CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9188 |
0.9136 |
-0.0053 |
-0.6% |
0.9179 |
| High |
0.9194 |
0.9192 |
-0.0003 |
0.0% |
0.9220 |
| Low |
0.9130 |
0.9115 |
-0.0015 |
-0.2% |
0.9026 |
| Close |
0.9142 |
0.9184 |
0.0042 |
0.5% |
0.9166 |
| Range |
0.0065 |
0.0077 |
0.0012 |
18.6% |
0.0194 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.5% |
0.0000 |
| Volume |
119,634 |
132,361 |
12,727 |
10.6% |
765,806 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9393 |
0.9365 |
0.9226 |
|
| R3 |
0.9316 |
0.9288 |
0.9205 |
|
| R2 |
0.9240 |
0.9240 |
0.9198 |
|
| R1 |
0.9212 |
0.9212 |
0.9191 |
0.9226 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9170 |
| S1 |
0.9135 |
0.9135 |
0.9176 |
0.9149 |
| S2 |
0.9087 |
0.9087 |
0.9169 |
|
| S3 |
0.9010 |
0.9059 |
0.9162 |
|
| S4 |
0.8934 |
0.8982 |
0.9141 |
|
|
| 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 |
0.9072 |
0.0148 |
1.6% |
0.0074 |
0.8% |
76% |
False |
False |
153,312 |
| 10 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0075 |
0.8% |
81% |
False |
False |
147,642 |
| 20 |
0.9220 |
0.8971 |
0.0249 |
2.7% |
0.0068 |
0.7% |
86% |
False |
False |
143,278 |
| 40 |
0.9220 |
0.8761 |
0.0459 |
5.0% |
0.0070 |
0.8% |
92% |
False |
False |
144,594 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
90% |
False |
False |
118,743 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
90% |
False |
False |
89,234 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
77% |
False |
False |
71,442 |
| 120 |
0.9308 |
0.8736 |
0.0572 |
6.2% |
0.0068 |
0.7% |
78% |
False |
False |
59,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9517 |
|
2.618 |
0.9392 |
|
1.618 |
0.9315 |
|
1.000 |
0.9268 |
|
0.618 |
0.9239 |
|
HIGH |
0.9192 |
|
0.618 |
0.9162 |
|
0.500 |
0.9153 |
|
0.382 |
0.9144 |
|
LOW |
0.9115 |
|
0.618 |
0.9068 |
|
1.000 |
0.9039 |
|
1.618 |
0.8991 |
|
2.618 |
0.8915 |
|
4.250 |
0.8790 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9173 |
0.9178 |
| PP |
0.9163 |
0.9172 |
| S1 |
0.9153 |
0.9166 |
|