CME Japanese Yen Future September 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 |
0.9148 |
0.9137 |
-0.0011 |
-0.1% |
0.9095 |
High |
0.9182 |
0.9145 |
-0.0037 |
-0.4% |
0.9205 |
Low |
0.9099 |
0.9064 |
-0.0035 |
-0.4% |
0.9064 |
Close |
0.9137 |
0.9116 |
-0.0021 |
-0.2% |
0.9116 |
Range |
0.0084 |
0.0081 |
-0.0003 |
-3.0% |
0.0141 |
ATR |
0.0073 |
0.0073 |
0.0001 |
0.8% |
0.0000 |
Volume |
9,873 |
34,427 |
24,554 |
248.7% |
81,084 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9351 |
0.9315 |
0.9161 |
|
R3 |
0.9270 |
0.9234 |
0.9138 |
|
R2 |
0.9189 |
0.9189 |
0.9131 |
|
R1 |
0.9153 |
0.9153 |
0.9123 |
0.9131 |
PP |
0.9108 |
0.9108 |
0.9108 |
0.9097 |
S1 |
0.9072 |
0.9072 |
0.9109 |
0.9050 |
S2 |
0.9027 |
0.9027 |
0.9101 |
|
S3 |
0.8946 |
0.8991 |
0.9094 |
|
S4 |
0.8865 |
0.8910 |
0.9071 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9550 |
0.9473 |
0.9193 |
|
R3 |
0.9409 |
0.9333 |
0.9155 |
|
R2 |
0.9269 |
0.9269 |
0.9142 |
|
R1 |
0.9192 |
0.9192 |
0.9129 |
0.9231 |
PP |
0.9128 |
0.9128 |
0.9128 |
0.9147 |
S1 |
0.9052 |
0.9052 |
0.9103 |
0.9090 |
S2 |
0.8988 |
0.8988 |
0.9090 |
|
S3 |
0.8847 |
0.8911 |
0.9077 |
|
S4 |
0.8707 |
0.8771 |
0.9039 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9205 |
0.9064 |
0.0141 |
1.5% |
0.0073 |
0.8% |
37% |
False |
True |
16,216 |
10 |
0.9205 |
0.8985 |
0.0220 |
2.4% |
0.0074 |
0.8% |
60% |
False |
False |
9,678 |
20 |
0.9205 |
0.8825 |
0.0380 |
4.2% |
0.0074 |
0.8% |
77% |
False |
False |
5,308 |
40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
63% |
False |
False |
2,795 |
60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
63% |
False |
False |
1,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9489 |
2.618 |
0.9357 |
1.618 |
0.9276 |
1.000 |
0.9226 |
0.618 |
0.9195 |
HIGH |
0.9145 |
0.618 |
0.9114 |
0.500 |
0.9105 |
0.382 |
0.9095 |
LOW |
0.9064 |
0.618 |
0.9014 |
1.000 |
0.8983 |
1.618 |
0.8933 |
2.618 |
0.8852 |
4.250 |
0.8720 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9112 |
0.9134 |
PP |
0.9108 |
0.9128 |
S1 |
0.9105 |
0.9122 |
|