CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.8839 |
0.8877 |
0.0039 |
0.4% |
0.8910 |
High |
0.8882 |
0.8879 |
-0.0003 |
0.0% |
0.8947 |
Low |
0.8825 |
0.8832 |
0.0007 |
0.1% |
0.8791 |
Close |
0.8865 |
0.8845 |
-0.0020 |
-0.2% |
0.8865 |
Range |
0.0057 |
0.0048 |
-0.0010 |
-16.7% |
0.0156 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
900 |
4,010 |
3,110 |
345.6% |
2,454 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8994 |
0.8967 |
0.8871 |
|
R3 |
0.8947 |
0.8920 |
0.8858 |
|
R2 |
0.8899 |
0.8899 |
0.8854 |
|
R1 |
0.8872 |
0.8872 |
0.8849 |
0.8862 |
PP |
0.8852 |
0.8852 |
0.8852 |
0.8847 |
S1 |
0.8825 |
0.8825 |
0.8841 |
0.8815 |
S2 |
0.8804 |
0.8804 |
0.8836 |
|
S3 |
0.8757 |
0.8777 |
0.8832 |
|
S4 |
0.8709 |
0.8730 |
0.8819 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9334 |
0.9255 |
0.8950 |
|
R3 |
0.9178 |
0.9099 |
0.8907 |
|
R2 |
0.9023 |
0.9023 |
0.8893 |
|
R1 |
0.8944 |
0.8944 |
0.8879 |
0.8906 |
PP |
0.8867 |
0.8867 |
0.8867 |
0.8848 |
S1 |
0.8788 |
0.8788 |
0.8850 |
0.8750 |
S2 |
0.8712 |
0.8712 |
0.8836 |
|
S3 |
0.8556 |
0.8633 |
0.8822 |
|
S4 |
0.8401 |
0.8477 |
0.8779 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9081 |
2.618 |
0.9003 |
1.618 |
0.8956 |
1.000 |
0.8927 |
0.618 |
0.8908 |
HIGH |
0.8879 |
0.618 |
0.8861 |
0.500 |
0.8855 |
0.382 |
0.8850 |
LOW |
0.8832 |
0.618 |
0.8802 |
1.000 |
0.8784 |
1.618 |
0.8755 |
2.618 |
0.8707 |
4.250 |
0.8630 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8855 |
0.8842 |
PP |
0.8852 |
0.8839 |
S1 |
0.8848 |
0.8836 |
|