CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9124 |
0.9155 |
0.0031 |
0.3% |
0.9095 |
| High |
0.9228 |
0.9189 |
-0.0039 |
-0.4% |
0.9205 |
| Low |
0.9102 |
0.9047 |
-0.0055 |
-0.6% |
0.9064 |
| Close |
0.9166 |
0.9057 |
-0.0109 |
-1.2% |
0.9116 |
| Range |
0.0127 |
0.0142 |
0.0016 |
12.3% |
0.0141 |
| ATR |
0.0075 |
0.0079 |
0.0005 |
6.5% |
0.0000 |
| Volume |
127,008 |
92,113 |
-34,895 |
-27.5% |
81,084 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9524 |
0.9432 |
0.9135 |
|
| R3 |
0.9382 |
0.9290 |
0.9096 |
|
| R2 |
0.9240 |
0.9240 |
0.9083 |
|
| R1 |
0.9148 |
0.9148 |
0.9070 |
0.9123 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9085 |
| S1 |
0.9006 |
0.9006 |
0.9044 |
0.8981 |
| S2 |
0.8956 |
0.8956 |
0.9031 |
|
| S3 |
0.8814 |
0.8864 |
0.9018 |
|
| S4 |
0.8672 |
0.8722 |
0.8979 |
|
|
| 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 |
0.9047 |
0.0181 |
2.0% |
0.0091 |
1.0% |
6% |
False |
True |
61,781 |
| 10 |
0.9228 |
0.8994 |
0.0235 |
2.6% |
0.0085 |
0.9% |
27% |
False |
False |
36,155 |
| 20 |
0.9228 |
0.8965 |
0.0264 |
2.9% |
0.0075 |
0.8% |
35% |
False |
False |
18,704 |
| 40 |
0.9255 |
0.8791 |
0.0464 |
5.1% |
0.0072 |
0.8% |
57% |
False |
False |
9,623 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0071 |
0.8% |
51% |
False |
False |
6,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9793 |
|
2.618 |
0.9561 |
|
1.618 |
0.9419 |
|
1.000 |
0.9331 |
|
0.618 |
0.9277 |
|
HIGH |
0.9189 |
|
0.618 |
0.9135 |
|
0.500 |
0.9118 |
|
0.382 |
0.9101 |
|
LOW |
0.9047 |
|
0.618 |
0.8959 |
|
1.000 |
0.8905 |
|
1.618 |
0.8817 |
|
2.618 |
0.8675 |
|
4.250 |
0.8444 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9118 |
0.9138 |
| PP |
0.9098 |
0.9111 |
| S1 |
0.9077 |
0.9084 |
|