CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9119 |
0.0019 |
0.2% |
0.9159 |
| High |
0.9134 |
0.9212 |
0.0078 |
0.9% |
0.9245 |
| Low |
0.9055 |
0.9102 |
0.0047 |
0.5% |
0.9041 |
| Close |
0.9077 |
0.9210 |
0.0133 |
1.5% |
0.9077 |
| Range |
0.0079 |
0.0110 |
0.0031 |
39.5% |
0.0204 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
6.1% |
0.0000 |
| Volume |
160,818 |
283,502 |
122,684 |
76.3% |
826,024 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9466 |
0.9270 |
|
| R3 |
0.9393 |
0.9356 |
0.9240 |
|
| R2 |
0.9284 |
0.9284 |
0.9230 |
|
| R1 |
0.9247 |
0.9247 |
0.9220 |
0.9265 |
| PP |
0.9174 |
0.9174 |
0.9174 |
0.9184 |
| S1 |
0.9137 |
0.9137 |
0.9199 |
0.9156 |
| S2 |
0.9065 |
0.9065 |
0.9189 |
|
| S3 |
0.8955 |
0.9028 |
0.9179 |
|
| S4 |
0.8846 |
0.8918 |
0.9149 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9731 |
0.9607 |
0.9188 |
|
| R3 |
0.9528 |
0.9404 |
0.9132 |
|
| R2 |
0.9324 |
0.9324 |
0.9114 |
|
| R1 |
0.9200 |
0.9200 |
0.9095 |
0.9161 |
| PP |
0.9121 |
0.9121 |
0.9121 |
0.9101 |
| S1 |
0.8997 |
0.8997 |
0.9058 |
0.8957 |
| S2 |
0.8917 |
0.8917 |
0.9039 |
|
| S3 |
0.8714 |
0.8793 |
0.9021 |
|
| S4 |
0.8510 |
0.8590 |
0.8965 |
|
|
| 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% |
0.0093 |
1.0% |
83% |
False |
False |
203,282 |
| 10 |
0.9245 |
0.9041 |
0.0204 |
2.2% |
0.0077 |
0.8% |
83% |
False |
False |
162,720 |
| 20 |
0.9245 |
0.9026 |
0.0219 |
2.4% |
0.0074 |
0.8% |
84% |
False |
False |
158,630 |
| 40 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0072 |
0.8% |
93% |
False |
False |
146,577 |
| 60 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0070 |
0.8% |
93% |
False |
False |
140,091 |
| 80 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0071 |
0.8% |
93% |
False |
False |
106,395 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
5.9% |
0.0070 |
0.8% |
82% |
False |
False |
85,173 |
| 120 |
0.9308 |
0.8761 |
0.0548 |
5.9% |
0.0070 |
0.8% |
82% |
False |
False |
71,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9677 |
|
2.618 |
0.9498 |
|
1.618 |
0.9389 |
|
1.000 |
0.9321 |
|
0.618 |
0.9279 |
|
HIGH |
0.9212 |
|
0.618 |
0.9170 |
|
0.500 |
0.9157 |
|
0.382 |
0.9144 |
|
LOW |
0.9102 |
|
0.618 |
0.9034 |
|
1.000 |
0.8993 |
|
1.618 |
0.8925 |
|
2.618 |
0.8815 |
|
4.250 |
0.8637 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9192 |
0.9182 |
| PP |
0.9174 |
0.9154 |
| S1 |
0.9157 |
0.9126 |
|