CME Japanese Yen Future December 2017
Trading Metrics calculated at close of trading on 29-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.9203 |
0.9240 |
0.0038 |
0.4% |
0.9194 |
High |
0.9221 |
0.9286 |
0.0065 |
0.7% |
0.9256 |
Low |
0.9189 |
0.9148 |
-0.0042 |
-0.5% |
0.9153 |
Close |
0.9216 |
0.9165 |
-0.0052 |
-0.6% |
0.9203 |
Range |
0.0032 |
0.0138 |
0.0107 |
338.1% |
0.0104 |
ATR |
0.0066 |
0.0071 |
0.0005 |
7.7% |
0.0000 |
Volume |
621 |
2,360 |
1,739 |
280.0% |
3,479 |
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9613 |
0.9527 |
0.9240 |
|
R3 |
0.9475 |
0.9389 |
0.9202 |
|
R2 |
0.9337 |
0.9337 |
0.9190 |
|
R1 |
0.9251 |
0.9251 |
0.9177 |
0.9225 |
PP |
0.9199 |
0.9199 |
0.9199 |
0.9186 |
S1 |
0.9113 |
0.9113 |
0.9152 |
0.9087 |
S2 |
0.9061 |
0.9061 |
0.9139 |
|
S3 |
0.8923 |
0.8975 |
0.9127 |
|
S4 |
0.8785 |
0.8837 |
0.9089 |
|
|
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 |
0.9286 |
0.9148 |
0.0138 |
1.5% |
0.0074 |
0.8% |
12% |
True |
True |
1,124 |
10 |
0.9286 |
0.9068 |
0.0218 |
2.4% |
0.0073 |
0.8% |
44% |
True |
False |
1,006 |
20 |
0.9286 |
0.9062 |
0.0224 |
2.4% |
0.0068 |
0.7% |
46% |
True |
False |
781 |
40 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0067 |
0.7% |
75% |
True |
False |
471 |
60 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0065 |
0.7% |
75% |
True |
False |
331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9872 |
2.618 |
0.9647 |
1.618 |
0.9509 |
1.000 |
0.9424 |
0.618 |
0.9371 |
HIGH |
0.9286 |
0.618 |
0.9233 |
0.500 |
0.9217 |
0.382 |
0.9200 |
LOW |
0.9148 |
0.618 |
0.9062 |
1.000 |
0.9010 |
1.618 |
0.8924 |
2.618 |
0.8786 |
4.250 |
0.8561 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9217 |
0.9217 |
PP |
0.9199 |
0.9199 |
S1 |
0.9182 |
0.9182 |
|