CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 08-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.9047 |
0.9043 |
-0.0005 |
0.0% |
0.9057 |
High |
0.9054 |
0.9087 |
0.0033 |
0.4% |
0.9120 |
Low |
0.9032 |
0.9038 |
0.0007 |
0.1% |
0.9021 |
Close |
0.9047 |
0.9072 |
0.0025 |
0.3% |
0.9049 |
Range |
0.0023 |
0.0049 |
0.0026 |
115.6% |
0.0099 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
70,687 |
132,332 |
61,645 |
87.2% |
686,599 |
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9211 |
0.9190 |
0.9098 |
|
R3 |
0.9162 |
0.9141 |
0.9085 |
|
R2 |
0.9114 |
0.9114 |
0.9080 |
|
R1 |
0.9093 |
0.9093 |
0.9076 |
0.9103 |
PP |
0.9065 |
0.9065 |
0.9065 |
0.9071 |
S1 |
0.9044 |
0.9044 |
0.9067 |
0.9055 |
S2 |
0.9017 |
0.9017 |
0.9063 |
|
S3 |
0.8968 |
0.8996 |
0.9058 |
|
S4 |
0.8920 |
0.8947 |
0.9045 |
|
|
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% |
0.0062 |
0.7% |
51% |
False |
False |
125,519 |
10 |
0.9120 |
0.8933 |
0.0187 |
2.1% |
0.0064 |
0.7% |
74% |
False |
False |
134,818 |
20 |
0.9120 |
0.8800 |
0.0320 |
3.5% |
0.0068 |
0.8% |
85% |
False |
False |
133,708 |
40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0068 |
0.7% |
67% |
False |
False |
133,654 |
60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0070 |
0.8% |
67% |
False |
False |
91,174 |
80 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
57% |
False |
False |
68,461 |
100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
57% |
False |
False |
54,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9293 |
2.618 |
0.9213 |
1.618 |
0.9165 |
1.000 |
0.9135 |
0.618 |
0.9116 |
HIGH |
0.9087 |
0.618 |
0.9068 |
0.500 |
0.9062 |
0.382 |
0.9057 |
LOW |
0.9038 |
0.618 |
0.9008 |
1.000 |
0.8990 |
1.618 |
0.8960 |
2.618 |
0.8911 |
4.250 |
0.8832 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9068 |
0.9071 |
PP |
0.9065 |
0.9071 |
S1 |
0.9062 |
0.9071 |
|