CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9043 |
0.9078 |
0.0036 |
0.4% |
0.9057 |
| High |
0.9087 |
0.9143 |
0.0056 |
0.6% |
0.9120 |
| Low |
0.9038 |
0.9078 |
0.0040 |
0.4% |
0.9021 |
| Close |
0.9072 |
0.9120 |
0.0048 |
0.5% |
0.9049 |
| Range |
0.0049 |
0.0065 |
0.0016 |
33.0% |
0.0099 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
132,332 |
188,640 |
56,308 |
42.6% |
686,599 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9278 |
0.9155 |
|
| R3 |
0.9242 |
0.9213 |
0.9137 |
|
| R2 |
0.9178 |
0.9178 |
0.9131 |
|
| R1 |
0.9149 |
0.9149 |
0.9125 |
0.9163 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9121 |
| S1 |
0.9084 |
0.9084 |
0.9114 |
0.9099 |
| S2 |
0.9049 |
0.9049 |
0.9108 |
|
| S3 |
0.8984 |
0.9020 |
0.9102 |
|
| S4 |
0.8920 |
0.8955 |
0.9084 |
|
|
| 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 |
0.9143 |
0.9021 |
0.0122 |
1.3% |
0.0063 |
0.7% |
81% |
True |
False |
135,647 |
| 10 |
0.9143 |
0.8971 |
0.0172 |
1.9% |
0.0061 |
0.7% |
87% |
True |
False |
138,914 |
| 20 |
0.9143 |
0.8827 |
0.0316 |
3.5% |
0.0067 |
0.7% |
93% |
True |
False |
135,607 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0068 |
0.7% |
77% |
False |
False |
137,462 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
77% |
False |
False |
94,251 |
| 80 |
0.9292 |
0.8761 |
0.0531 |
5.8% |
0.0068 |
0.8% |
68% |
False |
False |
70,811 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
66% |
False |
False |
56,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9417 |
|
2.618 |
0.9311 |
|
1.618 |
0.9247 |
|
1.000 |
0.9207 |
|
0.618 |
0.9182 |
|
HIGH |
0.9143 |
|
0.618 |
0.9118 |
|
0.500 |
0.9110 |
|
0.382 |
0.9103 |
|
LOW |
0.9078 |
|
0.618 |
0.9038 |
|
1.000 |
0.9014 |
|
1.618 |
0.8974 |
|
2.618 |
0.8909 |
|
4.250 |
0.8804 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9109 |
| PP |
0.9113 |
0.9098 |
| S1 |
0.9110 |
0.9087 |
|