CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9159 |
0.9192 |
0.0033 |
0.4% |
0.9162 |
| High |
0.9181 |
0.9245 |
0.0064 |
0.7% |
0.9216 |
| Low |
0.9148 |
0.9107 |
-0.0041 |
-0.4% |
0.9112 |
| Close |
0.9175 |
0.9123 |
-0.0052 |
-0.6% |
0.9162 |
| Range |
0.0033 |
0.0138 |
0.0105 |
318.2% |
0.0104 |
| ATR |
0.0068 |
0.0073 |
0.0005 |
7.4% |
0.0000 |
| Volume |
93,113 |
253,936 |
160,823 |
172.7% |
647,461 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9572 |
0.9486 |
0.9199 |
|
| R3 |
0.9434 |
0.9348 |
0.9161 |
|
| R2 |
0.9296 |
0.9296 |
0.9148 |
|
| R1 |
0.9210 |
0.9210 |
0.9136 |
0.9184 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9145 |
| S1 |
0.9072 |
0.9072 |
0.9110 |
0.9046 |
| S2 |
0.9020 |
0.9020 |
0.9098 |
|
| S3 |
0.8882 |
0.8934 |
0.9085 |
|
| S4 |
0.8744 |
0.8796 |
0.9047 |
|
|
| 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 |
0.9245 |
0.9107 |
0.0138 |
1.5% |
0.0075 |
0.8% |
12% |
True |
True |
149,018 |
| 10 |
0.9245 |
0.9026 |
0.0219 |
2.4% |
0.0074 |
0.8% |
44% |
True |
False |
151,261 |
| 20 |
0.9245 |
0.9021 |
0.0224 |
2.4% |
0.0071 |
0.8% |
46% |
True |
False |
145,269 |
| 40 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0069 |
0.8% |
75% |
True |
False |
143,296 |
| 60 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0070 |
0.8% |
75% |
True |
False |
128,702 |
| 80 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0071 |
0.8% |
75% |
True |
False |
96,884 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0070 |
0.8% |
66% |
False |
False |
77,562 |
| 120 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0069 |
0.8% |
68% |
False |
False |
64,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9831 |
|
2.618 |
0.9606 |
|
1.618 |
0.9468 |
|
1.000 |
0.9383 |
|
0.618 |
0.9330 |
|
HIGH |
0.9245 |
|
0.618 |
0.9192 |
|
0.500 |
0.9176 |
|
0.382 |
0.9159 |
|
LOW |
0.9107 |
|
0.618 |
0.9021 |
|
1.000 |
0.8969 |
|
1.618 |
0.8883 |
|
2.618 |
0.8745 |
|
4.250 |
0.8520 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9176 |
0.9176 |
| PP |
0.9158 |
0.9158 |
| S1 |
0.9141 |
0.9141 |
|