CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8888 |
0.8903 |
0.0016 |
0.2% |
0.8991 |
| High |
0.8918 |
0.8936 |
0.0018 |
0.2% |
0.9007 |
| Low |
0.8860 |
0.8879 |
0.0019 |
0.2% |
0.8860 |
| Close |
0.8908 |
0.8893 |
-0.0015 |
-0.2% |
0.8893 |
| Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0148 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
145,710 |
134,681 |
-11,029 |
-7.6% |
609,852 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9073 |
0.9040 |
0.8924 |
|
| R3 |
0.9016 |
0.8983 |
0.8909 |
|
| R2 |
0.8959 |
0.8959 |
0.8903 |
|
| R1 |
0.8926 |
0.8926 |
0.8898 |
0.8914 |
| PP |
0.8902 |
0.8902 |
0.8902 |
0.8896 |
| S1 |
0.8869 |
0.8869 |
0.8888 |
0.8857 |
| S2 |
0.8845 |
0.8845 |
0.8883 |
|
| S3 |
0.8788 |
0.8812 |
0.8877 |
|
| S4 |
0.8731 |
0.8755 |
0.8862 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9362 |
0.9275 |
0.8974 |
|
| R3 |
0.9215 |
0.9128 |
0.8934 |
|
| R2 |
0.9067 |
0.9067 |
0.8920 |
|
| R1 |
0.8980 |
0.8980 |
0.8907 |
0.8950 |
| PP |
0.8920 |
0.8920 |
0.8920 |
0.8905 |
| S1 |
0.8833 |
0.8833 |
0.8879 |
0.8803 |
| S2 |
0.8772 |
0.8772 |
0.8866 |
|
| S3 |
0.8625 |
0.8685 |
0.8852 |
|
| S4 |
0.8477 |
0.8538 |
0.8812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9007 |
0.8860 |
0.0148 |
1.7% |
0.0056 |
0.6% |
23% |
False |
False |
121,970 |
| 10 |
0.9144 |
0.8860 |
0.0285 |
3.2% |
0.0065 |
0.7% |
12% |
False |
False |
142,714 |
| 20 |
0.9271 |
0.8860 |
0.0412 |
4.6% |
0.0069 |
0.8% |
8% |
False |
False |
148,424 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0070 |
0.8% |
34% |
False |
False |
149,584 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0071 |
0.8% |
34% |
False |
False |
105,709 |
| 80 |
0.9271 |
0.8619 |
0.0653 |
7.3% |
0.0081 |
0.9% |
42% |
False |
False |
79,450 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0081 |
0.9% |
51% |
False |
False |
63,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9178 |
|
2.618 |
0.9085 |
|
1.618 |
0.9028 |
|
1.000 |
0.8993 |
|
0.618 |
0.8971 |
|
HIGH |
0.8936 |
|
0.618 |
0.8914 |
|
0.500 |
0.8907 |
|
0.382 |
0.8900 |
|
LOW |
0.8879 |
|
0.618 |
0.8843 |
|
1.000 |
0.8822 |
|
1.618 |
0.8786 |
|
2.618 |
0.8729 |
|
4.250 |
0.8636 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8907 |
0.8903 |
| PP |
0.8902 |
0.8900 |
| S1 |
0.8898 |
0.8896 |
|