CME Japanese Yen Future September 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 |
0.9186 |
0.9148 |
-0.0038 |
-0.4% |
0.9037 |
| High |
0.9205 |
0.9182 |
-0.0023 |
-0.2% |
0.9105 |
| Low |
0.9141 |
0.9099 |
-0.0043 |
-0.5% |
0.8994 |
| Close |
0.9145 |
0.9137 |
-0.0008 |
-0.1% |
0.9094 |
| Range |
0.0064 |
0.0084 |
0.0020 |
31.5% |
0.0112 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.2% |
0.0000 |
| Volume |
7,934 |
9,873 |
1,939 |
24.4% |
14,799 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9390 |
0.9347 |
0.9182 |
|
| R3 |
0.9306 |
0.9263 |
0.9159 |
|
| R2 |
0.9223 |
0.9223 |
0.9152 |
|
| R1 |
0.9180 |
0.9180 |
0.9144 |
0.9159 |
| PP |
0.9139 |
0.9139 |
0.9139 |
0.9129 |
| S1 |
0.9096 |
0.9096 |
0.9129 |
0.9076 |
| S2 |
0.9056 |
0.9056 |
0.9121 |
|
| S3 |
0.8972 |
0.9013 |
0.9114 |
|
| S4 |
0.8889 |
0.8929 |
0.9091 |
|
|
| 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% |
0.0080 |
0.9% |
68% |
False |
False |
10,530 |
| 10 |
0.9205 |
0.8977 |
0.0228 |
2.5% |
0.0070 |
0.8% |
70% |
False |
False |
6,322 |
| 20 |
0.9205 |
0.8791 |
0.0414 |
4.5% |
0.0074 |
0.8% |
84% |
False |
False |
3,637 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
67% |
False |
False |
1,944 |
| 60 |
0.9308 |
0.8784 |
0.0524 |
5.7% |
0.0070 |
0.8% |
67% |
False |
False |
1,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9537 |
|
2.618 |
0.9401 |
|
1.618 |
0.9317 |
|
1.000 |
0.9266 |
|
0.618 |
0.9234 |
|
HIGH |
0.9182 |
|
0.618 |
0.9150 |
|
0.500 |
0.9140 |
|
0.382 |
0.9130 |
|
LOW |
0.9099 |
|
0.618 |
0.9047 |
|
1.000 |
0.9015 |
|
1.618 |
0.8963 |
|
2.618 |
0.8880 |
|
4.250 |
0.8744 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9140 |
0.9148 |
| PP |
0.9139 |
0.9144 |
| S1 |
0.9138 |
0.9140 |
|