CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.9194 |
0.9221 |
0.0027 |
0.3% |
0.9205 |
High |
0.9256 |
0.9235 |
-0.0022 |
-0.2% |
0.9260 |
Low |
0.9192 |
0.9171 |
-0.0021 |
-0.2% |
0.9068 |
Close |
0.9240 |
0.9182 |
-0.0058 |
-0.6% |
0.9207 |
Range |
0.0064 |
0.0064 |
-0.0001 |
-0.8% |
0.0193 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
Volume |
291 |
548 |
257 |
88.3% |
4,636 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9386 |
0.9348 |
0.9217 |
|
R3 |
0.9323 |
0.9284 |
0.9199 |
|
R2 |
0.9259 |
0.9259 |
0.9194 |
|
R1 |
0.9221 |
0.9221 |
0.9188 |
0.9208 |
PP |
0.9196 |
0.9196 |
0.9196 |
0.9190 |
S1 |
0.9157 |
0.9157 |
0.9176 |
0.9145 |
S2 |
0.9132 |
0.9132 |
0.9170 |
|
S3 |
0.9069 |
0.9094 |
0.9165 |
|
S4 |
0.9005 |
0.9030 |
0.9147 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9756 |
0.9674 |
0.9312 |
|
R3 |
0.9563 |
0.9481 |
0.9259 |
|
R2 |
0.9371 |
0.9371 |
0.9242 |
|
R1 |
0.9289 |
0.9289 |
0.9224 |
0.9330 |
PP |
0.9178 |
0.9178 |
0.9178 |
0.9199 |
S1 |
0.9096 |
0.9096 |
0.9189 |
0.9137 |
S2 |
0.8986 |
0.8986 |
0.9171 |
|
S3 |
0.8793 |
0.8904 |
0.9154 |
|
S4 |
0.8601 |
0.8711 |
0.9101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9260 |
0.9068 |
0.0193 |
2.1% |
0.0072 |
0.8% |
59% |
False |
False |
889 |
10 |
0.9260 |
0.9068 |
0.0193 |
2.1% |
0.0069 |
0.8% |
59% |
False |
False |
889 |
20 |
0.9260 |
0.8975 |
0.0285 |
3.1% |
0.0066 |
0.7% |
73% |
False |
False |
572 |
40 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0066 |
0.7% |
83% |
False |
False |
340 |
60 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0062 |
0.7% |
83% |
False |
False |
238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9504 |
2.618 |
0.9401 |
1.618 |
0.9337 |
1.000 |
0.9298 |
0.618 |
0.9274 |
HIGH |
0.9235 |
0.618 |
0.9210 |
0.500 |
0.9203 |
0.382 |
0.9195 |
LOW |
0.9171 |
0.618 |
0.9132 |
1.000 |
0.9108 |
1.618 |
0.9068 |
2.618 |
0.9005 |
4.250 |
0.8901 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9203 |
0.9216 |
PP |
0.9196 |
0.9204 |
S1 |
0.9189 |
0.9193 |
|