CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9047 |
-0.0062 |
-0.7% |
0.9057 |
| High |
0.9120 |
0.9054 |
-0.0066 |
-0.7% |
0.9120 |
| Low |
0.9021 |
0.9032 |
0.0011 |
0.1% |
0.9021 |
| Close |
0.9049 |
0.9047 |
-0.0003 |
0.0% |
0.9049 |
| Range |
0.0099 |
0.0023 |
-0.0077 |
-77.4% |
0.0099 |
| ATR |
0.0071 |
0.0067 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
145,285 |
70,687 |
-74,598 |
-51.3% |
686,599 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9112 |
0.9102 |
0.9059 |
|
| R3 |
0.9089 |
0.9079 |
0.9053 |
|
| R2 |
0.9067 |
0.9067 |
0.9051 |
|
| R1 |
0.9057 |
0.9057 |
0.9049 |
0.9050 |
| PP |
0.9044 |
0.9044 |
0.9044 |
0.9041 |
| S1 |
0.9034 |
0.9034 |
0.9044 |
0.9028 |
| S2 |
0.9022 |
0.9022 |
0.9042 |
|
| S3 |
0.8999 |
0.9012 |
0.9040 |
|
| S4 |
0.8977 |
0.8989 |
0.9034 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9362 |
0.9305 |
0.9104 |
|
| R3 |
0.9262 |
0.9205 |
0.9076 |
|
| R2 |
0.9163 |
0.9163 |
0.9067 |
|
| R1 |
0.9106 |
0.9106 |
0.9058 |
0.9085 |
| PP |
0.9063 |
0.9063 |
0.9063 |
0.9053 |
| S1 |
0.9007 |
0.9007 |
0.9040 |
0.8985 |
| S2 |
0.8964 |
0.8964 |
0.9031 |
|
| S3 |
0.8865 |
0.8907 |
0.9022 |
|
| S4 |
0.8765 |
0.8808 |
0.8994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9120 |
0.9021 |
0.0099 |
1.1% |
0.0063 |
0.7% |
26% |
False |
False |
128,442 |
| 10 |
0.9120 |
0.8933 |
0.0187 |
2.1% |
0.0068 |
0.8% |
61% |
False |
False |
135,501 |
| 20 |
0.9120 |
0.8761 |
0.0360 |
4.0% |
0.0069 |
0.8% |
79% |
False |
False |
134,525 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0068 |
0.8% |
61% |
False |
False |
130,821 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0070 |
0.8% |
61% |
False |
False |
88,984 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
52% |
False |
False |
66,808 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
52% |
False |
False |
53,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9150 |
|
2.618 |
0.9113 |
|
1.618 |
0.9090 |
|
1.000 |
0.9077 |
|
0.618 |
0.9068 |
|
HIGH |
0.9054 |
|
0.618 |
0.9045 |
|
0.500 |
0.9043 |
|
0.382 |
0.9040 |
|
LOW |
0.9032 |
|
0.618 |
0.9018 |
|
1.000 |
0.9009 |
|
1.618 |
0.8995 |
|
2.618 |
0.8973 |
|
4.250 |
0.8936 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9045 |
0.9071 |
| PP |
0.9044 |
0.9063 |
| S1 |
0.9043 |
0.9055 |
|