CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9148 |
0.9162 |
0.0015 |
0.2% |
0.9179 |
| High |
0.9220 |
0.9216 |
-0.0004 |
0.0% |
0.9220 |
| Low |
0.9136 |
0.9150 |
0.0015 |
0.2% |
0.9026 |
| Close |
0.9166 |
0.9198 |
0.0033 |
0.4% |
0.9166 |
| Range |
0.0084 |
0.0066 |
-0.0018 |
-21.4% |
0.0194 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
213,160 |
129,785 |
-83,375 |
-39.1% |
765,806 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9358 |
0.9234 |
|
| R3 |
0.9320 |
0.9292 |
0.9216 |
|
| R2 |
0.9254 |
0.9254 |
0.9210 |
|
| R1 |
0.9226 |
0.9226 |
0.9204 |
0.9240 |
| PP |
0.9188 |
0.9188 |
0.9188 |
0.9195 |
| S1 |
0.9160 |
0.9160 |
0.9192 |
0.9174 |
| S2 |
0.9122 |
0.9122 |
0.9186 |
|
| S3 |
0.9056 |
0.9094 |
0.9180 |
|
| S4 |
0.8990 |
0.9028 |
0.9162 |
|
|
| 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% |
0.0081 |
0.9% |
89% |
False |
False |
156,162 |
| 10 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0072 |
0.8% |
89% |
False |
False |
154,540 |
| 20 |
0.9220 |
0.8933 |
0.0287 |
3.1% |
0.0070 |
0.8% |
92% |
False |
False |
145,020 |
| 40 |
0.9220 |
0.8761 |
0.0459 |
5.0% |
0.0070 |
0.8% |
95% |
False |
False |
145,728 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
94% |
False |
False |
114,584 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
94% |
False |
False |
86,086 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
80% |
False |
False |
68,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9497 |
|
2.618 |
0.9389 |
|
1.618 |
0.9323 |
|
1.000 |
0.9282 |
|
0.618 |
0.9257 |
|
HIGH |
0.9216 |
|
0.618 |
0.9191 |
|
0.500 |
0.9183 |
|
0.382 |
0.9175 |
|
LOW |
0.9150 |
|
0.618 |
0.9109 |
|
1.000 |
0.9084 |
|
1.618 |
0.9043 |
|
2.618 |
0.8977 |
|
4.250 |
0.8870 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9181 |
| PP |
0.9188 |
0.9163 |
| S1 |
0.9183 |
0.9146 |
|