CME Japanese Yen Future June 2017
Trading Metrics calculated at close of trading on 11-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
0.9025 |
0.9045 |
0.0020 |
0.2% |
0.9002 |
High |
0.9049 |
0.9148 |
0.0099 |
1.1% |
0.9105 |
Low |
0.8986 |
0.9042 |
0.0057 |
0.6% |
0.8987 |
Close |
0.9037 |
0.9141 |
0.0104 |
1.2% |
0.9021 |
Range |
0.0064 |
0.0106 |
0.0043 |
66.9% |
0.0118 |
ATR |
0.0074 |
0.0077 |
0.0003 |
3.6% |
0.0000 |
Volume |
124,080 |
182,792 |
58,712 |
47.3% |
860,978 |
|
Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9428 |
0.9390 |
0.9199 |
|
R3 |
0.9322 |
0.9284 |
0.9170 |
|
R2 |
0.9216 |
0.9216 |
0.9160 |
|
R1 |
0.9178 |
0.9178 |
0.9150 |
0.9197 |
PP |
0.9110 |
0.9110 |
0.9110 |
0.9120 |
S1 |
0.9072 |
0.9072 |
0.9131 |
0.9091 |
S2 |
0.9004 |
0.9004 |
0.9121 |
|
S3 |
0.8898 |
0.8966 |
0.9111 |
|
S4 |
0.8792 |
0.8860 |
0.9082 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9390 |
0.9323 |
0.9086 |
|
R3 |
0.9273 |
0.9206 |
0.9053 |
|
R2 |
0.9155 |
0.9155 |
0.9043 |
|
R1 |
0.9088 |
0.9088 |
0.9032 |
0.9122 |
PP |
0.9038 |
0.9038 |
0.9038 |
0.9055 |
S1 |
0.8971 |
0.8971 |
0.9010 |
0.9004 |
S2 |
0.8920 |
0.8920 |
0.8999 |
|
S3 |
0.8803 |
0.8853 |
0.8989 |
|
S4 |
0.8685 |
0.8736 |
0.8956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9148 |
0.8986 |
0.0163 |
1.8% |
0.0083 |
0.9% |
95% |
True |
False |
178,503 |
10 |
0.9148 |
0.8938 |
0.0210 |
2.3% |
0.0073 |
0.8% |
96% |
True |
False |
161,417 |
20 |
0.9148 |
0.8742 |
0.0407 |
4.4% |
0.0076 |
0.8% |
98% |
True |
False |
160,047 |
40 |
0.9148 |
0.8695 |
0.0454 |
5.0% |
0.0073 |
0.8% |
98% |
True |
False |
98,080 |
60 |
0.9148 |
0.8695 |
0.0454 |
5.0% |
0.0082 |
0.9% |
98% |
True |
False |
65,618 |
80 |
0.9148 |
0.8497 |
0.0652 |
7.1% |
0.0084 |
0.9% |
99% |
True |
False |
49,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9599 |
2.618 |
0.9426 |
1.618 |
0.9320 |
1.000 |
0.9254 |
0.618 |
0.9214 |
HIGH |
0.9148 |
0.618 |
0.9108 |
0.500 |
0.9095 |
0.382 |
0.9082 |
LOW |
0.9042 |
0.618 |
0.8976 |
1.000 |
0.8936 |
1.618 |
0.8870 |
2.618 |
0.8764 |
4.250 |
0.8592 |
|
|
Fisher Pivots for day following 11-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9125 |
0.9116 |
PP |
0.9110 |
0.9091 |
S1 |
0.9095 |
0.9067 |
|