CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9138 |
0.9055 |
-0.0083 |
-0.9% |
0.9047 |
| High |
0.9138 |
0.9102 |
-0.0036 |
-0.4% |
0.9213 |
| Low |
0.9035 |
0.9026 |
-0.0009 |
-0.1% |
0.9032 |
| Close |
0.9057 |
0.9091 |
0.0034 |
0.4% |
0.9190 |
| Range |
0.0104 |
0.0076 |
-0.0028 |
-26.6% |
0.0181 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
132,927 |
133,317 |
390 |
0.3% |
720,501 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9301 |
0.9272 |
0.9132 |
|
| R3 |
0.9225 |
0.9196 |
0.9111 |
|
| R2 |
0.9149 |
0.9149 |
0.9104 |
|
| R1 |
0.9120 |
0.9120 |
0.9097 |
0.9134 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9080 |
| S1 |
0.9044 |
0.9044 |
0.9084 |
0.9058 |
| S2 |
0.8997 |
0.8997 |
0.9077 |
|
| S3 |
0.8921 |
0.8968 |
0.9070 |
|
| S4 |
0.8845 |
0.8892 |
0.9049 |
|
|
| 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 |
0.9026 |
0.0187 |
2.1% |
0.0077 |
0.8% |
35% |
False |
True |
141,973 |
| 10 |
0.9213 |
0.9021 |
0.0192 |
2.1% |
0.0070 |
0.8% |
36% |
False |
False |
138,810 |
| 20 |
0.9213 |
0.8917 |
0.0296 |
3.3% |
0.0070 |
0.8% |
59% |
False |
False |
140,211 |
| 40 |
0.9213 |
0.8761 |
0.0452 |
5.0% |
0.0067 |
0.7% |
73% |
False |
False |
140,350 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
71% |
False |
False |
106,036 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
71% |
False |
False |
79,662 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
60% |
False |
False |
63,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9301 |
|
1.618 |
0.9225 |
|
1.000 |
0.9178 |
|
0.618 |
0.9149 |
|
HIGH |
0.9102 |
|
0.618 |
0.9073 |
|
0.500 |
0.9064 |
|
0.382 |
0.9055 |
|
LOW |
0.9026 |
|
0.618 |
0.8979 |
|
1.000 |
0.8950 |
|
1.618 |
0.8903 |
|
2.618 |
0.8827 |
|
4.250 |
0.8703 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9082 |
0.9103 |
| PP |
0.9073 |
0.9099 |
| S1 |
0.9064 |
0.9095 |
|