CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9175 |
0.9179 |
0.0004 |
0.0% |
0.9047 |
| High |
0.9213 |
0.9180 |
-0.0033 |
-0.4% |
0.9213 |
| Low |
0.9155 |
0.9121 |
-0.0034 |
-0.4% |
0.9032 |
| Close |
0.9190 |
0.9137 |
-0.0053 |
-0.6% |
0.9190 |
| Range |
0.0058 |
0.0059 |
0.0001 |
1.7% |
0.0181 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.1% |
0.0000 |
| Volume |
157,472 |
114,779 |
-42,693 |
-27.1% |
720,501 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9289 |
0.9169 |
|
| R3 |
0.9264 |
0.9230 |
0.9153 |
|
| R2 |
0.9205 |
0.9205 |
0.9148 |
|
| R1 |
0.9171 |
0.9171 |
0.9142 |
0.9159 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9140 |
| S1 |
0.9112 |
0.9112 |
0.9132 |
0.9100 |
| S2 |
0.9087 |
0.9087 |
0.9126 |
|
| S3 |
0.9028 |
0.9053 |
0.9121 |
|
| S4 |
0.8969 |
0.8994 |
0.9105 |
|
|
| 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 |
0.9038 |
0.0175 |
1.9% |
0.0063 |
0.7% |
57% |
False |
False |
152,918 |
| 10 |
0.9213 |
0.9021 |
0.0192 |
2.1% |
0.0063 |
0.7% |
61% |
False |
False |
140,680 |
| 20 |
0.9213 |
0.8901 |
0.0312 |
3.4% |
0.0068 |
0.7% |
76% |
False |
False |
140,315 |
| 40 |
0.9213 |
0.8761 |
0.0452 |
4.9% |
0.0065 |
0.7% |
83% |
False |
False |
139,261 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0067 |
0.7% |
81% |
False |
False |
101,602 |
| 80 |
0.9242 |
0.8761 |
0.0481 |
5.3% |
0.0068 |
0.7% |
78% |
False |
False |
76,341 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
69% |
False |
False |
61,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9431 |
|
2.618 |
0.9334 |
|
1.618 |
0.9275 |
|
1.000 |
0.9239 |
|
0.618 |
0.9216 |
|
HIGH |
0.9180 |
|
0.618 |
0.9157 |
|
0.500 |
0.9151 |
|
0.382 |
0.9144 |
|
LOW |
0.9121 |
|
0.618 |
0.9085 |
|
1.000 |
0.9062 |
|
1.618 |
0.9026 |
|
2.618 |
0.8967 |
|
4.250 |
0.8870 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9152 |
| PP |
0.9146 |
0.9147 |
| S1 |
0.9142 |
0.9142 |
|