CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8940 |
0.8928 |
-0.0013 |
-0.1% |
0.9034 |
| High |
0.8953 |
0.8991 |
0.0038 |
0.4% |
0.9046 |
| Low |
0.8906 |
0.8919 |
0.0013 |
0.1% |
0.8906 |
| Close |
0.8917 |
0.8959 |
0.0042 |
0.5% |
0.8959 |
| Range |
0.0047 |
0.0072 |
0.0025 |
53.2% |
0.0141 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
196,498 |
171,707 |
-24,791 |
-12.6% |
854,970 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9172 |
0.9137 |
0.8998 |
|
| R3 |
0.9100 |
0.9065 |
0.8978 |
|
| R2 |
0.9028 |
0.9028 |
0.8972 |
|
| R1 |
0.8993 |
0.8993 |
0.8965 |
0.9011 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8965 |
| S1 |
0.8921 |
0.8921 |
0.8952 |
0.8939 |
| S2 |
0.8884 |
0.8884 |
0.8945 |
|
| S3 |
0.8812 |
0.8849 |
0.8939 |
|
| S4 |
0.8740 |
0.8777 |
0.8919 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9316 |
0.9036 |
|
| R3 |
0.9251 |
0.9175 |
0.8997 |
|
| R2 |
0.9111 |
0.9111 |
0.8984 |
|
| R1 |
0.9035 |
0.9035 |
0.8971 |
0.9002 |
| PP |
0.8970 |
0.8970 |
0.8970 |
0.8954 |
| S1 |
0.8894 |
0.8894 |
0.8946 |
0.8862 |
| S2 |
0.8830 |
0.8830 |
0.8933 |
|
| S3 |
0.8689 |
0.8754 |
0.8920 |
|
| S4 |
0.8549 |
0.8613 |
0.8881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9046 |
0.8906 |
0.0141 |
1.6% |
0.0069 |
0.8% |
38% |
False |
False |
170,994 |
| 10 |
0.9286 |
0.8906 |
0.0381 |
4.2% |
0.0084 |
0.9% |
14% |
False |
False |
140,291 |
| 20 |
0.9360 |
0.8906 |
0.0454 |
5.1% |
0.0084 |
0.9% |
12% |
False |
False |
72,049 |
| 40 |
0.9360 |
0.8906 |
0.0454 |
5.1% |
0.0074 |
0.8% |
12% |
False |
False |
36,347 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0073 |
0.8% |
28% |
False |
False |
24,274 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0068 |
0.8% |
28% |
False |
False |
18,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9297 |
|
2.618 |
0.9179 |
|
1.618 |
0.9107 |
|
1.000 |
0.9063 |
|
0.618 |
0.9035 |
|
HIGH |
0.8991 |
|
0.618 |
0.8963 |
|
0.500 |
0.8955 |
|
0.382 |
0.8946 |
|
LOW |
0.8919 |
|
0.618 |
0.8874 |
|
1.000 |
0.8847 |
|
1.618 |
0.8802 |
|
2.618 |
0.8730 |
|
4.250 |
0.8613 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8957 |
0.8972 |
| PP |
0.8956 |
0.8967 |
| S1 |
0.8955 |
0.8963 |
|