CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9059 |
-0.0096 |
-1.0% |
0.9095 |
| High |
0.9189 |
0.9076 |
-0.0114 |
-1.2% |
0.9228 |
| Low |
0.9047 |
0.9012 |
-0.0036 |
-0.4% |
0.9012 |
| Close |
0.9057 |
0.9059 |
0.0002 |
0.0% |
0.9059 |
| Range |
0.0142 |
0.0064 |
-0.0078 |
-54.9% |
0.0217 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
92,113 |
152,540 |
60,427 |
65.6% |
427,019 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9214 |
0.9094 |
|
| R3 |
0.9177 |
0.9150 |
0.9077 |
|
| R2 |
0.9113 |
0.9113 |
0.9071 |
|
| R1 |
0.9086 |
0.9086 |
0.9065 |
0.9099 |
| PP |
0.9049 |
0.9049 |
0.9049 |
0.9055 |
| S1 |
0.9022 |
0.9022 |
0.9053 |
0.9035 |
| S2 |
0.8985 |
0.8985 |
0.9047 |
|
| S3 |
0.8921 |
0.8958 |
0.9041 |
|
| S4 |
0.8857 |
0.8894 |
0.9024 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9749 |
0.9621 |
0.9178 |
|
| R3 |
0.9533 |
0.9404 |
0.9119 |
|
| R2 |
0.9316 |
0.9316 |
0.9099 |
|
| R1 |
0.9188 |
0.9188 |
0.9079 |
0.9144 |
| PP |
0.9100 |
0.9100 |
0.9100 |
0.9078 |
| S1 |
0.8971 |
0.8971 |
0.9039 |
0.8927 |
| S2 |
0.8883 |
0.8883 |
0.9019 |
|
| S3 |
0.8667 |
0.8755 |
0.8999 |
|
| S4 |
0.8450 |
0.8538 |
0.8940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9228 |
0.9012 |
0.0217 |
2.4% |
0.0087 |
1.0% |
22% |
False |
True |
85,403 |
| 10 |
0.9228 |
0.9012 |
0.0217 |
2.4% |
0.0080 |
0.9% |
22% |
False |
True |
50,810 |
| 20 |
0.9228 |
0.8965 |
0.0264 |
2.9% |
0.0072 |
0.8% |
36% |
False |
False |
26,285 |
| 40 |
0.9242 |
0.8791 |
0.0451 |
5.0% |
0.0072 |
0.8% |
59% |
False |
False |
13,422 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0071 |
0.8% |
52% |
False |
False |
9,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9348 |
|
2.618 |
0.9243 |
|
1.618 |
0.9179 |
|
1.000 |
0.9140 |
|
0.618 |
0.9115 |
|
HIGH |
0.9076 |
|
0.618 |
0.9051 |
|
0.500 |
0.9044 |
|
0.382 |
0.9036 |
|
LOW |
0.9012 |
|
0.618 |
0.8972 |
|
1.000 |
0.8948 |
|
1.618 |
0.8908 |
|
2.618 |
0.8844 |
|
4.250 |
0.8740 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9054 |
0.9120 |
| PP |
0.9049 |
0.9100 |
| S1 |
0.9044 |
0.9079 |
|