CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9140 |
0.0045 |
0.5% |
0.9095 |
| High |
0.9161 |
0.9144 |
-0.0017 |
-0.2% |
0.9205 |
| Low |
0.9094 |
0.9108 |
0.0014 |
0.1% |
0.9064 |
| Close |
0.9148 |
0.9133 |
-0.0015 |
-0.2% |
0.9116 |
| Range |
0.0067 |
0.0037 |
-0.0031 |
-45.5% |
0.0141 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
19,033 |
36,325 |
17,292 |
90.9% |
81,084 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9238 |
0.9222 |
0.9153 |
|
| R3 |
0.9201 |
0.9185 |
0.9143 |
|
| R2 |
0.9165 |
0.9165 |
0.9140 |
|
| R1 |
0.9149 |
0.9149 |
0.9136 |
0.9139 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9123 |
| S1 |
0.9112 |
0.9112 |
0.9130 |
0.9102 |
| S2 |
0.9092 |
0.9092 |
0.9126 |
|
| S3 |
0.9055 |
0.9076 |
0.9123 |
|
| S4 |
0.9019 |
0.9039 |
0.9113 |
|
|
| 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% |
0.0066 |
0.7% |
49% |
False |
False |
21,518 |
| 10 |
0.9205 |
0.8994 |
0.0211 |
2.3% |
0.0070 |
0.8% |
66% |
False |
False |
14,971 |
| 20 |
0.9205 |
0.8838 |
0.0367 |
4.0% |
0.0074 |
0.8% |
81% |
False |
False |
7,830 |
| 40 |
0.9292 |
0.8791 |
0.0501 |
5.5% |
0.0069 |
0.8% |
68% |
False |
False |
4,160 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
66% |
False |
False |
2,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9299 |
|
2.618 |
0.9240 |
|
1.618 |
0.9203 |
|
1.000 |
0.9181 |
|
0.618 |
0.9167 |
|
HIGH |
0.9144 |
|
0.618 |
0.9130 |
|
0.500 |
0.9126 |
|
0.382 |
0.9121 |
|
LOW |
0.9108 |
|
0.618 |
0.9085 |
|
1.000 |
0.9071 |
|
1.618 |
0.9048 |
|
2.618 |
0.9012 |
|
4.250 |
0.8952 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9131 |
0.9126 |
| PP |
0.9128 |
0.9119 |
| S1 |
0.9126 |
0.9113 |
|