CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9207 |
0.9168 |
-0.0039 |
-0.4% |
0.9219 |
| High |
0.9218 |
0.9205 |
-0.0014 |
-0.1% |
0.9271 |
| Low |
0.9153 |
0.9158 |
0.0005 |
0.1% |
0.9153 |
| Close |
0.9168 |
0.9177 |
0.0009 |
0.1% |
0.9177 |
| Range |
0.0065 |
0.0047 |
-0.0019 |
-28.5% |
0.0118 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
148,973 |
110,445 |
-38,528 |
-25.9% |
649,225 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9319 |
0.9294 |
0.9202 |
|
| R3 |
0.9273 |
0.9248 |
0.9189 |
|
| R2 |
0.9226 |
0.9226 |
0.9185 |
|
| R1 |
0.9201 |
0.9201 |
0.9181 |
0.9214 |
| PP |
0.9180 |
0.9180 |
0.9180 |
0.9186 |
| S1 |
0.9155 |
0.9155 |
0.9172 |
0.9167 |
| S2 |
0.9133 |
0.9133 |
0.9168 |
|
| S3 |
0.9087 |
0.9108 |
0.9164 |
|
| S4 |
0.9040 |
0.9062 |
0.9151 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9554 |
0.9483 |
0.9241 |
|
| R3 |
0.9436 |
0.9365 |
0.9209 |
|
| R2 |
0.9318 |
0.9318 |
0.9198 |
|
| R1 |
0.9247 |
0.9247 |
0.9187 |
0.9224 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9188 |
| S1 |
0.9129 |
0.9129 |
0.9166 |
0.9106 |
| S2 |
0.9082 |
0.9082 |
0.9155 |
|
| S3 |
0.8964 |
0.9011 |
0.9144 |
|
| S4 |
0.8846 |
0.8893 |
0.9112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9271 |
0.9153 |
0.0118 |
1.3% |
0.0067 |
0.7% |
20% |
False |
False |
129,845 |
| 10 |
0.9271 |
0.8986 |
0.0286 |
3.1% |
0.0074 |
0.8% |
67% |
False |
False |
154,134 |
| 20 |
0.9271 |
0.8938 |
0.0333 |
3.6% |
0.0071 |
0.8% |
72% |
False |
False |
152,366 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0071 |
0.8% |
84% |
False |
False |
122,670 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0077 |
0.8% |
84% |
False |
False |
82,066 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.4% |
0.0084 |
0.9% |
88% |
False |
False |
61,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9402 |
|
2.618 |
0.9326 |
|
1.618 |
0.9280 |
|
1.000 |
0.9251 |
|
0.618 |
0.9233 |
|
HIGH |
0.9205 |
|
0.618 |
0.9187 |
|
0.500 |
0.9181 |
|
0.382 |
0.9176 |
|
LOW |
0.9158 |
|
0.618 |
0.9129 |
|
1.000 |
0.9112 |
|
1.618 |
0.9083 |
|
2.618 |
0.9036 |
|
4.250 |
0.8960 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9181 |
0.9201 |
| PP |
0.9180 |
0.9193 |
| S1 |
0.9178 |
0.9185 |
|