CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9055 |
0.9095 |
0.0040 |
0.4% |
0.9047 |
| High |
0.9102 |
0.9149 |
0.0047 |
0.5% |
0.9213 |
| Low |
0.9026 |
0.9072 |
0.0046 |
0.5% |
0.9032 |
| Close |
0.9091 |
0.9129 |
0.0039 |
0.4% |
0.9190 |
| Range |
0.0076 |
0.0077 |
0.0001 |
1.3% |
0.0181 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.7% |
0.0000 |
| Volume |
133,317 |
171,623 |
38,306 |
28.7% |
720,501 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9315 |
0.9171 |
|
| R3 |
0.9271 |
0.9238 |
0.9150 |
|
| R2 |
0.9194 |
0.9194 |
0.9143 |
|
| R1 |
0.9161 |
0.9161 |
0.9136 |
0.9178 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9125 |
| S1 |
0.9084 |
0.9084 |
0.9122 |
0.9101 |
| S2 |
0.9040 |
0.9040 |
0.9115 |
|
| S3 |
0.8963 |
0.9007 |
0.9108 |
|
| S4 |
0.8886 |
0.8930 |
0.9087 |
|
|
| 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 |
2.0% |
0.0075 |
0.8% |
55% |
False |
False |
142,023 |
| 10 |
0.9213 |
0.9021 |
0.0192 |
2.1% |
0.0070 |
0.8% |
56% |
False |
False |
141,843 |
| 20 |
0.9213 |
0.8933 |
0.0280 |
3.1% |
0.0070 |
0.8% |
70% |
False |
False |
140,258 |
| 40 |
0.9213 |
0.8761 |
0.0452 |
5.0% |
0.0067 |
0.7% |
82% |
False |
False |
141,819 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
79% |
False |
False |
108,891 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
79% |
False |
False |
81,805 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
67% |
False |
False |
65,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9476 |
|
2.618 |
0.9351 |
|
1.618 |
0.9274 |
|
1.000 |
0.9226 |
|
0.618 |
0.9197 |
|
HIGH |
0.9149 |
|
0.618 |
0.9120 |
|
0.500 |
0.9111 |
|
0.382 |
0.9101 |
|
LOW |
0.9072 |
|
0.618 |
0.9024 |
|
1.000 |
0.8995 |
|
1.618 |
0.8947 |
|
2.618 |
0.8870 |
|
4.250 |
0.8745 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9123 |
0.9115 |
| PP |
0.9117 |
0.9101 |
| S1 |
0.9111 |
0.9088 |
|