CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9102 |
0.9138 |
0.0036 |
0.4% |
0.9203 |
| High |
0.9145 |
0.9172 |
0.0027 |
0.3% |
0.9286 |
| Low |
0.9081 |
0.9097 |
0.0016 |
0.2% |
0.9081 |
| Close |
0.9138 |
0.9116 |
-0.0022 |
-0.2% |
0.9116 |
| Range |
0.0064 |
0.0076 |
0.0011 |
18.0% |
0.0205 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
2,271 |
984 |
-1,287 |
-56.7% |
8,419 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9311 |
0.9158 |
|
| R3 |
0.9279 |
0.9235 |
0.9137 |
|
| R2 |
0.9204 |
0.9204 |
0.9130 |
|
| R1 |
0.9160 |
0.9160 |
0.9123 |
0.9144 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9120 |
| S1 |
0.9084 |
0.9084 |
0.9109 |
0.9069 |
| S2 |
0.9053 |
0.9053 |
0.9102 |
|
| S3 |
0.8977 |
0.9009 |
0.9095 |
|
| S4 |
0.8902 |
0.8933 |
0.9074 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9774 |
0.9650 |
0.9228 |
|
| R3 |
0.9570 |
0.9445 |
0.9172 |
|
| R2 |
0.9365 |
0.9365 |
0.9153 |
|
| R1 |
0.9241 |
0.9241 |
0.9135 |
0.9201 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9141 |
| S1 |
0.9036 |
0.9036 |
0.9097 |
0.8996 |
| S2 |
0.8956 |
0.8956 |
0.9079 |
|
| S3 |
0.8752 |
0.8832 |
0.9060 |
|
| S4 |
0.8547 |
0.8627 |
0.9004 |
|
|
| 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% |
0.0077 |
0.8% |
17% |
False |
False |
1,683 |
| 10 |
0.9286 |
0.9081 |
0.0205 |
2.2% |
0.0071 |
0.8% |
17% |
False |
False |
1,189 |
| 20 |
0.9286 |
0.9068 |
0.0218 |
2.4% |
0.0067 |
0.7% |
22% |
False |
False |
1,023 |
| 40 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0067 |
0.7% |
65% |
False |
False |
602 |
| 60 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0066 |
0.7% |
65% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9493 |
|
2.618 |
0.9370 |
|
1.618 |
0.9294 |
|
1.000 |
0.9248 |
|
0.618 |
0.9219 |
|
HIGH |
0.9172 |
|
0.618 |
0.9143 |
|
0.500 |
0.9134 |
|
0.382 |
0.9125 |
|
LOW |
0.9097 |
|
0.618 |
0.9050 |
|
1.000 |
0.9021 |
|
1.618 |
0.8974 |
|
2.618 |
0.8899 |
|
4.250 |
0.8776 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9134 |
0.9128 |
| PP |
0.9128 |
0.9124 |
| S1 |
0.9122 |
0.9120 |
|