CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9240 |
0.9167 |
-0.0073 |
-0.8% |
0.9194 |
| High |
0.9286 |
0.9176 |
-0.0110 |
-1.2% |
0.9256 |
| Low |
0.9148 |
0.9102 |
-0.0046 |
-0.5% |
0.9153 |
| Close |
0.9165 |
0.9109 |
-0.0056 |
-0.6% |
0.9203 |
| Range |
0.0138 |
0.0075 |
-0.0064 |
-46.0% |
0.0104 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2,360 |
2,183 |
-177 |
-7.5% |
3,479 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9352 |
0.9305 |
0.9150 |
|
| R3 |
0.9278 |
0.9231 |
0.9129 |
|
| R2 |
0.9203 |
0.9203 |
0.9123 |
|
| R1 |
0.9156 |
0.9156 |
0.9116 |
0.9143 |
| PP |
0.9129 |
0.9129 |
0.9129 |
0.9122 |
| S1 |
0.9082 |
0.9082 |
0.9102 |
0.9068 |
| S2 |
0.9054 |
0.9054 |
0.9095 |
|
| S3 |
0.8980 |
0.9007 |
0.9089 |
|
| S4 |
0.8905 |
0.8933 |
0.9068 |
|
|
| 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 |
0.9102 |
0.0184 |
2.0% |
0.0074 |
0.8% |
4% |
False |
True |
1,412 |
| 10 |
0.9286 |
0.9102 |
0.0184 |
2.0% |
0.0073 |
0.8% |
4% |
False |
True |
1,187 |
| 20 |
0.9286 |
0.9062 |
0.0224 |
2.5% |
0.0069 |
0.8% |
21% |
False |
False |
879 |
| 40 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0067 |
0.7% |
64% |
False |
False |
523 |
| 60 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0065 |
0.7% |
64% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9493 |
|
2.618 |
0.9371 |
|
1.618 |
0.9297 |
|
1.000 |
0.9251 |
|
0.618 |
0.9222 |
|
HIGH |
0.9176 |
|
0.618 |
0.9148 |
|
0.500 |
0.9139 |
|
0.382 |
0.9130 |
|
LOW |
0.9102 |
|
0.618 |
0.9055 |
|
1.000 |
0.9027 |
|
1.618 |
0.8981 |
|
2.618 |
0.8906 |
|
4.250 |
0.8785 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9139 |
0.9194 |
| PP |
0.9129 |
0.9165 |
| S1 |
0.9119 |
0.9137 |
|