CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9135 |
-0.0051 |
-0.6% |
0.9162 |
| High |
0.9196 |
0.9174 |
-0.0023 |
-0.2% |
0.9216 |
| Low |
0.9132 |
0.9112 |
-0.0020 |
-0.2% |
0.9112 |
| Close |
0.9141 |
0.9162 |
0.0021 |
0.2% |
0.9162 |
| Range |
0.0064 |
0.0062 |
-0.0003 |
-3.9% |
0.0104 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
122,923 |
142,758 |
19,835 |
16.1% |
647,461 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9334 |
0.9309 |
0.9195 |
|
| R3 |
0.9272 |
0.9248 |
0.9178 |
|
| R2 |
0.9211 |
0.9211 |
0.9173 |
|
| R1 |
0.9186 |
0.9186 |
0.9167 |
0.9198 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9155 |
| S1 |
0.9125 |
0.9125 |
0.9156 |
0.9137 |
| S2 |
0.9088 |
0.9088 |
0.9150 |
|
| S3 |
0.9026 |
0.9063 |
0.9145 |
|
| S4 |
0.8965 |
0.9002 |
0.9128 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9422 |
0.9219 |
|
| R3 |
0.9371 |
0.9318 |
0.9190 |
|
| R2 |
0.9267 |
0.9267 |
0.9181 |
|
| R1 |
0.9214 |
0.9214 |
0.9171 |
0.9189 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9150 |
| S1 |
0.9110 |
0.9110 |
0.9152 |
0.9085 |
| S2 |
0.9059 |
0.9059 |
0.9142 |
|
| S3 |
0.8955 |
0.9006 |
0.9133 |
|
| S4 |
0.8851 |
0.8902 |
0.9104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9216 |
0.9112 |
0.0104 |
1.1% |
0.0067 |
0.7% |
48% |
False |
True |
129,492 |
| 10 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0073 |
0.8% |
70% |
False |
False |
141,326 |
| 20 |
0.9220 |
0.9021 |
0.0199 |
2.2% |
0.0068 |
0.7% |
71% |
False |
False |
141,018 |
| 40 |
0.9220 |
0.8761 |
0.0459 |
5.0% |
0.0069 |
0.8% |
87% |
False |
False |
141,794 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
86% |
False |
False |
123,050 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
86% |
False |
False |
92,553 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
73% |
False |
False |
74,096 |
| 120 |
0.9308 |
0.8736 |
0.0572 |
6.2% |
0.0069 |
0.7% |
74% |
False |
False |
61,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9435 |
|
2.618 |
0.9335 |
|
1.618 |
0.9273 |
|
1.000 |
0.9235 |
|
0.618 |
0.9212 |
|
HIGH |
0.9174 |
|
0.618 |
0.9150 |
|
0.500 |
0.9143 |
|
0.382 |
0.9135 |
|
LOW |
0.9112 |
|
0.618 |
0.9074 |
|
1.000 |
0.9051 |
|
1.618 |
0.9012 |
|
2.618 |
0.8951 |
|
4.250 |
0.8851 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9159 |
| PP |
0.9149 |
0.9157 |
| S1 |
0.9143 |
0.9154 |
|