CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9228 |
0.9243 |
0.0016 |
0.2% |
0.9119 |
| High |
0.9321 |
0.9248 |
-0.0073 |
-0.8% |
0.9321 |
| Low |
0.9221 |
0.9134 |
-0.0087 |
-0.9% |
0.9102 |
| Close |
0.9279 |
0.9148 |
-0.0131 |
-1.4% |
0.9279 |
| Range |
0.0101 |
0.0114 |
0.0014 |
13.4% |
0.0219 |
| ATR |
0.0082 |
0.0087 |
0.0004 |
5.4% |
0.0000 |
| Volume |
283,226 |
187,788 |
-95,438 |
-33.7% |
1,003,200 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9447 |
0.9211 |
|
| R3 |
0.9405 |
0.9333 |
0.9179 |
|
| R2 |
0.9291 |
0.9291 |
0.9169 |
|
| R1 |
0.9219 |
0.9219 |
0.9158 |
0.9198 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9166 |
| S1 |
0.9105 |
0.9105 |
0.9138 |
0.9084 |
| S2 |
0.9063 |
0.9063 |
0.9127 |
|
| S3 |
0.8949 |
0.8991 |
0.9117 |
|
| S4 |
0.8835 |
0.8877 |
0.9085 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9893 |
0.9805 |
0.9400 |
|
| R3 |
0.9673 |
0.9586 |
0.9339 |
|
| R2 |
0.9454 |
0.9454 |
0.9319 |
|
| R1 |
0.9366 |
0.9366 |
0.9299 |
0.9410 |
| PP |
0.9234 |
0.9234 |
0.9234 |
0.9256 |
| S1 |
0.9147 |
0.9147 |
0.9259 |
0.9191 |
| S2 |
0.9015 |
0.9015 |
0.9239 |
|
| S3 |
0.8795 |
0.8927 |
0.9219 |
|
| S4 |
0.8576 |
0.8708 |
0.9158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9321 |
0.9102 |
0.0219 |
2.4% |
0.0102 |
1.1% |
21% |
False |
False |
238,197 |
| 10 |
0.9321 |
0.9041 |
0.0280 |
3.1% |
0.0090 |
1.0% |
38% |
False |
False |
201,701 |
| 20 |
0.9321 |
0.9026 |
0.0295 |
3.2% |
0.0082 |
0.9% |
41% |
False |
False |
171,513 |
| 40 |
0.9321 |
0.8884 |
0.0438 |
4.8% |
0.0074 |
0.8% |
60% |
False |
False |
155,186 |
| 60 |
0.9321 |
0.8761 |
0.0561 |
6.1% |
0.0071 |
0.8% |
69% |
False |
False |
150,641 |
| 80 |
0.9321 |
0.8761 |
0.0561 |
6.1% |
0.0072 |
0.8% |
69% |
False |
False |
117,657 |
| 100 |
0.9321 |
0.8761 |
0.0561 |
6.1% |
0.0071 |
0.8% |
69% |
False |
False |
94,234 |
| 120 |
0.9321 |
0.8761 |
0.0561 |
6.1% |
0.0071 |
0.8% |
69% |
False |
False |
78,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9733 |
|
2.618 |
0.9546 |
|
1.618 |
0.9432 |
|
1.000 |
0.9362 |
|
0.618 |
0.9318 |
|
HIGH |
0.9248 |
|
0.618 |
0.9204 |
|
0.500 |
0.9191 |
|
0.382 |
0.9178 |
|
LOW |
0.9134 |
|
0.618 |
0.9064 |
|
1.000 |
0.9020 |
|
1.618 |
0.8950 |
|
2.618 |
0.8836 |
|
4.250 |
0.8650 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9228 |
| PP |
0.9177 |
0.9201 |
| S1 |
0.9162 |
0.9175 |
|