CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 28-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.9176 |
0.9203 |
0.0027 |
0.3% |
0.9194 |
High |
0.9214 |
0.9221 |
0.0007 |
0.1% |
0.9256 |
Low |
0.9153 |
0.9189 |
0.0037 |
0.4% |
0.9153 |
Close |
0.9203 |
0.9216 |
0.0014 |
0.1% |
0.9203 |
Range |
0.0061 |
0.0032 |
-0.0030 |
-48.4% |
0.0104 |
ATR |
0.0069 |
0.0066 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
666 |
621 |
-45 |
-6.8% |
3,479 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9303 |
0.9291 |
0.9233 |
|
R3 |
0.9272 |
0.9260 |
0.9225 |
|
R2 |
0.9240 |
0.9240 |
0.9222 |
|
R1 |
0.9228 |
0.9228 |
0.9219 |
0.9234 |
PP |
0.9209 |
0.9209 |
0.9209 |
0.9212 |
S1 |
0.9197 |
0.9197 |
0.9213 |
0.9203 |
S2 |
0.9177 |
0.9177 |
0.9210 |
|
S3 |
0.9146 |
0.9165 |
0.9207 |
|
S4 |
0.9114 |
0.9134 |
0.9199 |
|
|
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 |
0.9235 |
0.9153 |
0.0083 |
0.9% |
0.0059 |
0.6% |
77% |
False |
False |
761 |
10 |
0.9260 |
0.9068 |
0.0193 |
2.1% |
0.0069 |
0.7% |
77% |
False |
False |
828 |
20 |
0.9260 |
0.9062 |
0.0199 |
2.2% |
0.0064 |
0.7% |
78% |
False |
False |
668 |
40 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0066 |
0.7% |
90% |
False |
False |
413 |
60 |
0.9260 |
0.8800 |
0.0460 |
5.0% |
0.0063 |
0.7% |
90% |
False |
False |
292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9354 |
2.618 |
0.9303 |
1.618 |
0.9271 |
1.000 |
0.9252 |
0.618 |
0.9240 |
HIGH |
0.9221 |
0.618 |
0.9208 |
0.500 |
0.9205 |
0.382 |
0.9201 |
LOW |
0.9189 |
0.618 |
0.9170 |
1.000 |
0.9158 |
1.618 |
0.9138 |
2.618 |
0.9107 |
4.250 |
0.9055 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9212 |
0.9209 |
PP |
0.9209 |
0.9201 |
S1 |
0.9205 |
0.9194 |
|