CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9203 |
0.9159 |
-0.0044 |
-0.5% |
0.9159 |
| High |
0.9226 |
0.9260 |
0.0035 |
0.4% |
0.9245 |
| Low |
0.9145 |
0.9156 |
0.0011 |
0.1% |
0.9041 |
| Close |
0.9152 |
0.9206 |
0.0054 |
0.6% |
0.9077 |
| Range |
0.0081 |
0.0104 |
0.0024 |
29.2% |
0.0204 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.8% |
0.0000 |
| Volume |
207,177 |
229,295 |
22,118 |
10.7% |
826,024 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9466 |
0.9263 |
|
| R3 |
0.9415 |
0.9362 |
0.9234 |
|
| R2 |
0.9311 |
0.9311 |
0.9225 |
|
| R1 |
0.9258 |
0.9258 |
0.9215 |
0.9285 |
| PP |
0.9207 |
0.9207 |
0.9207 |
0.9220 |
| S1 |
0.9154 |
0.9154 |
0.9196 |
0.9181 |
| S2 |
0.9103 |
0.9103 |
0.9186 |
|
| S3 |
0.8999 |
0.9050 |
0.9177 |
|
| S4 |
0.8895 |
0.8946 |
0.9148 |
|
|
| 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 |
0.9260 |
0.9041 |
0.0219 |
2.4% |
0.0088 |
1.0% |
75% |
True |
False |
208,315 |
| 10 |
0.9260 |
0.9041 |
0.0219 |
2.4% |
0.0081 |
0.9% |
75% |
True |
False |
181,167 |
| 20 |
0.9260 |
0.9026 |
0.0234 |
2.5% |
0.0078 |
0.8% |
77% |
True |
False |
164,405 |
| 40 |
0.9260 |
0.8827 |
0.0433 |
4.7% |
0.0073 |
0.8% |
87% |
True |
False |
150,006 |
| 60 |
0.9260 |
0.8761 |
0.0500 |
5.4% |
0.0071 |
0.8% |
89% |
True |
False |
146,443 |
| 80 |
0.9260 |
0.8761 |
0.0500 |
5.4% |
0.0072 |
0.8% |
89% |
True |
False |
111,790 |
| 100 |
0.9292 |
0.8761 |
0.0531 |
5.8% |
0.0070 |
0.8% |
84% |
False |
False |
89,529 |
| 120 |
0.9308 |
0.8761 |
0.0548 |
5.9% |
0.0070 |
0.8% |
81% |
False |
False |
74,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9702 |
|
2.618 |
0.9532 |
|
1.618 |
0.9428 |
|
1.000 |
0.9364 |
|
0.618 |
0.9324 |
|
HIGH |
0.9260 |
|
0.618 |
0.9220 |
|
0.500 |
0.9208 |
|
0.382 |
0.9196 |
|
LOW |
0.9156 |
|
0.618 |
0.9092 |
|
1.000 |
0.9052 |
|
1.618 |
0.8988 |
|
2.618 |
0.8884 |
|
4.250 |
0.8714 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9208 |
0.9197 |
| PP |
0.9207 |
0.9189 |
| S1 |
0.9206 |
0.9181 |
|