CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8949 |
0.8994 |
0.0045 |
0.5% |
0.9003 |
| High |
0.9026 |
0.9043 |
0.0018 |
0.2% |
0.9029 |
| Low |
0.8947 |
0.8978 |
0.0031 |
0.3% |
0.8926 |
| Close |
0.8987 |
0.9032 |
0.0045 |
0.5% |
0.8987 |
| Range |
0.0079 |
0.0066 |
-0.0013 |
-16.6% |
0.0103 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
126,549 |
164,779 |
38,230 |
30.2% |
669,500 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9188 |
0.9068 |
|
| R3 |
0.9148 |
0.9123 |
0.9050 |
|
| R2 |
0.9083 |
0.9083 |
0.9044 |
|
| R1 |
0.9057 |
0.9057 |
0.9038 |
0.9070 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9024 |
| S1 |
0.8992 |
0.8992 |
0.9025 |
0.9005 |
| S2 |
0.8952 |
0.8952 |
0.9019 |
|
| S3 |
0.8886 |
0.8926 |
0.9013 |
|
| S4 |
0.8821 |
0.8861 |
0.8995 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9241 |
0.9044 |
|
| R3 |
0.9187 |
0.9138 |
0.9015 |
|
| R2 |
0.9084 |
0.9084 |
0.9006 |
|
| R1 |
0.9035 |
0.9035 |
0.8996 |
0.9008 |
| PP |
0.8981 |
0.8981 |
0.8981 |
0.8967 |
| S1 |
0.8932 |
0.8932 |
0.8978 |
0.8905 |
| S2 |
0.8878 |
0.8878 |
0.8968 |
|
| S3 |
0.8775 |
0.8829 |
0.8959 |
|
| S4 |
0.8672 |
0.8726 |
0.8930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9043 |
0.8926 |
0.0117 |
1.3% |
0.0063 |
0.7% |
90% |
True |
False |
143,122 |
| 10 |
0.9082 |
0.8800 |
0.0282 |
3.1% |
0.0080 |
0.9% |
82% |
False |
False |
171,923 |
| 20 |
0.9082 |
0.8755 |
0.0328 |
3.6% |
0.0071 |
0.8% |
85% |
False |
False |
154,515 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
54% |
False |
False |
153,956 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0070 |
0.8% |
58% |
False |
False |
147,689 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0073 |
0.8% |
58% |
False |
False |
111,493 |
| 100 |
0.9271 |
0.8573 |
0.0699 |
7.7% |
0.0081 |
0.9% |
66% |
False |
False |
89,384 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0079 |
0.9% |
69% |
False |
False |
74,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9321 |
|
2.618 |
0.9214 |
|
1.618 |
0.9149 |
|
1.000 |
0.9109 |
|
0.618 |
0.9083 |
|
HIGH |
0.9043 |
|
0.618 |
0.9018 |
|
0.500 |
0.9010 |
|
0.382 |
0.9003 |
|
LOW |
0.8978 |
|
0.618 |
0.8937 |
|
1.000 |
0.8912 |
|
1.618 |
0.8872 |
|
2.618 |
0.8806 |
|
4.250 |
0.8699 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9024 |
0.9018 |
| PP |
0.9017 |
0.9004 |
| S1 |
0.9010 |
0.8991 |
|