CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9185 |
0.9115 |
-0.0070 |
-0.8% |
0.9162 |
| High |
0.9194 |
0.9138 |
-0.0056 |
-0.6% |
0.9360 |
| Low |
0.9109 |
0.9073 |
-0.0037 |
-0.4% |
0.9142 |
| Close |
0.9122 |
0.9075 |
-0.0048 |
-0.5% |
0.9318 |
| Range |
0.0085 |
0.0066 |
-0.0019 |
-22.4% |
0.0218 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
71,938 |
115,480 |
43,542 |
60.5% |
28,991 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9250 |
0.9111 |
|
| R3 |
0.9227 |
0.9184 |
0.9093 |
|
| R2 |
0.9161 |
0.9161 |
0.9087 |
|
| R1 |
0.9118 |
0.9118 |
0.9081 |
0.9106 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9089 |
| S1 |
0.9052 |
0.9052 |
0.9068 |
0.9041 |
| S2 |
0.9029 |
0.9029 |
0.9062 |
|
| S3 |
0.8963 |
0.8986 |
0.9056 |
|
| S4 |
0.8897 |
0.8920 |
0.9038 |
|
|
| 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 |
0.9073 |
0.0287 |
3.2% |
0.0093 |
1.0% |
1% |
False |
True |
47,762 |
| 10 |
0.9360 |
0.9073 |
0.0287 |
3.2% |
0.0087 |
1.0% |
1% |
False |
True |
25,182 |
| 20 |
0.9360 |
0.9068 |
0.0292 |
3.2% |
0.0080 |
0.9% |
2% |
False |
False |
13,094 |
| 40 |
0.9360 |
0.8957 |
0.0403 |
4.4% |
0.0073 |
0.8% |
29% |
False |
False |
6,744 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0068 |
0.8% |
49% |
False |
False |
4,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9419 |
|
2.618 |
0.9311 |
|
1.618 |
0.9245 |
|
1.000 |
0.9204 |
|
0.618 |
0.9179 |
|
HIGH |
0.9138 |
|
0.618 |
0.9113 |
|
0.500 |
0.9105 |
|
0.382 |
0.9098 |
|
LOW |
0.9073 |
|
0.618 |
0.9032 |
|
1.000 |
0.9007 |
|
1.618 |
0.8966 |
|
2.618 |
0.8900 |
|
4.250 |
0.8792 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9105 |
0.9179 |
| PP |
0.9095 |
0.9144 |
| S1 |
0.9085 |
0.9109 |
|