CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9243 |
0.9199 |
-0.0044 |
-0.5% |
0.9203 |
| High |
0.9265 |
0.9298 |
0.0034 |
0.4% |
0.9286 |
| Low |
0.9186 |
0.9196 |
0.0010 |
0.1% |
0.9081 |
| Close |
0.9192 |
0.9245 |
0.0053 |
0.6% |
0.9116 |
| Range |
0.0079 |
0.0103 |
0.0024 |
29.7% |
0.0205 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.8% |
0.0000 |
| Volume |
3,362 |
8,276 |
4,914 |
146.2% |
8,419 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9554 |
0.9502 |
0.9301 |
|
| R3 |
0.9451 |
0.9399 |
0.9273 |
|
| R2 |
0.9349 |
0.9349 |
0.9263 |
|
| R1 |
0.9297 |
0.9297 |
0.9254 |
0.9323 |
| PP |
0.9246 |
0.9246 |
0.9246 |
0.9259 |
| S1 |
0.9194 |
0.9194 |
0.9235 |
0.9220 |
| S2 |
0.9144 |
0.9144 |
0.9226 |
|
| S3 |
0.9041 |
0.9092 |
0.9216 |
|
| S4 |
0.8939 |
0.8989 |
0.9188 |
|
|
| 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 |
0.9298 |
0.9081 |
0.0217 |
2.3% |
0.0086 |
0.9% |
75% |
True |
False |
3,820 |
| 10 |
0.9298 |
0.9081 |
0.0217 |
2.3% |
0.0080 |
0.9% |
75% |
True |
False |
2,616 |
| 20 |
0.9298 |
0.9068 |
0.0231 |
2.5% |
0.0076 |
0.8% |
77% |
True |
False |
1,756 |
| 40 |
0.9298 |
0.8867 |
0.0432 |
4.7% |
0.0070 |
0.8% |
88% |
True |
False |
994 |
| 60 |
0.9298 |
0.8800 |
0.0498 |
5.4% |
0.0068 |
0.7% |
89% |
True |
False |
685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9566 |
|
1.618 |
0.9464 |
|
1.000 |
0.9401 |
|
0.618 |
0.9361 |
|
HIGH |
0.9298 |
|
0.618 |
0.9259 |
|
0.500 |
0.9247 |
|
0.382 |
0.9235 |
|
LOW |
0.9196 |
|
0.618 |
0.9132 |
|
1.000 |
0.9093 |
|
1.618 |
0.9030 |
|
2.618 |
0.8927 |
|
4.250 |
0.8760 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9247 |
0.9236 |
| PP |
0.9246 |
0.9228 |
| S1 |
0.9245 |
0.9220 |
|