CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.9165 |
0.9227 |
0.0063 |
0.7% |
0.9205 |
High |
0.9232 |
0.9235 |
0.0004 |
0.0% |
0.9260 |
Low |
0.9156 |
0.9173 |
0.0017 |
0.2% |
0.9068 |
Close |
0.9225 |
0.9182 |
-0.0043 |
-0.5% |
0.9207 |
Range |
0.0076 |
0.0063 |
-0.0014 |
-17.8% |
0.0193 |
ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
743 |
1,231 |
488 |
65.7% |
4,636 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9384 |
0.9346 |
0.9216 |
|
R3 |
0.9322 |
0.9283 |
0.9199 |
|
R2 |
0.9259 |
0.9259 |
0.9193 |
|
R1 |
0.9221 |
0.9221 |
0.9188 |
0.9209 |
PP |
0.9197 |
0.9197 |
0.9197 |
0.9191 |
S1 |
0.9158 |
0.9158 |
0.9176 |
0.9146 |
S2 |
0.9134 |
0.9134 |
0.9171 |
|
S3 |
0.9072 |
0.9096 |
0.9165 |
|
S4 |
0.9009 |
0.9033 |
0.9148 |
|
|
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 |
0.9156 |
0.0105 |
1.1% |
0.0070 |
0.8% |
25% |
False |
False |
921 |
10 |
0.9260 |
0.9068 |
0.0193 |
2.1% |
0.0069 |
0.8% |
59% |
False |
False |
902 |
20 |
0.9260 |
0.9044 |
0.0216 |
2.4% |
0.0064 |
0.7% |
64% |
False |
False |
646 |
40 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0067 |
0.7% |
83% |
False |
False |
387 |
60 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0063 |
0.7% |
83% |
False |
False |
271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9501 |
2.618 |
0.9399 |
1.618 |
0.9336 |
1.000 |
0.9298 |
0.618 |
0.9274 |
HIGH |
0.9235 |
0.618 |
0.9211 |
0.500 |
0.9204 |
0.382 |
0.9196 |
LOW |
0.9173 |
0.618 |
0.9134 |
1.000 |
0.9110 |
1.618 |
0.9071 |
2.618 |
0.9009 |
4.250 |
0.8907 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9204 |
0.9195 |
PP |
0.9197 |
0.9191 |
S1 |
0.9189 |
0.9186 |
|