CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8999 |
0.8998 |
-0.0001 |
0.0% |
0.9282 |
| High |
0.9030 |
0.9038 |
0.0008 |
0.1% |
0.9286 |
| Low |
0.8975 |
0.8922 |
-0.0053 |
-0.6% |
0.9019 |
| Close |
0.9007 |
0.8938 |
-0.0069 |
-0.8% |
0.9057 |
| Range |
0.0056 |
0.0117 |
0.0061 |
109.9% |
0.0268 |
| ATR |
0.0084 |
0.0087 |
0.0002 |
2.7% |
0.0000 |
| Volume |
166,078 |
193,251 |
27,173 |
16.4% |
547,947 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9243 |
0.9002 |
|
| R3 |
0.9199 |
0.9126 |
0.8970 |
|
| R2 |
0.9082 |
0.9082 |
0.8959 |
|
| R1 |
0.9010 |
0.9010 |
0.8948 |
0.8988 |
| PP |
0.8966 |
0.8966 |
0.8966 |
0.8955 |
| S1 |
0.8893 |
0.8893 |
0.8927 |
0.8871 |
| S2 |
0.8849 |
0.8849 |
0.8916 |
|
| S3 |
0.8733 |
0.8777 |
0.8905 |
|
| S4 |
0.8616 |
0.8660 |
0.8873 |
|
|
| 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 |
0.8922 |
0.0244 |
2.7% |
0.0091 |
1.0% |
7% |
False |
True |
163,463 |
| 10 |
0.9360 |
0.8922 |
0.0438 |
4.9% |
0.0092 |
1.0% |
4% |
False |
True |
105,613 |
| 20 |
0.9360 |
0.8922 |
0.0438 |
4.9% |
0.0085 |
0.9% |
4% |
False |
True |
53,738 |
| 40 |
0.9360 |
0.8922 |
0.0438 |
4.9% |
0.0075 |
0.8% |
4% |
False |
True |
27,155 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0072 |
0.8% |
25% |
False |
False |
18,139 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
25% |
False |
False |
13,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9533 |
|
2.618 |
0.9343 |
|
1.618 |
0.9226 |
|
1.000 |
0.9155 |
|
0.618 |
0.9110 |
|
HIGH |
0.9038 |
|
0.618 |
0.8993 |
|
0.500 |
0.8980 |
|
0.382 |
0.8966 |
|
LOW |
0.8922 |
|
0.618 |
0.8850 |
|
1.000 |
0.8805 |
|
1.618 |
0.8733 |
|
2.618 |
0.8617 |
|
4.250 |
0.8426 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8980 |
0.8984 |
| PP |
0.8966 |
0.8968 |
| S1 |
0.8952 |
0.8953 |
|