CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9086 |
0.9109 |
0.0024 |
0.3% |
0.9282 |
| High |
0.9124 |
0.9166 |
0.0042 |
0.5% |
0.9286 |
| Low |
0.9043 |
0.9019 |
-0.0025 |
-0.3% |
0.9019 |
| Close |
0.9083 |
0.9057 |
-0.0027 |
-0.3% |
0.9057 |
| Range |
0.0081 |
0.0147 |
0.0067 |
82.6% |
0.0268 |
| ATR |
0.0084 |
0.0088 |
0.0005 |
5.4% |
0.0000 |
| Volume |
101,184 |
229,370 |
128,186 |
126.7% |
547,947 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9436 |
0.9137 |
|
| R3 |
0.9374 |
0.9289 |
0.9097 |
|
| R2 |
0.9227 |
0.9227 |
0.9083 |
|
| R1 |
0.9142 |
0.9142 |
0.9070 |
0.9111 |
| PP |
0.9080 |
0.9080 |
0.9080 |
0.9065 |
| S1 |
0.8995 |
0.8995 |
0.9043 |
0.8964 |
| S2 |
0.8933 |
0.8933 |
0.9030 |
|
| S3 |
0.8786 |
0.8848 |
0.9016 |
|
| S4 |
0.8639 |
0.8701 |
0.8976 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9923 |
0.9757 |
0.9204 |
|
| R3 |
0.9655 |
0.9490 |
0.9130 |
|
| R2 |
0.9388 |
0.9388 |
0.9106 |
|
| R1 |
0.9222 |
0.9222 |
0.9081 |
0.9171 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9095 |
| S1 |
0.8955 |
0.8955 |
0.9032 |
0.8904 |
| S2 |
0.8853 |
0.8853 |
0.9007 |
|
| S3 |
0.8585 |
0.8687 |
0.8983 |
|
| S4 |
0.8318 |
0.8420 |
0.8909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9286 |
0.9019 |
0.0268 |
3.0% |
0.0098 |
1.1% |
14% |
False |
True |
109,589 |
| 10 |
0.9360 |
0.9019 |
0.0341 |
3.8% |
0.0096 |
1.1% |
11% |
False |
True |
57,792 |
| 20 |
0.9360 |
0.9019 |
0.0341 |
3.8% |
0.0084 |
0.9% |
11% |
False |
True |
29,531 |
| 40 |
0.9360 |
0.8975 |
0.0385 |
4.2% |
0.0075 |
0.8% |
21% |
False |
False |
14,996 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0071 |
0.8% |
46% |
False |
False |
10,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9790 |
|
2.618 |
0.9550 |
|
1.618 |
0.9403 |
|
1.000 |
0.9313 |
|
0.618 |
0.9256 |
|
HIGH |
0.9166 |
|
0.618 |
0.9109 |
|
0.500 |
0.9092 |
|
0.382 |
0.9075 |
|
LOW |
0.9019 |
|
0.618 |
0.8928 |
|
1.000 |
0.8872 |
|
1.618 |
0.8781 |
|
2.618 |
0.8634 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9092 |
| PP |
0.9080 |
0.9080 |
| S1 |
0.9068 |
0.9068 |
|