CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9052 |
0.9071 |
0.0019 |
0.2% |
0.9243 |
| High |
0.9086 |
0.9129 |
0.0043 |
0.5% |
0.9248 |
| Low |
0.9006 |
0.8982 |
-0.0025 |
-0.3% |
0.8982 |
| Close |
0.9046 |
0.9020 |
-0.0026 |
-0.3% |
0.9020 |
| Range |
0.0080 |
0.0147 |
0.0067 |
83.8% |
0.0267 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
5.2% |
0.0000 |
| Volume |
226,065 |
57,115 |
-168,950 |
-74.7% |
949,129 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9484 |
0.9399 |
0.9101 |
|
| R3 |
0.9337 |
0.9252 |
0.9060 |
|
| R2 |
0.9190 |
0.9190 |
0.9047 |
|
| R1 |
0.9105 |
0.9105 |
0.9033 |
0.9074 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9028 |
| S1 |
0.8958 |
0.8958 |
0.9007 |
0.8927 |
| S2 |
0.8896 |
0.8896 |
0.8993 |
|
| S3 |
0.8749 |
0.8811 |
0.8980 |
|
| S4 |
0.8602 |
0.8664 |
0.8939 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9883 |
0.9718 |
0.9167 |
|
| R3 |
0.9616 |
0.9451 |
0.9093 |
|
| R2 |
0.9350 |
0.9350 |
0.9069 |
|
| R1 |
0.9185 |
0.9185 |
0.9044 |
0.9134 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9058 |
| S1 |
0.8918 |
0.8918 |
0.8996 |
0.8868 |
| S2 |
0.8817 |
0.8817 |
0.8971 |
|
| S3 |
0.8550 |
0.8652 |
0.8947 |
|
| S4 |
0.8284 |
0.8385 |
0.8873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9248 |
0.8982 |
0.0267 |
3.0% |
0.0098 |
1.1% |
14% |
False |
True |
189,825 |
| 10 |
0.9321 |
0.8982 |
0.0340 |
3.8% |
0.0096 |
1.1% |
11% |
False |
True |
211,314 |
| 20 |
0.9321 |
0.8982 |
0.0340 |
3.8% |
0.0085 |
0.9% |
11% |
False |
True |
181,948 |
| 40 |
0.9321 |
0.8933 |
0.0388 |
4.3% |
0.0077 |
0.9% |
22% |
False |
False |
161,103 |
| 60 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0073 |
0.8% |
46% |
False |
False |
155,196 |
| 80 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0073 |
0.8% |
46% |
False |
False |
127,156 |
| 100 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0072 |
0.8% |
46% |
False |
False |
101,834 |
| 120 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0072 |
0.8% |
46% |
False |
False |
84,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9753 |
|
2.618 |
0.9513 |
|
1.618 |
0.9366 |
|
1.000 |
0.9276 |
|
0.618 |
0.9219 |
|
HIGH |
0.9129 |
|
0.618 |
0.9072 |
|
0.500 |
0.9055 |
|
0.382 |
0.9038 |
|
LOW |
0.8982 |
|
0.618 |
0.8891 |
|
1.000 |
0.8835 |
|
1.618 |
0.8744 |
|
2.618 |
0.8597 |
|
4.250 |
0.8357 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9055 |
0.9055 |
| PP |
0.9043 |
0.9043 |
| S1 |
0.9032 |
0.9032 |
|