CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8986 |
0.0036 |
0.4% |
0.9034 |
| High |
0.9007 |
0.9004 |
-0.0003 |
0.0% |
0.9046 |
| Low |
0.8921 |
0.8925 |
0.0004 |
0.0% |
0.8906 |
| Close |
0.8996 |
0.8951 |
-0.0045 |
-0.5% |
0.8959 |
| Range |
0.0086 |
0.0079 |
-0.0007 |
-7.6% |
0.0141 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
200,941 |
186,929 |
-14,012 |
-7.0% |
854,970 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9197 |
0.9153 |
0.8994 |
|
| R3 |
0.9118 |
0.9074 |
0.8972 |
|
| R2 |
0.9039 |
0.9039 |
0.8965 |
|
| R1 |
0.8995 |
0.8995 |
0.8958 |
0.8977 |
| PP |
0.8960 |
0.8960 |
0.8960 |
0.8951 |
| S1 |
0.8916 |
0.8916 |
0.8943 |
0.8898 |
| S2 |
0.8881 |
0.8881 |
0.8936 |
|
| S3 |
0.8802 |
0.8837 |
0.8929 |
|
| S4 |
0.8723 |
0.8758 |
0.8907 |
|
|
| 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 |
0.9038 |
0.8906 |
0.0133 |
1.5% |
0.0080 |
0.9% |
34% |
False |
False |
189,865 |
| 10 |
0.9166 |
0.8906 |
0.0260 |
2.9% |
0.0080 |
0.9% |
17% |
False |
False |
168,887 |
| 20 |
0.9360 |
0.8906 |
0.0454 |
5.1% |
0.0087 |
1.0% |
10% |
False |
False |
91,378 |
| 40 |
0.9360 |
0.8906 |
0.0454 |
5.1% |
0.0075 |
0.8% |
10% |
False |
False |
46,023 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0073 |
0.8% |
27% |
False |
False |
30,735 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0069 |
0.8% |
27% |
False |
False |
23,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9340 |
|
2.618 |
0.9211 |
|
1.618 |
0.9132 |
|
1.000 |
0.9083 |
|
0.618 |
0.9053 |
|
HIGH |
0.9004 |
|
0.618 |
0.8974 |
|
0.500 |
0.8965 |
|
0.382 |
0.8955 |
|
LOW |
0.8925 |
|
0.618 |
0.8876 |
|
1.000 |
0.8846 |
|
1.618 |
0.8797 |
|
2.618 |
0.8718 |
|
4.250 |
0.8589 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8965 |
0.8963 |
| PP |
0.8960 |
0.8959 |
| S1 |
0.8955 |
0.8955 |
|