CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.9071 |
0.9001 |
-0.0070 |
-0.8% |
0.9243 |
High |
0.9129 |
0.9009 |
-0.0120 |
-1.3% |
0.9248 |
Low |
0.8982 |
0.8969 |
-0.0013 |
-0.1% |
0.8982 |
Close |
0.9020 |
0.8977 |
-0.0044 |
-0.5% |
0.9020 |
Range |
0.0147 |
0.0040 |
-0.0108 |
-73.1% |
0.0267 |
ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
57,115 |
1,819 |
-55,296 |
-96.8% |
949,129 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9103 |
0.9079 |
0.8998 |
|
R3 |
0.9064 |
0.9040 |
0.8987 |
|
R2 |
0.9024 |
0.9024 |
0.8984 |
|
R1 |
0.9000 |
0.9000 |
0.8980 |
0.8993 |
PP |
0.8985 |
0.8985 |
0.8985 |
0.8981 |
S1 |
0.8961 |
0.8961 |
0.8973 |
0.8953 |
S2 |
0.8945 |
0.8945 |
0.8969 |
|
S3 |
0.8906 |
0.8921 |
0.8966 |
|
S4 |
0.8866 |
0.8882 |
0.8955 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9883 |
0.9718 |
0.9167 |
|
R3 |
0.9616 |
0.9451 |
0.9093 |
|
R2 |
0.9350 |
0.9350 |
0.9069 |
|
R1 |
0.9185 |
0.9185 |
0.9044 |
0.9134 |
PP |
0.9083 |
0.9083 |
0.9083 |
0.9058 |
S1 |
0.8918 |
0.8918 |
0.8996 |
0.8868 |
S2 |
0.8817 |
0.8817 |
0.8971 |
|
S3 |
0.8550 |
0.8652 |
0.8947 |
|
S4 |
0.8284 |
0.8385 |
0.8873 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9156 |
0.8969 |
0.0187 |
2.1% |
0.0083 |
0.9% |
4% |
False |
True |
152,632 |
10 |
0.9321 |
0.8969 |
0.0352 |
3.9% |
0.0092 |
1.0% |
2% |
False |
True |
195,414 |
20 |
0.9321 |
0.8969 |
0.0352 |
3.9% |
0.0082 |
0.9% |
2% |
False |
True |
171,381 |
40 |
0.9321 |
0.8933 |
0.0388 |
4.3% |
0.0076 |
0.8% |
11% |
False |
False |
157,908 |
60 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0073 |
0.8% |
39% |
False |
False |
153,401 |
80 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0073 |
0.8% |
39% |
False |
False |
127,172 |
100 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0072 |
0.8% |
39% |
False |
False |
101,849 |
120 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
39% |
False |
False |
84,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9176 |
2.618 |
0.9112 |
1.618 |
0.9072 |
1.000 |
0.9048 |
0.618 |
0.9033 |
HIGH |
0.9009 |
0.618 |
0.8993 |
0.500 |
0.8989 |
0.382 |
0.8984 |
LOW |
0.8969 |
0.618 |
0.8945 |
1.000 |
0.8930 |
1.618 |
0.8905 |
2.618 |
0.8866 |
4.250 |
0.8801 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8989 |
0.9049 |
PP |
0.8985 |
0.9025 |
S1 |
0.8981 |
0.9001 |
|