CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9135 |
0.9159 |
0.0024 |
0.3% |
0.9162 |
| High |
0.9174 |
0.9181 |
0.0007 |
0.1% |
0.9216 |
| Low |
0.9112 |
0.9148 |
0.0036 |
0.4% |
0.9112 |
| Close |
0.9162 |
0.9175 |
0.0014 |
0.1% |
0.9162 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-46.3% |
0.0104 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
142,758 |
93,113 |
-49,645 |
-34.8% |
647,461 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9267 |
0.9254 |
0.9193 |
|
| R3 |
0.9234 |
0.9221 |
0.9184 |
|
| R2 |
0.9201 |
0.9201 |
0.9181 |
|
| R1 |
0.9188 |
0.9188 |
0.9178 |
0.9194 |
| PP |
0.9168 |
0.9168 |
0.9168 |
0.9171 |
| S1 |
0.9155 |
0.9155 |
0.9172 |
0.9161 |
| S2 |
0.9135 |
0.9135 |
0.9169 |
|
| S3 |
0.9102 |
0.9122 |
0.9166 |
|
| S4 |
0.9069 |
0.9089 |
0.9157 |
|
|
| 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 |
0.9196 |
0.9112 |
0.0084 |
0.9% |
0.0060 |
0.7% |
75% |
False |
False |
122,157 |
| 10 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0071 |
0.8% |
77% |
False |
False |
139,160 |
| 20 |
0.9220 |
0.9021 |
0.0199 |
2.2% |
0.0067 |
0.7% |
78% |
False |
False |
139,920 |
| 40 |
0.9220 |
0.8761 |
0.0459 |
5.0% |
0.0068 |
0.7% |
90% |
False |
False |
140,049 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0068 |
0.7% |
89% |
False |
False |
124,502 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
89% |
False |
False |
93,713 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
76% |
False |
False |
75,026 |
| 120 |
0.9308 |
0.8736 |
0.0572 |
6.2% |
0.0068 |
0.7% |
77% |
False |
False |
62,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9321 |
|
2.618 |
0.9267 |
|
1.618 |
0.9234 |
|
1.000 |
0.9214 |
|
0.618 |
0.9201 |
|
HIGH |
0.9181 |
|
0.618 |
0.9168 |
|
0.500 |
0.9164 |
|
0.382 |
0.9160 |
|
LOW |
0.9148 |
|
0.618 |
0.9127 |
|
1.000 |
0.9115 |
|
1.618 |
0.9094 |
|
2.618 |
0.9061 |
|
4.250 |
0.9007 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9168 |
| PP |
0.9168 |
0.9161 |
| S1 |
0.9164 |
0.9154 |
|