CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9185 |
-0.0097 |
-1.0% |
0.9162 |
| High |
0.9286 |
0.9194 |
-0.0092 |
-1.0% |
0.9360 |
| Low |
0.9173 |
0.9109 |
-0.0064 |
-0.7% |
0.9142 |
| Close |
0.9186 |
0.9122 |
-0.0064 |
-0.7% |
0.9318 |
| Range |
0.0114 |
0.0085 |
-0.0029 |
-25.1% |
0.0218 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.0% |
0.0000 |
| Volume |
29,975 |
71,938 |
41,963 |
140.0% |
28,991 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9397 |
0.9344 |
0.9169 |
|
| R3 |
0.9312 |
0.9259 |
0.9145 |
|
| R2 |
0.9227 |
0.9227 |
0.9138 |
|
| R1 |
0.9174 |
0.9174 |
0.9130 |
0.9158 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9134 |
| S1 |
0.9089 |
0.9089 |
0.9114 |
0.9073 |
| S2 |
0.9057 |
0.9057 |
0.9106 |
|
| S3 |
0.8972 |
0.9004 |
0.9099 |
|
| S4 |
0.8887 |
0.8919 |
0.9075 |
|
|
| 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 |
0.9109 |
0.0251 |
2.7% |
0.0096 |
1.1% |
5% |
False |
True |
25,338 |
| 10 |
0.9360 |
0.9081 |
0.0279 |
3.1% |
0.0094 |
1.0% |
15% |
False |
False |
13,870 |
| 20 |
0.9360 |
0.9068 |
0.0292 |
3.2% |
0.0081 |
0.9% |
19% |
False |
False |
7,349 |
| 40 |
0.9360 |
0.8940 |
0.0420 |
4.6% |
0.0073 |
0.8% |
43% |
False |
False |
3,866 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.1% |
0.0068 |
0.7% |
58% |
False |
False |
2,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9555 |
|
2.618 |
0.9417 |
|
1.618 |
0.9332 |
|
1.000 |
0.9279 |
|
0.618 |
0.9247 |
|
HIGH |
0.9194 |
|
0.618 |
0.9162 |
|
0.500 |
0.9152 |
|
0.382 |
0.9141 |
|
LOW |
0.9109 |
|
0.618 |
0.9056 |
|
1.000 |
0.9024 |
|
1.618 |
0.8971 |
|
2.618 |
0.8886 |
|
4.250 |
0.8748 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9152 |
0.9234 |
| PP |
0.9142 |
0.9197 |
| S1 |
0.9132 |
0.9159 |
|