CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.9020 |
0.8972 |
-0.0048 |
-0.5% |
0.9062 |
High |
0.9027 |
0.9005 |
-0.0022 |
-0.2% |
0.9064 |
Low |
0.8966 |
0.8924 |
-0.0042 |
-0.5% |
0.8982 |
Close |
0.8971 |
0.8950 |
-0.0022 |
-0.2% |
0.9022 |
Range |
0.0061 |
0.0081 |
0.0020 |
33.1% |
0.0082 |
ATR |
0.0067 |
0.0068 |
0.0001 |
1.4% |
0.0000 |
Volume |
123,961 |
173,371 |
49,410 |
39.9% |
522,127 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9201 |
0.9156 |
0.8994 |
|
R3 |
0.9120 |
0.9075 |
0.8972 |
|
R2 |
0.9040 |
0.9040 |
0.8964 |
|
R1 |
0.8995 |
0.8995 |
0.8957 |
0.8977 |
PP |
0.8959 |
0.8959 |
0.8959 |
0.8951 |
S1 |
0.8914 |
0.8914 |
0.8942 |
0.8897 |
S2 |
0.8879 |
0.8879 |
0.8935 |
|
S3 |
0.8798 |
0.8834 |
0.8927 |
|
S4 |
0.8718 |
0.8753 |
0.8905 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9268 |
0.9227 |
0.9067 |
|
R3 |
0.9186 |
0.9145 |
0.9044 |
|
R2 |
0.9104 |
0.9104 |
0.9037 |
|
R1 |
0.9063 |
0.9063 |
0.9029 |
0.9043 |
PP |
0.9022 |
0.9022 |
0.9022 |
0.9012 |
S1 |
0.8981 |
0.8981 |
0.9014 |
0.8961 |
S2 |
0.8940 |
0.8940 |
0.9006 |
|
S3 |
0.8858 |
0.8899 |
0.8999 |
|
S4 |
0.8776 |
0.8817 |
0.8976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9048 |
0.8924 |
0.0124 |
1.4% |
0.0052 |
0.6% |
21% |
False |
True |
119,361 |
10 |
0.9228 |
0.8924 |
0.0304 |
3.4% |
0.0070 |
0.8% |
8% |
False |
True |
119,112 |
20 |
0.9228 |
0.8924 |
0.0304 |
3.4% |
0.0070 |
0.8% |
8% |
False |
True |
67,041 |
40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0070 |
0.8% |
36% |
False |
False |
33,874 |
60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0069 |
0.8% |
31% |
False |
False |
22,674 |
80 |
0.9308 |
0.8736 |
0.0572 |
6.4% |
0.0067 |
0.8% |
37% |
False |
False |
17,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9347 |
2.618 |
0.9215 |
1.618 |
0.9135 |
1.000 |
0.9085 |
0.618 |
0.9054 |
HIGH |
0.9005 |
0.618 |
0.8974 |
0.500 |
0.8964 |
0.382 |
0.8955 |
LOW |
0.8924 |
0.618 |
0.8874 |
1.000 |
0.8844 |
1.618 |
0.8794 |
2.618 |
0.8713 |
4.250 |
0.8582 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8964 |
0.8977 |
PP |
0.8959 |
0.8968 |
S1 |
0.8954 |
0.8959 |
|