CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9086 |
-0.0030 |
-0.3% |
0.9162 |
| High |
0.9138 |
0.9124 |
-0.0015 |
-0.2% |
0.9360 |
| Low |
0.9073 |
0.9043 |
-0.0030 |
-0.3% |
0.9142 |
| Close |
0.9075 |
0.9083 |
0.0009 |
0.1% |
0.9318 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.0% |
0.0218 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
115,480 |
101,184 |
-14,296 |
-12.4% |
28,991 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9284 |
0.9127 |
|
| R3 |
0.9244 |
0.9204 |
0.9105 |
|
| R2 |
0.9164 |
0.9164 |
0.9098 |
|
| R1 |
0.9123 |
0.9123 |
0.9090 |
0.9103 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9073 |
| S1 |
0.9043 |
0.9043 |
0.9076 |
0.9023 |
| S2 |
0.9003 |
0.9003 |
0.9068 |
|
| S3 |
0.8922 |
0.8962 |
0.9061 |
|
| S4 |
0.8842 |
0.8882 |
0.9039 |
|
|
| 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 |
0.9043 |
0.0317 |
3.5% |
0.0089 |
1.0% |
13% |
False |
True |
66,344 |
| 10 |
0.9360 |
0.9043 |
0.0317 |
3.5% |
0.0088 |
1.0% |
13% |
False |
True |
35,082 |
| 20 |
0.9360 |
0.9043 |
0.0317 |
3.5% |
0.0080 |
0.9% |
13% |
False |
True |
18,134 |
| 40 |
0.9360 |
0.8957 |
0.0403 |
4.4% |
0.0073 |
0.8% |
31% |
False |
False |
9,267 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0069 |
0.8% |
51% |
False |
False |
6,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9466 |
|
2.618 |
0.9334 |
|
1.618 |
0.9254 |
|
1.000 |
0.9204 |
|
0.618 |
0.9173 |
|
HIGH |
0.9124 |
|
0.618 |
0.9093 |
|
0.500 |
0.9083 |
|
0.382 |
0.9074 |
|
LOW |
0.9043 |
|
0.618 |
0.8993 |
|
1.000 |
0.8963 |
|
1.618 |
0.8913 |
|
2.618 |
0.8832 |
|
4.250 |
0.8701 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9083 |
0.9119 |
| PP |
0.9083 |
0.9107 |
| S1 |
0.9083 |
0.9095 |
|