8772 |
|
4.250 |
0.8648 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9017 |
0.9011 |
| PP |
0.9013 |
0.9000 |
| S1 |
0.9009 |
0.8990 |
|