CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9149 |
0.9109 |
-0.0040 |
-0.4% |
0.8994 |
| High |
0.9169 |
0.9145 |
-0.0024 |
-0.3% |
0.9069 |
| Low |
0.9104 |
0.9062 |
-0.0043 |
-0.5% |
0.8956 |
| Close |
0.9108 |
0.9100 |
-0.0009 |
-0.1% |
0.9057 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.5% |
0.0113 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
1.0% |
0.0000 |
| Volume |
151,987 |
162,973 |
10,986 |
7.2% |
613,699 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9353 |
0.9310 |
0.9145 |
|
| R3 |
0.9269 |
0.9226 |
0.9122 |
|
| R2 |
0.9186 |
0.9186 |
0.9115 |
|
| R1 |
0.9143 |
0.9143 |
0.9107 |
0.9122 |
| PP |
0.9102 |
0.9102 |
0.9102 |
0.9092 |
| S1 |
0.9059 |
0.9059 |
0.9092 |
0.9039 |
| S2 |
0.9019 |
0.9019 |
0.9084 |
|
| S3 |
0.8935 |
0.8976 |
0.9077 |
|
| S4 |
0.8852 |
0.8892 |
0.9054 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9323 |
0.9118 |
|
| R3 |
0.9252 |
0.9211 |
0.9087 |
|
| R2 |
0.9140 |
0.9140 |
0.9077 |
|
| R1 |
0.9098 |
0.9098 |
0.9067 |
0.9119 |
| PP |
0.9027 |
0.9027 |
0.9027 |
0.9037 |
| S1 |
0.8986 |
0.8986 |
0.9046 |
0.9006 |
| S2 |
0.8915 |
0.8915 |
0.9036 |
|
| S3 |
0.8802 |
0.8873 |
0.9026 |
|
| S4 |
0.8690 |
0.8761 |
0.8995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9169 |
0.8956 |
0.0213 |
2.3% |
0.0081 |
0.9% |
68% |
False |
False |
154,474 |
| 10 |
0.9169 |
0.8939 |
0.0230 |
2.5% |
0.0071 |
0.8% |
70% |
False |
False |
144,864 |
| 20 |
0.9169 |
0.8755 |
0.0414 |
4.5% |
0.0075 |
0.8% |
83% |
False |
False |
159,093 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
67% |
False |
False |
150,906 |
| 60 |
0.9271 |
0.8742 |
0.0530 |
5.8% |
0.0073 |
0.8% |
68% |
False |
False |
153,953 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0072 |
0.8% |
70% |
False |
False |
124,493 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0078 |
0.9% |
70% |
False |
False |
99,733 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0080 |
0.9% |
78% |
False |
False |
83,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9500 |
|
2.618 |
0.9364 |
|
1.618 |
0.9280 |
|
1.000 |
0.9229 |
|
0.618 |
0.9197 |
|
HIGH |
0.9145 |
|
0.618 |
0.9113 |
|
0.500 |
0.9103 |
|
0.382 |
0.9093 |
|
LOW |
0.9062 |
|
0.618 |
0.9010 |
|
1.000 |
0.8978 |
|
1.618 |
0.8926 |
|
2.618 |
0.8843 |
|
4.250 |
0.8707 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9103 |
0.9110 |
| PP |
0.9102 |
0.9107 |
| S1 |
0.9101 |
0.9103 |
|