CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9097 |
0.9186 |
0.0090 |
1.0% |
0.9037 |
| High |
0.9196 |
0.9205 |
0.0009 |
0.1% |
0.9105 |
| Low |
0.9091 |
0.9141 |
0.0051 |
0.6% |
0.8994 |
| Close |
0.9170 |
0.9145 |
-0.0025 |
-0.3% |
0.9094 |
| Range |
0.0106 |
0.0064 |
-0.0042 |
-39.8% |
0.0112 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
26,931 |
7,934 |
-18,997 |
-70.5% |
14,799 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9354 |
0.9313 |
0.9179 |
|
| R3 |
0.9290 |
0.9249 |
0.9162 |
|
| R2 |
0.9227 |
0.9227 |
0.9156 |
|
| R1 |
0.9186 |
0.9186 |
0.9150 |
0.9175 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9158 |
| S1 |
0.9122 |
0.9122 |
0.9139 |
0.9111 |
| S2 |
0.9100 |
0.9100 |
0.9133 |
|
| S3 |
0.9036 |
0.9059 |
0.9127 |
|
| S4 |
0.8973 |
0.8995 |
0.9110 |
|
|
| 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 |
0.9205 |
0.8994 |
0.0211 |
2.3% |
0.0075 |
0.8% |
72% |
True |
False |
9,278 |
| 10 |
0.9205 |
0.8965 |
0.0240 |
2.6% |
0.0066 |
0.7% |
75% |
True |
False |
5,388 |
| 20 |
0.9205 |
0.8791 |
0.0414 |
4.5% |
0.0072 |
0.8% |
85% |
True |
False |
3,149 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
68% |
False |
False |
1,705 |
| 60 |
0.9308 |
0.8762 |
0.0546 |
6.0% |
0.0069 |
0.8% |
70% |
False |
False |
1,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9474 |
|
2.618 |
0.9371 |
|
1.618 |
0.9307 |
|
1.000 |
0.9268 |
|
0.618 |
0.9244 |
|
HIGH |
0.9205 |
|
0.618 |
0.9180 |
|
0.500 |
0.9173 |
|
0.382 |
0.9165 |
|
LOW |
0.9141 |
|
0.618 |
0.9102 |
|
1.000 |
0.9078 |
|
1.618 |
0.9038 |
|
2.618 |
0.8975 |
|
4.250 |
0.8871 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9173 |
0.9143 |
| PP |
0.9163 |
0.9141 |
| S1 |
0.9154 |
0.9139 |
|