CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9175 |
0.0066 |
0.7% |
0.9047 |
| High |
0.9178 |
0.9213 |
0.0035 |
0.4% |
0.9213 |
| Low |
0.9091 |
0.9155 |
0.0064 |
0.7% |
0.9032 |
| Close |
0.9166 |
0.9190 |
0.0024 |
0.3% |
0.9190 |
| Range |
0.0087 |
0.0058 |
-0.0029 |
-33.7% |
0.0181 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
171,370 |
157,472 |
-13,898 |
-8.1% |
720,501 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9333 |
0.9221 |
|
| R3 |
0.9302 |
0.9275 |
0.9205 |
|
| R2 |
0.9244 |
0.9244 |
0.9200 |
|
| R1 |
0.9217 |
0.9217 |
0.9195 |
0.9230 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9192 |
| S1 |
0.9159 |
0.9159 |
0.9184 |
0.9172 |
| S2 |
0.9128 |
0.9128 |
0.9179 |
|
| S3 |
0.9070 |
0.9101 |
0.9174 |
|
| S4 |
0.9012 |
0.9043 |
0.9158 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9688 |
0.9620 |
0.9289 |
|
| R3 |
0.9507 |
0.9439 |
0.9239 |
|
| R2 |
0.9326 |
0.9326 |
0.9223 |
|
| R1 |
0.9258 |
0.9258 |
0.9206 |
0.9292 |
| PP |
0.9145 |
0.9145 |
0.9145 |
0.9162 |
| S1 |
0.9077 |
0.9077 |
0.9173 |
0.9111 |
| S2 |
0.8964 |
0.8964 |
0.9156 |
|
| S3 |
0.8783 |
0.8896 |
0.9140 |
|
| S4 |
0.8602 |
0.8715 |
0.9090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9213 |
0.9032 |
0.0181 |
2.0% |
0.0056 |
0.6% |
87% |
True |
False |
144,100 |
| 10 |
0.9213 |
0.9021 |
0.0192 |
2.1% |
0.0062 |
0.7% |
88% |
True |
False |
140,710 |
| 20 |
0.9213 |
0.8884 |
0.0329 |
3.6% |
0.0067 |
0.7% |
93% |
True |
False |
138,859 |
| 40 |
0.9213 |
0.8761 |
0.0452 |
4.9% |
0.0065 |
0.7% |
95% |
True |
False |
140,205 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.7% |
92% |
False |
False |
99,705 |
| 80 |
0.9255 |
0.8761 |
0.0495 |
5.4% |
0.0069 |
0.7% |
87% |
False |
False |
74,914 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.7% |
78% |
False |
False |
59,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9459 |
|
2.618 |
0.9364 |
|
1.618 |
0.9306 |
|
1.000 |
0.9271 |
|
0.618 |
0.9248 |
|
HIGH |
0.9213 |
|
0.618 |
0.9190 |
|
0.500 |
0.9184 |
|
0.382 |
0.9177 |
|
LOW |
0.9155 |
|
0.618 |
0.9119 |
|
1.000 |
0.9097 |
|
1.618 |
0.9061 |
|
2.618 |
0.9003 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9188 |
0.9175 |
| PP |
0.9186 |
0.9160 |
| S1 |
0.9184 |
0.9145 |
|