CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.9221 |
0.9165 |
-0.0056 |
-0.6% |
0.9205 |
High |
0.9235 |
0.9232 |
-0.0003 |
0.0% |
0.9260 |
Low |
0.9171 |
0.9156 |
-0.0016 |
-0.2% |
0.9068 |
Close |
0.9182 |
0.9225 |
0.0043 |
0.5% |
0.9207 |
Range |
0.0064 |
0.0076 |
0.0013 |
19.7% |
0.0193 |
ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
Volume |
548 |
743 |
195 |
35.6% |
4,636 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9432 |
0.9404 |
0.9266 |
|
R3 |
0.9356 |
0.9328 |
0.9245 |
|
R2 |
0.9280 |
0.9280 |
0.9238 |
|
R1 |
0.9252 |
0.9252 |
0.9231 |
0.9266 |
PP |
0.9204 |
0.9204 |
0.9204 |
0.9211 |
S1 |
0.9176 |
0.9176 |
0.9218 |
0.9190 |
S2 |
0.9128 |
0.9128 |
0.9211 |
|
S3 |
0.9052 |
0.9100 |
0.9204 |
|
S4 |
0.8976 |
0.9024 |
0.9183 |
|
|
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 |
0.9113 |
0.0147 |
1.6% |
0.0072 |
0.8% |
76% |
False |
False |
963 |
10 |
0.9260 |
0.9068 |
0.0193 |
2.1% |
0.0072 |
0.8% |
82% |
False |
False |
896 |
20 |
0.9260 |
0.9012 |
0.0249 |
2.7% |
0.0065 |
0.7% |
86% |
False |
False |
605 |
40 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0066 |
0.7% |
92% |
False |
False |
357 |
60 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0063 |
0.7% |
92% |
False |
False |
251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9555 |
2.618 |
0.9430 |
1.618 |
0.9354 |
1.000 |
0.9308 |
0.618 |
0.9278 |
HIGH |
0.9232 |
0.618 |
0.9202 |
0.500 |
0.9194 |
0.382 |
0.9185 |
LOW |
0.9156 |
0.618 |
0.9109 |
1.000 |
0.9080 |
1.618 |
0.9033 |
2.618 |
0.8957 |
4.250 |
0.8833 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9214 |
0.9218 |
PP |
0.9204 |
0.9212 |
S1 |
0.9194 |
0.9206 |
|