CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9227 |
0.9176 |
-0.0051 |
-0.6% |
0.9194 |
| High |
0.9235 |
0.9214 |
-0.0022 |
-0.2% |
0.9256 |
| Low |
0.9173 |
0.9153 |
-0.0020 |
-0.2% |
0.9153 |
| Close |
0.9182 |
0.9203 |
0.0021 |
0.2% |
0.9203 |
| Range |
0.0063 |
0.0061 |
-0.0002 |
-2.4% |
0.0104 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,231 |
666 |
-565 |
-45.9% |
3,479 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9373 |
0.9349 |
0.9236 |
|
| R3 |
0.9312 |
0.9288 |
0.9219 |
|
| R2 |
0.9251 |
0.9251 |
0.9214 |
|
| R1 |
0.9227 |
0.9227 |
0.9208 |
0.9239 |
| PP |
0.9190 |
0.9190 |
0.9190 |
0.9196 |
| S1 |
0.9166 |
0.9166 |
0.9197 |
0.9178 |
| S2 |
0.9129 |
0.9129 |
0.9191 |
|
| S3 |
0.9068 |
0.9105 |
0.9186 |
|
| S4 |
0.9007 |
0.9044 |
0.9169 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9514 |
0.9462 |
0.9259 |
|
| R3 |
0.9411 |
0.9358 |
0.9231 |
|
| R2 |
0.9307 |
0.9307 |
0.9221 |
|
| R1 |
0.9255 |
0.9255 |
0.9212 |
0.9281 |
| PP |
0.9204 |
0.9204 |
0.9204 |
0.9217 |
| S1 |
0.9151 |
0.9151 |
0.9193 |
0.9178 |
| S2 |
0.9100 |
0.9100 |
0.9184 |
|
| S3 |
0.8997 |
0.9048 |
0.9174 |
|
| S4 |
0.8893 |
0.8944 |
0.9146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9256 |
0.9153 |
0.0104 |
1.1% |
0.0065 |
0.7% |
48% |
False |
True |
695 |
| 10 |
0.9260 |
0.9068 |
0.0193 |
2.1% |
0.0070 |
0.8% |
70% |
False |
False |
811 |
| 20 |
0.9260 |
0.9062 |
0.0199 |
2.2% |
0.0064 |
0.7% |
71% |
False |
False |
644 |
| 40 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0067 |
0.7% |
88% |
False |
False |
398 |
| 60 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0064 |
0.7% |
88% |
False |
False |
282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9473 |
|
2.618 |
0.9373 |
|
1.618 |
0.9312 |
|
1.000 |
0.9275 |
|
0.618 |
0.9251 |
|
HIGH |
0.9214 |
|
0.618 |
0.9190 |
|
0.500 |
0.9183 |
|
0.382 |
0.9176 |
|
LOW |
0.9153 |
|
0.618 |
0.9115 |
|
1.000 |
0.9092 |
|
1.618 |
0.9054 |
|
2.618 |
0.8993 |
|
4.250 |
0.8893 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9196 |
0.9200 |
| PP |
0.9190 |
0.9197 |
| S1 |
0.9183 |
0.9194 |
|