CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.8999 |
-0.0036 |
-0.4% |
0.9282 |
| High |
0.9046 |
0.9030 |
-0.0016 |
-0.2% |
0.9286 |
| Low |
0.8992 |
0.8975 |
-0.0018 |
-0.2% |
0.9019 |
| Close |
0.9009 |
0.9007 |
-0.0003 |
0.0% |
0.9057 |
| Range |
0.0054 |
0.0056 |
0.0002 |
2.8% |
0.0268 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
127,436 |
166,078 |
38,642 |
30.3% |
547,947 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9170 |
0.9144 |
0.9037 |
|
| R3 |
0.9115 |
0.9088 |
0.9022 |
|
| R2 |
0.9059 |
0.9059 |
0.9017 |
|
| R1 |
0.9033 |
0.9033 |
0.9012 |
0.9046 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.9010 |
| S1 |
0.8977 |
0.8977 |
0.9001 |
0.8991 |
| S2 |
0.8948 |
0.8948 |
0.8996 |
|
| S3 |
0.8893 |
0.8922 |
0.8991 |
|
| S4 |
0.8837 |
0.8866 |
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 |
0.9166 |
0.8975 |
0.0191 |
2.1% |
0.0081 |
0.9% |
17% |
False |
True |
147,909 |
| 10 |
0.9360 |
0.8975 |
0.0385 |
4.3% |
0.0088 |
1.0% |
8% |
False |
True |
86,624 |
| 20 |
0.9360 |
0.8975 |
0.0385 |
4.3% |
0.0082 |
0.9% |
8% |
False |
True |
44,102 |
| 40 |
0.9360 |
0.8975 |
0.0385 |
4.3% |
0.0074 |
0.8% |
8% |
False |
True |
22,327 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0071 |
0.8% |
37% |
False |
False |
14,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9266 |
|
2.618 |
0.9175 |
|
1.618 |
0.9120 |
|
1.000 |
0.9086 |
|
0.618 |
0.9064 |
|
HIGH |
0.9030 |
|
0.618 |
0.9009 |
|
0.500 |
0.9002 |
|
0.382 |
0.8996 |
|
LOW |
0.8975 |
|
0.618 |
0.8940 |
|
1.000 |
0.8919 |
|
1.618 |
0.8885 |
|
2.618 |
0.8829 |
|
4.250 |
0.8739 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9005 |
0.9070 |
| PP |
0.9004 |
0.9049 |
| S1 |
0.9002 |
0.9028 |
|