CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9148 |
0.0053 |
0.6% |
0.9179 |
| High |
0.9149 |
0.9220 |
0.0071 |
0.8% |
0.9220 |
| Low |
0.9072 |
0.9136 |
0.0064 |
0.7% |
0.9026 |
| Close |
0.9129 |
0.9166 |
0.0037 |
0.4% |
0.9166 |
| Range |
0.0077 |
0.0084 |
0.0007 |
9.1% |
0.0194 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
2.0% |
0.0000 |
| Volume |
171,623 |
213,160 |
41,537 |
24.2% |
765,806 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9426 |
0.9380 |
0.9212 |
|
| R3 |
0.9342 |
0.9296 |
0.9189 |
|
| R2 |
0.9258 |
0.9258 |
0.9181 |
|
| R1 |
0.9212 |
0.9212 |
0.9173 |
0.9235 |
| PP |
0.9174 |
0.9174 |
0.9174 |
0.9185 |
| S1 |
0.9128 |
0.9128 |
0.9158 |
0.9151 |
| S2 |
0.9090 |
0.9090 |
0.9150 |
|
| S3 |
0.9006 |
0.9044 |
0.9142 |
|
| S4 |
0.8922 |
0.8960 |
0.9119 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9718 |
0.9635 |
0.9272 |
|
| R3 |
0.9524 |
0.9442 |
0.9219 |
|
| R2 |
0.9331 |
0.9331 |
0.9201 |
|
| R1 |
0.9248 |
0.9248 |
0.9183 |
0.9193 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9109 |
| S1 |
0.9055 |
0.9055 |
0.9148 |
0.8999 |
| S2 |
0.8944 |
0.8944 |
0.9130 |
|
| S3 |
0.8750 |
0.8861 |
0.9112 |
|
| S4 |
0.8557 |
0.8668 |
0.9059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0080 |
0.9% |
72% |
True |
False |
153,161 |
| 10 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0068 |
0.7% |
72% |
True |
False |
148,630 |
| 20 |
0.9220 |
0.8933 |
0.0287 |
3.1% |
0.0070 |
0.8% |
81% |
True |
False |
144,435 |
| 40 |
0.9220 |
0.8761 |
0.0459 |
5.0% |
0.0068 |
0.7% |
88% |
True |
False |
144,410 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
87% |
False |
False |
112,435 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
87% |
False |
False |
84,466 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
74% |
False |
False |
67,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9577 |
|
2.618 |
0.9439 |
|
1.618 |
0.9355 |
|
1.000 |
0.9304 |
|
0.618 |
0.9271 |
|
HIGH |
0.9220 |
|
0.618 |
0.9187 |
|
0.500 |
0.9178 |
|
0.382 |
0.9168 |
|
LOW |
0.9136 |
|
0.618 |
0.9084 |
|
1.000 |
0.9052 |
|
1.618 |
0.9000 |
|
2.618 |
0.8916 |
|
4.250 |
0.8779 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9178 |
0.9151 |
| PP |
0.9174 |
0.9137 |
| S1 |
0.9170 |
0.9123 |
|