CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9199 |
0.9265 |
0.0066 |
0.7% |
0.9162 |
| High |
0.9298 |
0.9360 |
0.0062 |
0.7% |
0.9360 |
| Low |
0.9196 |
0.9260 |
0.0064 |
0.7% |
0.9142 |
| Close |
0.9245 |
0.9318 |
0.0073 |
0.8% |
0.9318 |
| Range |
0.0103 |
0.0100 |
-0.0003 |
-2.4% |
0.0218 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.3% |
0.0000 |
| Volume |
8,276 |
13,143 |
4,867 |
58.8% |
28,991 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9612 |
0.9565 |
0.9373 |
|
| R3 |
0.9512 |
0.9465 |
0.9345 |
|
| R2 |
0.9412 |
0.9412 |
0.9336 |
|
| R1 |
0.9365 |
0.9365 |
0.9327 |
0.9389 |
| PP |
0.9312 |
0.9312 |
0.9312 |
0.9324 |
| S1 |
0.9265 |
0.9265 |
0.9308 |
0.9289 |
| S2 |
0.9212 |
0.9212 |
0.9299 |
|
| S3 |
0.9112 |
0.9165 |
0.9290 |
|
| S4 |
0.9012 |
0.9065 |
0.9263 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9840 |
0.9437 |
|
| R3 |
0.9709 |
0.9622 |
0.9377 |
|
| R2 |
0.9491 |
0.9491 |
0.9357 |
|
| R1 |
0.9404 |
0.9404 |
0.9337 |
0.9448 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9295 |
| S1 |
0.9186 |
0.9186 |
0.9298 |
0.9230 |
| S2 |
0.9055 |
0.9055 |
0.9278 |
|
| S3 |
0.8837 |
0.8968 |
0.9258 |
|
| S4 |
0.8619 |
0.8750 |
0.9198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9360 |
0.9097 |
0.0263 |
2.8% |
0.0093 |
1.0% |
84% |
True |
False |
5,995 |
| 10 |
0.9360 |
0.9081 |
0.0279 |
3.0% |
0.0084 |
0.9% |
85% |
True |
False |
3,807 |
| 20 |
0.9360 |
0.9068 |
0.0292 |
3.1% |
0.0076 |
0.8% |
86% |
True |
False |
2,354 |
| 40 |
0.9360 |
0.8867 |
0.0493 |
5.3% |
0.0072 |
0.8% |
91% |
True |
False |
1,321 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.0% |
0.0068 |
0.7% |
92% |
True |
False |
902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9785 |
|
2.618 |
0.9621 |
|
1.618 |
0.9521 |
|
1.000 |
0.9460 |
|
0.618 |
0.9421 |
|
HIGH |
0.9360 |
|
0.618 |
0.9321 |
|
0.500 |
0.9310 |
|
0.382 |
0.9298 |
|
LOW |
0.9260 |
|
0.618 |
0.9198 |
|
1.000 |
0.9160 |
|
1.618 |
0.9098 |
|
2.618 |
0.8998 |
|
4.250 |
0.8835 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9315 |
0.9303 |
| PP |
0.9312 |
0.9288 |
| S1 |
0.9310 |
0.9273 |
|