CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9186 |
0.0051 |
0.6% |
0.9179 |
| High |
0.9192 |
0.9196 |
0.0005 |
0.0% |
0.9220 |
| Low |
0.9115 |
0.9132 |
0.0017 |
0.2% |
0.9026 |
| Close |
0.9184 |
0.9141 |
-0.0043 |
-0.5% |
0.9166 |
| Range |
0.0077 |
0.0064 |
-0.0013 |
-16.3% |
0.0194 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
132,361 |
122,923 |
-9,438 |
-7.1% |
765,806 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9309 |
0.9176 |
|
| R3 |
0.9284 |
0.9245 |
0.9159 |
|
| R2 |
0.9220 |
0.9220 |
0.9153 |
|
| R1 |
0.9181 |
0.9181 |
0.9147 |
0.9169 |
| PP |
0.9156 |
0.9156 |
0.9156 |
0.9150 |
| S1 |
0.9117 |
0.9117 |
0.9135 |
0.9105 |
| S2 |
0.9092 |
0.9092 |
0.9129 |
|
| S3 |
0.9028 |
0.9053 |
0.9123 |
|
| S4 |
0.8964 |
0.8989 |
0.9106 |
|
|
| 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 |
0.9115 |
0.0105 |
1.1% |
0.0071 |
0.8% |
25% |
False |
False |
143,572 |
| 10 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0073 |
0.8% |
59% |
False |
False |
142,798 |
| 20 |
0.9220 |
0.9003 |
0.0217 |
2.4% |
0.0068 |
0.7% |
64% |
False |
False |
141,141 |
| 40 |
0.9220 |
0.8761 |
0.0459 |
5.0% |
0.0070 |
0.8% |
83% |
False |
False |
143,294 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
81% |
False |
False |
120,731 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
81% |
False |
False |
90,770 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
69% |
False |
False |
72,671 |
| 120 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0068 |
0.7% |
71% |
False |
False |
60,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9468 |
|
2.618 |
0.9364 |
|
1.618 |
0.9300 |
|
1.000 |
0.9260 |
|
0.618 |
0.9236 |
|
HIGH |
0.9196 |
|
0.618 |
0.9172 |
|
0.500 |
0.9164 |
|
0.382 |
0.9156 |
|
LOW |
0.9132 |
|
0.618 |
0.9092 |
|
1.000 |
0.9068 |
|
1.618 |
0.9028 |
|
2.618 |
0.8964 |
|
4.250 |
0.8860 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9164 |
0.9156 |
| PP |
0.9156 |
0.9151 |
| S1 |
0.9149 |
0.9146 |
|