CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9077 |
0.9046 |
-0.0031 |
-0.3% |
0.9020 |
| High |
0.9086 |
0.9120 |
0.0035 |
0.4% |
0.9066 |
| Low |
0.9028 |
0.9040 |
0.0012 |
0.1% |
0.8933 |
| Close |
0.9062 |
0.9105 |
0.0043 |
0.5% |
0.9061 |
| Range |
0.0058 |
0.0081 |
0.0023 |
40.0% |
0.0133 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
138,002 |
141,292 |
3,290 |
2.4% |
715,801 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9330 |
0.9298 |
0.9149 |
|
| R3 |
0.9249 |
0.9217 |
0.9127 |
|
| R2 |
0.9169 |
0.9169 |
0.9119 |
|
| R1 |
0.9137 |
0.9137 |
0.9112 |
0.9153 |
| PP |
0.9088 |
0.9088 |
0.9088 |
0.9096 |
| S1 |
0.9056 |
0.9056 |
0.9097 |
0.9072 |
| S2 |
0.9008 |
0.9008 |
0.9090 |
|
| S3 |
0.8927 |
0.8976 |
0.9082 |
|
| S4 |
0.8847 |
0.8895 |
0.9060 |
|
|
| 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 |
0.9120 |
0.9003 |
0.0118 |
1.3% |
0.0060 |
0.7% |
87% |
True |
False |
137,307 |
| 10 |
0.9120 |
0.8933 |
0.0187 |
2.1% |
0.0070 |
0.8% |
92% |
True |
False |
138,674 |
| 20 |
0.9120 |
0.8761 |
0.0360 |
3.9% |
0.0068 |
0.8% |
96% |
True |
False |
137,918 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
74% |
False |
False |
126,530 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
74% |
False |
False |
85,403 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
63% |
False |
False |
64,117 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
63% |
False |
False |
51,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9462 |
|
2.618 |
0.9331 |
|
1.618 |
0.9250 |
|
1.000 |
0.9201 |
|
0.618 |
0.9170 |
|
HIGH |
0.9120 |
|
0.618 |
0.9089 |
|
0.500 |
0.9080 |
|
0.382 |
0.9070 |
|
LOW |
0.9040 |
|
0.618 |
0.8990 |
|
1.000 |
0.8959 |
|
1.618 |
0.8909 |
|
2.618 |
0.8829 |
|
4.250 |
0.8697 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9094 |
| PP |
0.9088 |
0.9084 |
| S1 |
0.9080 |
0.9074 |
|