CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9019 |
-0.0101 |
-1.1% |
0.9058 |
| High |
0.9152 |
0.9039 |
-0.0113 |
-1.2% |
0.9192 |
| Low |
0.9012 |
0.8961 |
-0.0051 |
-0.6% |
0.8961 |
| Close |
0.9021 |
0.9023 |
0.0002 |
0.0% |
0.9023 |
| Range |
0.0141 |
0.0079 |
-0.0062 |
-44.1% |
0.0232 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
205,721 |
39,328 |
-166,393 |
-80.9% |
787,389 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9243 |
0.9211 |
0.9066 |
|
| R3 |
0.9164 |
0.9133 |
0.9044 |
|
| R2 |
0.9086 |
0.9086 |
0.9037 |
|
| R1 |
0.9054 |
0.9054 |
0.9030 |
0.9070 |
| PP |
0.9007 |
0.9007 |
0.9007 |
0.9015 |
| S1 |
0.8976 |
0.8976 |
0.9015 |
0.8992 |
| S2 |
0.8929 |
0.8929 |
0.9008 |
|
| S3 |
0.8850 |
0.8897 |
0.9001 |
|
| S4 |
0.8772 |
0.8819 |
0.8979 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9753 |
0.9619 |
0.9150 |
|
| R3 |
0.9521 |
0.9388 |
0.9086 |
|
| R2 |
0.9290 |
0.9290 |
0.9065 |
|
| R1 |
0.9156 |
0.9156 |
0.9044 |
0.9107 |
| PP |
0.9058 |
0.9058 |
0.9058 |
0.9034 |
| S1 |
0.8925 |
0.8925 |
0.9001 |
0.8876 |
| S2 |
0.8827 |
0.8827 |
0.8980 |
|
| S3 |
0.8595 |
0.8693 |
0.8959 |
|
| S4 |
0.8364 |
0.8462 |
0.8895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9192 |
0.8961 |
0.0232 |
2.6% |
0.0090 |
1.0% |
27% |
False |
True |
157,477 |
| 10 |
0.9192 |
0.8961 |
0.0232 |
2.6% |
0.0082 |
0.9% |
27% |
False |
True |
155,780 |
| 20 |
0.9192 |
0.8926 |
0.0266 |
2.9% |
0.0074 |
0.8% |
36% |
False |
False |
150,194 |
| 40 |
0.9205 |
0.8755 |
0.0450 |
5.0% |
0.0074 |
0.8% |
60% |
False |
False |
152,946 |
| 60 |
0.9271 |
0.8755 |
0.0517 |
5.7% |
0.0073 |
0.8% |
52% |
False |
False |
154,398 |
| 80 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0073 |
0.8% |
57% |
False |
False |
136,449 |
| 100 |
0.9271 |
0.8695 |
0.0577 |
6.4% |
0.0076 |
0.8% |
57% |
False |
False |
109,317 |
| 120 |
0.9271 |
0.8497 |
0.0775 |
8.6% |
0.0080 |
0.9% |
68% |
False |
False |
91,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9373 |
|
2.618 |
0.9245 |
|
1.618 |
0.9166 |
|
1.000 |
0.9118 |
|
0.618 |
0.9088 |
|
HIGH |
0.9039 |
|
0.618 |
0.9009 |
|
0.500 |
0.9000 |
|
0.382 |
0.8990 |
|
LOW |
0.8961 |
|
0.618 |
0.8912 |
|
1.000 |
0.8882 |
|
1.618 |
0.8833 |
|
2.618 |
0.8755 |
|
4.250 |
0.8627 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9015 |
0.9076 |
| PP |
0.9007 |
0.9058 |
| S1 |
0.9000 |
0.9040 |
|