CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9078 |
0.9109 |
0.0031 |
0.3% |
0.9057 |
| High |
0.9143 |
0.9178 |
0.0035 |
0.4% |
0.9120 |
| Low |
0.9078 |
0.9091 |
0.0013 |
0.1% |
0.9021 |
| Close |
0.9120 |
0.9166 |
0.0046 |
0.5% |
0.9049 |
| Range |
0.0065 |
0.0087 |
0.0023 |
35.7% |
0.0099 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.3% |
0.0000 |
| Volume |
188,640 |
171,370 |
-17,270 |
-9.2% |
686,599 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9407 |
0.9374 |
0.9214 |
|
| R3 |
0.9320 |
0.9286 |
0.9190 |
|
| R2 |
0.9232 |
0.9232 |
0.9182 |
|
| R1 |
0.9199 |
0.9199 |
0.9174 |
0.9215 |
| PP |
0.9145 |
0.9145 |
0.9145 |
0.9153 |
| S1 |
0.9111 |
0.9111 |
0.9157 |
0.9128 |
| S2 |
0.9057 |
0.9057 |
0.9149 |
|
| S3 |
0.8970 |
0.9024 |
0.9141 |
|
| S4 |
0.8882 |
0.8936 |
0.9117 |
|
|
| 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 |
0.9178 |
0.9021 |
0.0157 |
1.7% |
0.0064 |
0.7% |
92% |
True |
False |
141,662 |
| 10 |
0.9178 |
0.9003 |
0.0175 |
1.9% |
0.0062 |
0.7% |
93% |
True |
False |
139,485 |
| 20 |
0.9178 |
0.8827 |
0.0351 |
3.8% |
0.0069 |
0.8% |
96% |
True |
False |
137,991 |
| 40 |
0.9189 |
0.8761 |
0.0429 |
4.7% |
0.0067 |
0.7% |
95% |
False |
False |
138,571 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0071 |
0.8% |
87% |
False |
False |
97,100 |
| 80 |
0.9281 |
0.8761 |
0.0521 |
5.7% |
0.0069 |
0.7% |
78% |
False |
False |
72,952 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
74% |
False |
False |
58,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9550 |
|
2.618 |
0.9407 |
|
1.618 |
0.9320 |
|
1.000 |
0.9265 |
|
0.618 |
0.9232 |
|
HIGH |
0.9178 |
|
0.618 |
0.9145 |
|
0.500 |
0.9134 |
|
0.382 |
0.9124 |
|
LOW |
0.9091 |
|
0.618 |
0.9036 |
|
1.000 |
0.9003 |
|
1.618 |
0.8949 |
|
2.618 |
0.8861 |
|
4.250 |
0.8719 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9146 |
| PP |
0.9145 |
0.9127 |
| S1 |
0.9134 |
0.9108 |
|