CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.9081 |
0.9052 |
-0.0029 |
-0.3% |
0.9119 |
High |
0.9101 |
0.9086 |
-0.0015 |
-0.2% |
0.9321 |
Low |
0.9036 |
0.9006 |
-0.0030 |
-0.3% |
0.9102 |
Close |
0.9038 |
0.9046 |
0.0009 |
0.1% |
0.9279 |
Range |
0.0065 |
0.0080 |
0.0015 |
23.1% |
0.0219 |
ATR |
0.0085 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
Volume |
247,249 |
226,065 |
-21,184 |
-8.6% |
1,003,200 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9286 |
0.9246 |
0.9090 |
|
R3 |
0.9206 |
0.9166 |
0.9068 |
|
R2 |
0.9126 |
0.9126 |
0.9061 |
|
R1 |
0.9086 |
0.9086 |
0.9053 |
0.9066 |
PP |
0.9046 |
0.9046 |
0.9046 |
0.9036 |
S1 |
0.9006 |
0.9006 |
0.9039 |
0.8986 |
S2 |
0.8966 |
0.8966 |
0.9031 |
|
S3 |
0.8886 |
0.8926 |
0.9024 |
|
S4 |
0.8806 |
0.8846 |
0.9002 |
|
|
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 |
0.9006 |
0.0315 |
3.5% |
0.0089 |
1.0% |
13% |
False |
True |
235,048 |
10 |
0.9321 |
0.9006 |
0.0315 |
3.5% |
0.0088 |
1.0% |
13% |
False |
True |
221,681 |
20 |
0.9321 |
0.9006 |
0.0315 |
3.5% |
0.0081 |
0.9% |
13% |
False |
True |
187,674 |
40 |
0.9321 |
0.8917 |
0.0404 |
4.5% |
0.0076 |
0.8% |
32% |
False |
False |
163,942 |
60 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0072 |
0.8% |
51% |
False |
False |
156,125 |
80 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0072 |
0.8% |
51% |
False |
False |
126,445 |
100 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0072 |
0.8% |
51% |
False |
False |
101,264 |
120 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
51% |
False |
False |
84,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9426 |
2.618 |
0.9295 |
1.618 |
0.9215 |
1.000 |
0.9166 |
0.618 |
0.9135 |
HIGH |
0.9086 |
0.618 |
0.9055 |
0.500 |
0.9046 |
0.382 |
0.9037 |
LOW |
0.9006 |
0.618 |
0.8957 |
1.000 |
0.8926 |
1.618 |
0.8877 |
2.618 |
0.8797 |
4.250 |
0.8666 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9046 |
0.9081 |
PP |
0.9046 |
0.9069 |
S1 |
0.9046 |
0.9058 |
|