CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.9004 |
-0.0015 |
-0.2% |
0.9020 |
| High |
0.9047 |
0.9066 |
0.0019 |
0.2% |
0.9066 |
| Low |
0.8971 |
0.9003 |
0.0032 |
0.4% |
0.8933 |
| Close |
0.9021 |
0.9061 |
0.0040 |
0.4% |
0.9061 |
| Range |
0.0076 |
0.0063 |
-0.0013 |
-17.1% |
0.0133 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
165,666 |
145,225 |
-20,441 |
-12.3% |
715,801 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9232 |
0.9209 |
0.9095 |
|
| R3 |
0.9169 |
0.9146 |
0.9078 |
|
| R2 |
0.9106 |
0.9106 |
0.9072 |
|
| R1 |
0.9083 |
0.9083 |
0.9066 |
0.9095 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9049 |
| S1 |
0.9020 |
0.9020 |
0.9055 |
0.9032 |
| S2 |
0.8980 |
0.8980 |
0.9049 |
|
| S3 |
0.8917 |
0.8957 |
0.9043 |
|
| S4 |
0.8854 |
0.8894 |
0.9026 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9371 |
0.9133 |
|
| R3 |
0.9285 |
0.9239 |
0.9097 |
|
| R2 |
0.9152 |
0.9152 |
0.9085 |
|
| R1 |
0.9106 |
0.9106 |
0.9073 |
0.9129 |
| PP |
0.9020 |
0.9020 |
0.9020 |
0.9031 |
| S1 |
0.8974 |
0.8974 |
0.9048 |
0.8997 |
| S2 |
0.8887 |
0.8887 |
0.9036 |
|
| S3 |
0.8755 |
0.8841 |
0.9024 |
|
| S4 |
0.8622 |
0.8709 |
0.8988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9066 |
0.8933 |
0.0133 |
1.5% |
0.0076 |
0.8% |
96% |
True |
False |
143,160 |
| 10 |
0.9066 |
0.8884 |
0.0182 |
2.0% |
0.0072 |
0.8% |
97% |
True |
False |
137,009 |
| 20 |
0.9066 |
0.8761 |
0.0305 |
3.4% |
0.0071 |
0.8% |
98% |
True |
False |
142,570 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0071 |
0.8% |
64% |
False |
False |
114,066 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0071 |
0.8% |
64% |
False |
False |
76,398 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0070 |
0.8% |
55% |
False |
False |
57,366 |
| 100 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0069 |
0.8% |
57% |
False |
False |
45,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9333 |
|
2.618 |
0.9230 |
|
1.618 |
0.9167 |
|
1.000 |
0.9129 |
|
0.618 |
0.9104 |
|
HIGH |
0.9066 |
|
0.618 |
0.9041 |
|
0.500 |
0.9034 |
|
0.382 |
0.9027 |
|
LOW |
0.9003 |
|
0.618 |
0.8964 |
|
1.000 |
0.8940 |
|
1.618 |
0.8901 |
|
2.618 |
0.8838 |
|
4.250 |
0.8735 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9052 |
0.9040 |
| PP |
0.9043 |
0.9020 |
| S1 |
0.9034 |
0.8999 |
|