CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9265 |
0.9282 |
0.0017 |
0.2% |
0.9162 |
| High |
0.9360 |
0.9286 |
-0.0074 |
-0.8% |
0.9360 |
| Low |
0.9260 |
0.9173 |
-0.0087 |
-0.9% |
0.9142 |
| Close |
0.9318 |
0.9186 |
-0.0132 |
-1.4% |
0.9318 |
| Range |
0.0100 |
0.0114 |
0.0014 |
13.5% |
0.0218 |
| ATR |
0.0081 |
0.0085 |
0.0005 |
5.7% |
0.0000 |
| Volume |
13,143 |
29,975 |
16,832 |
128.1% |
28,991 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9555 |
0.9484 |
0.9248 |
|
| R3 |
0.9442 |
0.9370 |
0.9217 |
|
| R2 |
0.9328 |
0.9328 |
0.9206 |
|
| R1 |
0.9257 |
0.9257 |
0.9196 |
0.9236 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9204 |
| S1 |
0.9143 |
0.9143 |
0.9175 |
0.9122 |
| S2 |
0.9101 |
0.9101 |
0.9165 |
|
| S3 |
0.8988 |
0.9030 |
0.9154 |
|
| S4 |
0.8874 |
0.8916 |
0.9123 |
|
|
| 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 |
0.9142 |
0.0218 |
2.4% |
0.0101 |
1.1% |
20% |
False |
False |
11,793 |
| 10 |
0.9360 |
0.9081 |
0.0279 |
3.0% |
0.0089 |
1.0% |
38% |
False |
False |
6,738 |
| 20 |
0.9360 |
0.9068 |
0.0292 |
3.2% |
0.0079 |
0.9% |
40% |
False |
False |
3,775 |
| 40 |
0.9360 |
0.8924 |
0.0436 |
4.7% |
0.0072 |
0.8% |
60% |
False |
False |
2,069 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.1% |
0.0067 |
0.7% |
69% |
False |
False |
1,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9768 |
|
2.618 |
0.9583 |
|
1.618 |
0.9470 |
|
1.000 |
0.9400 |
|
0.618 |
0.9356 |
|
HIGH |
0.9286 |
|
0.618 |
0.9243 |
|
0.500 |
0.9229 |
|
0.382 |
0.9216 |
|
LOW |
0.9173 |
|
0.618 |
0.9102 |
|
1.000 |
0.9059 |
|
1.618 |
0.8989 |
|
2.618 |
0.8875 |
|
4.250 |
0.8690 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9229 |
0.9266 |
| PP |
0.9215 |
0.9239 |
| S1 |
0.9200 |
0.9212 |
|