CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9162 |
0.9243 |
0.0081 |
0.9% |
0.9203 |
| High |
0.9251 |
0.9265 |
0.0014 |
0.2% |
0.9286 |
| Low |
0.9142 |
0.9186 |
0.0044 |
0.5% |
0.9081 |
| Close |
0.9250 |
0.9192 |
-0.0058 |
-0.6% |
0.9116 |
| Range |
0.0109 |
0.0079 |
-0.0030 |
-27.5% |
0.0205 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.3% |
0.0000 |
| Volume |
4,210 |
3,362 |
-848 |
-20.1% |
8,419 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9451 |
0.9400 |
0.9235 |
|
| R3 |
0.9372 |
0.9321 |
0.9213 |
|
| R2 |
0.9293 |
0.9293 |
0.9206 |
|
| R1 |
0.9242 |
0.9242 |
0.9199 |
0.9228 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9207 |
| S1 |
0.9163 |
0.9163 |
0.9184 |
0.9149 |
| S2 |
0.9135 |
0.9135 |
0.9177 |
|
| S3 |
0.9056 |
0.9084 |
0.9170 |
|
| S4 |
0.8977 |
0.9005 |
0.9148 |
|
|
| 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 |
0.9265 |
0.9081 |
0.0184 |
2.0% |
0.0080 |
0.9% |
60% |
True |
False |
2,602 |
| 10 |
0.9286 |
0.9081 |
0.0205 |
2.2% |
0.0077 |
0.8% |
54% |
False |
False |
1,863 |
| 20 |
0.9286 |
0.9068 |
0.0218 |
2.4% |
0.0073 |
0.8% |
57% |
False |
False |
1,376 |
| 40 |
0.9286 |
0.8841 |
0.0445 |
4.8% |
0.0070 |
0.8% |
79% |
False |
False |
789 |
| 60 |
0.9286 |
0.8800 |
0.0486 |
5.3% |
0.0067 |
0.7% |
81% |
False |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9600 |
|
2.618 |
0.9471 |
|
1.618 |
0.9392 |
|
1.000 |
0.9344 |
|
0.618 |
0.9313 |
|
HIGH |
0.9265 |
|
0.618 |
0.9234 |
|
0.500 |
0.9225 |
|
0.382 |
0.9216 |
|
LOW |
0.9186 |
|
0.618 |
0.9137 |
|
1.000 |
0.9107 |
|
1.618 |
0.9058 |
|
2.618 |
0.8979 |
|
4.250 |
0.8850 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9188 |
| PP |
0.9214 |
0.9184 |
| S1 |
0.9203 |
0.9181 |
|