CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9167 |
0.9102 |
-0.0065 |
-0.7% |
0.9194 |
| High |
0.9176 |
0.9145 |
-0.0031 |
-0.3% |
0.9256 |
| Low |
0.9102 |
0.9081 |
-0.0021 |
-0.2% |
0.9153 |
| Close |
0.9109 |
0.9138 |
0.0029 |
0.3% |
0.9203 |
| Range |
0.0075 |
0.0064 |
-0.0010 |
-14.1% |
0.0104 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,183 |
2,271 |
88 |
4.0% |
3,479 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9290 |
0.9174 |
|
| R3 |
0.9250 |
0.9226 |
0.9156 |
|
| R2 |
0.9186 |
0.9186 |
0.9150 |
|
| R1 |
0.9162 |
0.9162 |
0.9144 |
0.9174 |
| PP |
0.9121 |
0.9121 |
0.9121 |
0.9127 |
| S1 |
0.9098 |
0.9098 |
0.9133 |
0.9110 |
| S2 |
0.9057 |
0.9057 |
0.9127 |
|
| S3 |
0.8993 |
0.9034 |
0.9121 |
|
| S4 |
0.8929 |
0.8970 |
0.9103 |
|
|
| 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 |
0.9081 |
0.0205 |
2.2% |
0.0074 |
0.8% |
28% |
False |
True |
1,620 |
| 10 |
0.9286 |
0.9081 |
0.0205 |
2.2% |
0.0072 |
0.8% |
28% |
False |
True |
1,271 |
| 20 |
0.9286 |
0.9062 |
0.0224 |
2.5% |
0.0068 |
0.7% |
34% |
False |
False |
984 |
| 40 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0067 |
0.7% |
70% |
False |
False |
578 |
| 60 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0065 |
0.7% |
70% |
False |
False |
405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9417 |
|
2.618 |
0.9313 |
|
1.618 |
0.9249 |
|
1.000 |
0.9209 |
|
0.618 |
0.9185 |
|
HIGH |
0.9145 |
|
0.618 |
0.9121 |
|
0.500 |
0.9113 |
|
0.382 |
0.9105 |
|
LOW |
0.9081 |
|
0.618 |
0.9041 |
|
1.000 |
0.9017 |
|
1.618 |
0.8977 |
|
2.618 |
0.8913 |
|
4.250 |
0.8809 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9130 |
0.9183 |
| PP |
0.9121 |
0.9168 |
| S1 |
0.9113 |
0.9153 |
|