CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9124 |
-0.0016 |
-0.2% |
0.9095 |
| High |
0.9144 |
0.9228 |
0.0084 |
0.9% |
0.9205 |
| Low |
0.9108 |
0.9102 |
-0.0006 |
-0.1% |
0.9064 |
| Close |
0.9133 |
0.9166 |
0.0033 |
0.4% |
0.9116 |
| Range |
0.0037 |
0.0127 |
0.0090 |
246.6% |
0.0141 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.7% |
0.0000 |
| Volume |
36,325 |
127,008 |
90,683 |
249.6% |
81,084 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9545 |
0.9482 |
0.9236 |
|
| R3 |
0.9418 |
0.9355 |
0.9201 |
|
| R2 |
0.9292 |
0.9292 |
0.9189 |
|
| R1 |
0.9229 |
0.9229 |
0.9178 |
0.9260 |
| PP |
0.9165 |
0.9165 |
0.9165 |
0.9181 |
| S1 |
0.9102 |
0.9102 |
0.9154 |
0.9134 |
| S2 |
0.9039 |
0.9039 |
0.9143 |
|
| S3 |
0.8912 |
0.8976 |
0.9131 |
|
| S4 |
0.8786 |
0.8849 |
0.9096 |
|
|
| 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 |
0.9228 |
0.9064 |
0.0164 |
1.8% |
0.0079 |
0.9% |
62% |
True |
False |
45,333 |
| 10 |
0.9228 |
0.8994 |
0.0235 |
2.6% |
0.0077 |
0.8% |
74% |
True |
False |
27,305 |
| 20 |
0.9228 |
0.8889 |
0.0339 |
3.7% |
0.0077 |
0.8% |
82% |
True |
False |
14,157 |
| 40 |
0.9281 |
0.8791 |
0.0490 |
5.3% |
0.0070 |
0.8% |
77% |
False |
False |
7,333 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.6% |
0.0071 |
0.8% |
73% |
False |
False |
4,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9766 |
|
2.618 |
0.9559 |
|
1.618 |
0.9433 |
|
1.000 |
0.9355 |
|
0.618 |
0.9306 |
|
HIGH |
0.9228 |
|
0.618 |
0.9180 |
|
0.500 |
0.9165 |
|
0.382 |
0.9150 |
|
LOW |
0.9102 |
|
0.618 |
0.9023 |
|
1.000 |
0.8975 |
|
1.618 |
0.8897 |
|
2.618 |
0.8770 |
|
4.250 |
0.8564 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9166 |
0.9164 |
| PP |
0.9165 |
0.9163 |
| S1 |
0.9165 |
0.9161 |
|