CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9034 |
-0.0075 |
-0.8% |
0.9282 |
| High |
0.9166 |
0.9046 |
-0.0120 |
-1.3% |
0.9286 |
| Low |
0.9019 |
0.8992 |
-0.0027 |
-0.3% |
0.9019 |
| Close |
0.9057 |
0.9009 |
-0.0048 |
-0.5% |
0.9057 |
| Range |
0.0147 |
0.0054 |
-0.0093 |
-63.3% |
0.0268 |
| ATR |
0.0088 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
229,370 |
127,436 |
-101,934 |
-44.4% |
547,947 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9178 |
0.9147 |
0.9039 |
|
| R3 |
0.9124 |
0.9093 |
0.9024 |
|
| R2 |
0.9070 |
0.9070 |
0.9019 |
|
| R1 |
0.9039 |
0.9039 |
0.9014 |
0.9028 |
| PP |
0.9016 |
0.9016 |
0.9016 |
0.9010 |
| S1 |
0.8985 |
0.8985 |
0.9004 |
0.8974 |
| S2 |
0.8962 |
0.8962 |
0.8999 |
|
| S3 |
0.8908 |
0.8931 |
0.8994 |
|
| S4 |
0.8854 |
0.8877 |
0.8979 |
|
|
| 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 |
0.9194 |
0.8992 |
0.0202 |
2.2% |
0.0086 |
1.0% |
8% |
False |
True |
129,081 |
| 10 |
0.9360 |
0.8992 |
0.0368 |
4.1% |
0.0094 |
1.0% |
5% |
False |
True |
70,437 |
| 20 |
0.9360 |
0.8992 |
0.0368 |
4.1% |
0.0082 |
0.9% |
5% |
False |
True |
35,813 |
| 40 |
0.9360 |
0.8975 |
0.0385 |
4.3% |
0.0074 |
0.8% |
9% |
False |
False |
18,178 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0071 |
0.8% |
37% |
False |
False |
12,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9187 |
|
1.618 |
0.9133 |
|
1.000 |
0.9100 |
|
0.618 |
0.9079 |
|
HIGH |
0.9046 |
|
0.618 |
0.9025 |
|
0.500 |
0.9019 |
|
0.382 |
0.9013 |
|
LOW |
0.8992 |
|
0.618 |
0.8959 |
|
1.000 |
0.8938 |
|
1.618 |
0.8905 |
|
2.618 |
0.8851 |
|
4.250 |
0.8763 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.9079 |
| PP |
0.9016 |
0.9056 |
| S1 |
0.9012 |
0.9032 |
|