CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8874 |
0.8840 |
-0.0034 |
-0.4% |
0.8991 |
| High |
0.8910 |
0.8851 |
-0.0059 |
-0.7% |
0.9007 |
| Low |
0.8839 |
0.8759 |
-0.0080 |
-0.9% |
0.8860 |
| Close |
0.8859 |
0.8763 |
-0.0096 |
-1.1% |
0.8893 |
| Range |
0.0072 |
0.0093 |
0.0021 |
29.4% |
0.0148 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.2% |
0.0000 |
| Volume |
139,107 |
155,180 |
16,073 |
11.6% |
609,852 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9068 |
0.9008 |
0.8814 |
|
| R3 |
0.8976 |
0.8916 |
0.8788 |
|
| R2 |
0.8883 |
0.8883 |
0.8780 |
|
| R1 |
0.8823 |
0.8823 |
0.8771 |
0.8807 |
| PP |
0.8791 |
0.8791 |
0.8791 |
0.8783 |
| S1 |
0.8731 |
0.8731 |
0.8755 |
0.8715 |
| S2 |
0.8698 |
0.8698 |
0.8746 |
|
| S3 |
0.8606 |
0.8638 |
0.8738 |
|
| S4 |
0.8513 |
0.8546 |
0.8712 |
|
|
| 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 |
0.8946 |
0.8759 |
0.0188 |
2.1% |
0.0069 |
0.8% |
2% |
False |
True |
139,159 |
| 10 |
0.9037 |
0.8759 |
0.0279 |
3.2% |
0.0062 |
0.7% |
2% |
False |
True |
139,240 |
| 20 |
0.9271 |
0.8759 |
0.0513 |
5.8% |
0.0069 |
0.8% |
1% |
False |
True |
144,696 |
| 40 |
0.9271 |
0.8718 |
0.0554 |
6.3% |
0.0071 |
0.8% |
8% |
False |
False |
150,266 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.6% |
0.0071 |
0.8% |
12% |
False |
False |
110,580 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.6% |
0.0079 |
0.9% |
12% |
False |
False |
83,110 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.8% |
0.0082 |
0.9% |
34% |
False |
False |
66,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9244 |
|
2.618 |
0.9093 |
|
1.618 |
0.9001 |
|
1.000 |
0.8944 |
|
0.618 |
0.8908 |
|
HIGH |
0.8851 |
|
0.618 |
0.8816 |
|
0.500 |
0.8805 |
|
0.382 |
0.8794 |
|
LOW |
0.8759 |
|
0.618 |
0.8701 |
|
1.000 |
0.8666 |
|
1.618 |
0.8609 |
|
2.618 |
0.8516 |
|
4.250 |
0.8365 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8805 |
0.8847 |
| PP |
0.8791 |
0.8819 |
| S1 |
0.8777 |
0.8791 |
|