CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9097 |
0.0002 |
0.0% |
0.9037 |
| High |
0.9106 |
0.9196 |
0.0090 |
1.0% |
0.9105 |
| Low |
0.9073 |
0.9091 |
0.0018 |
0.2% |
0.8994 |
| Close |
0.9093 |
0.9170 |
0.0077 |
0.8% |
0.9094 |
| Range |
0.0034 |
0.0106 |
0.0072 |
214.9% |
0.0112 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.6% |
0.0000 |
| Volume |
1,919 |
26,931 |
25,012 |
1,303.4% |
14,799 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9425 |
0.9228 |
|
| R3 |
0.9363 |
0.9319 |
0.9199 |
|
| R2 |
0.9258 |
0.9258 |
0.9189 |
|
| R1 |
0.9214 |
0.9214 |
0.9179 |
0.9236 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9163 |
| S1 |
0.9108 |
0.9108 |
0.9160 |
0.9130 |
| S2 |
0.9047 |
0.9047 |
0.9150 |
|
| S3 |
0.8941 |
0.9003 |
0.9140 |
|
| S4 |
0.8836 |
0.8897 |
0.9111 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9358 |
0.9155 |
|
| R3 |
0.9287 |
0.9246 |
0.9124 |
|
| R2 |
0.9176 |
0.9176 |
0.9114 |
|
| R1 |
0.9135 |
0.9135 |
0.9104 |
0.9155 |
| PP |
0.9064 |
0.9064 |
0.9064 |
0.9074 |
| S1 |
0.9023 |
0.9023 |
0.9083 |
0.9044 |
| S2 |
0.8953 |
0.8953 |
0.9073 |
|
| S3 |
0.8841 |
0.8912 |
0.9063 |
|
| S4 |
0.8730 |
0.8800 |
0.9032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9196 |
0.8994 |
0.0203 |
2.2% |
0.0074 |
0.8% |
87% |
True |
False |
8,424 |
| 10 |
0.9196 |
0.8965 |
0.0232 |
2.5% |
0.0068 |
0.7% |
89% |
True |
False |
4,623 |
| 20 |
0.9196 |
0.8791 |
0.0405 |
4.4% |
0.0074 |
0.8% |
93% |
True |
False |
2,767 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.6% |
0.0069 |
0.8% |
73% |
False |
False |
1,508 |
| 60 |
0.9308 |
0.8762 |
0.0546 |
6.0% |
0.0069 |
0.7% |
75% |
False |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9472 |
|
1.618 |
0.9367 |
|
1.000 |
0.9302 |
|
0.618 |
0.9261 |
|
HIGH |
0.9196 |
|
0.618 |
0.9156 |
|
0.500 |
0.9143 |
|
0.382 |
0.9131 |
|
LOW |
0.9091 |
|
0.618 |
0.9025 |
|
1.000 |
0.8985 |
|
1.618 |
0.8920 |
|
2.618 |
0.8814 |
|
4.250 |
0.8642 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9145 |
| PP |
0.9152 |
0.9120 |
| S1 |
0.9143 |
0.9095 |
|