CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9102 |
-0.0007 |
-0.1% |
0.9060 |
| High |
0.9145 |
0.9109 |
-0.0037 |
-0.4% |
0.9169 |
| Low |
0.9062 |
0.9027 |
-0.0035 |
-0.4% |
0.9027 |
| Close |
0.9100 |
0.9079 |
-0.0021 |
-0.2% |
0.9079 |
| Range |
0.0084 |
0.0082 |
-0.0002 |
-1.8% |
0.0142 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
0.7% |
0.0000 |
| Volume |
162,973 |
173,494 |
10,521 |
6.5% |
770,415 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9317 |
0.9280 |
0.9124 |
|
| R3 |
0.9235 |
0.9198 |
0.9102 |
|
| R2 |
0.9153 |
0.9153 |
0.9094 |
|
| R1 |
0.9116 |
0.9116 |
0.9087 |
0.9094 |
| PP |
0.9071 |
0.9071 |
0.9071 |
0.9060 |
| S1 |
0.9034 |
0.9034 |
0.9071 |
0.9012 |
| S2 |
0.8989 |
0.8989 |
0.9064 |
|
| S3 |
0.8907 |
0.8952 |
0.9056 |
|
| S4 |
0.8825 |
0.8870 |
0.9034 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9517 |
0.9440 |
0.9157 |
|
| R3 |
0.9375 |
0.9298 |
0.9118 |
|
| R2 |
0.9233 |
0.9233 |
0.9105 |
|
| R1 |
0.9156 |
0.9156 |
0.9092 |
0.9195 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9111 |
| S1 |
0.9014 |
0.9014 |
0.9066 |
0.9053 |
| S2 |
0.8949 |
0.8949 |
0.9053 |
|
| S3 |
0.8807 |
0.8872 |
0.9040 |
|
| S4 |
0.8665 |
0.8730 |
0.9001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9169 |
0.9027 |
0.0142 |
1.6% |
0.0074 |
0.8% |
37% |
False |
True |
154,083 |
| 10 |
0.9169 |
0.8947 |
0.0222 |
2.4% |
0.0075 |
0.8% |
60% |
False |
False |
151,066 |
| 20 |
0.9169 |
0.8787 |
0.0382 |
4.2% |
0.0076 |
0.8% |
77% |
False |
False |
160,226 |
| 40 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0071 |
0.8% |
63% |
False |
False |
150,438 |
| 60 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0072 |
0.8% |
63% |
False |
False |
154,082 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0072 |
0.8% |
67% |
False |
False |
126,655 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0077 |
0.8% |
67% |
False |
False |
101,462 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.5% |
0.0079 |
0.9% |
75% |
False |
False |
84,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9457 |
|
2.618 |
0.9323 |
|
1.618 |
0.9241 |
|
1.000 |
0.9191 |
|
0.618 |
0.9159 |
|
HIGH |
0.9109 |
|
0.618 |
0.9077 |
|
0.500 |
0.9068 |
|
0.382 |
0.9058 |
|
LOW |
0.9027 |
|
0.618 |
0.8976 |
|
1.000 |
0.8945 |
|
1.618 |
0.8894 |
|
2.618 |
0.8812 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9075 |
0.9098 |
| PP |
0.9071 |
0.9091 |
| S1 |
0.9068 |
0.9085 |
|