CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9137 |
0.9095 |
-0.0042 |
-0.5% |
0.9095 |
| High |
0.9145 |
0.9161 |
0.0016 |
0.2% |
0.9205 |
| Low |
0.9064 |
0.9094 |
0.0030 |
0.3% |
0.9064 |
| Close |
0.9116 |
0.9148 |
0.0032 |
0.3% |
0.9116 |
| Range |
0.0081 |
0.0067 |
-0.0014 |
-17.3% |
0.0141 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
34,427 |
19,033 |
-15,394 |
-44.7% |
81,084 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9308 |
0.9184 |
|
| R3 |
0.9268 |
0.9241 |
0.9166 |
|
| R2 |
0.9201 |
0.9201 |
0.9160 |
|
| R1 |
0.9174 |
0.9174 |
0.9154 |
0.9188 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9141 |
| S1 |
0.9107 |
0.9107 |
0.9141 |
0.9121 |
| S2 |
0.9067 |
0.9067 |
0.9135 |
|
| S3 |
0.9000 |
0.9040 |
0.9129 |
|
| S4 |
0.8933 |
0.8973 |
0.9111 |
|
|
| 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% |
0.0080 |
0.9% |
59% |
False |
False |
19,639 |
| 10 |
0.9205 |
0.8994 |
0.0211 |
2.3% |
0.0073 |
0.8% |
73% |
False |
False |
11,491 |
| 20 |
0.9205 |
0.8832 |
0.0373 |
4.1% |
0.0075 |
0.8% |
85% |
False |
False |
6,215 |
| 40 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0070 |
0.8% |
69% |
False |
False |
3,267 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0070 |
0.8% |
69% |
False |
False |
2,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9446 |
|
2.618 |
0.9336 |
|
1.618 |
0.9269 |
|
1.000 |
0.9228 |
|
0.618 |
0.9202 |
|
HIGH |
0.9161 |
|
0.618 |
0.9135 |
|
0.500 |
0.9128 |
|
0.382 |
0.9120 |
|
LOW |
0.9094 |
|
0.618 |
0.9053 |
|
1.000 |
0.9027 |
|
1.618 |
0.8986 |
|
2.618 |
0.8919 |
|
4.250 |
0.8809 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9141 |
0.9139 |
| PP |
0.9134 |
0.9131 |
| S1 |
0.9128 |
0.9123 |
|