CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9126 |
0.9075 |
-0.0051 |
-0.6% |
0.9162 |
| High |
0.9136 |
0.9107 |
-0.0029 |
-0.3% |
0.9216 |
| Low |
0.9062 |
0.9041 |
-0.0021 |
-0.2% |
0.9112 |
| Close |
0.9069 |
0.9099 |
0.0030 |
0.3% |
0.9162 |
| Range |
0.0075 |
0.0066 |
-0.0009 |
-11.4% |
0.0104 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
157,374 |
160,783 |
3,409 |
2.2% |
647,461 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9255 |
0.9135 |
|
| R3 |
0.9214 |
0.9189 |
0.9117 |
|
| R2 |
0.9148 |
0.9148 |
0.9111 |
|
| R1 |
0.9123 |
0.9123 |
0.9105 |
0.9136 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9088 |
| S1 |
0.9057 |
0.9057 |
0.9092 |
0.9070 |
| S2 |
0.9016 |
0.9016 |
0.9086 |
|
| S3 |
0.8950 |
0.8991 |
0.9080 |
|
| S4 |
0.8884 |
0.8925 |
0.9062 |
|
|
| 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 |
0.9041 |
0.0204 |
2.2% |
0.0075 |
0.8% |
28% |
False |
True |
161,592 |
| 10 |
0.9245 |
0.9041 |
0.0204 |
2.2% |
0.0073 |
0.8% |
28% |
False |
True |
152,582 |
| 20 |
0.9245 |
0.9021 |
0.0224 |
2.5% |
0.0071 |
0.8% |
35% |
False |
False |
147,212 |
| 40 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0070 |
0.8% |
70% |
False |
False |
142,565 |
| 60 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0070 |
0.8% |
70% |
False |
False |
133,424 |
| 80 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0070 |
0.8% |
70% |
False |
False |
100,855 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0070 |
0.8% |
62% |
False |
False |
80,736 |
| 120 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0070 |
0.8% |
62% |
False |
False |
67,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9388 |
|
2.618 |
0.9280 |
|
1.618 |
0.9214 |
|
1.000 |
0.9173 |
|
0.618 |
0.9148 |
|
HIGH |
0.9107 |
|
0.618 |
0.9082 |
|
0.500 |
0.9074 |
|
0.382 |
0.9066 |
|
LOW |
0.9041 |
|
0.618 |
0.9000 |
|
1.000 |
0.8975 |
|
1.618 |
0.8934 |
|
2.618 |
0.8868 |
|
4.250 |
0.8761 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9090 |
0.9143 |
| PP |
0.9082 |
0.9128 |
| S1 |
0.9074 |
0.9113 |
|