CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9059 |
0.9062 |
0.0004 |
0.0% |
0.9095 |
| High |
0.9076 |
0.9064 |
-0.0012 |
-0.1% |
0.9228 |
| Low |
0.9012 |
0.8996 |
-0.0016 |
-0.2% |
0.9012 |
| Close |
0.9059 |
0.9002 |
-0.0058 |
-0.6% |
0.9059 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0217 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
152,540 |
101,524 |
-51,016 |
-33.4% |
427,019 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9224 |
0.9181 |
0.9039 |
|
| R3 |
0.9156 |
0.9113 |
0.9020 |
|
| R2 |
0.9088 |
0.9088 |
0.9014 |
|
| R1 |
0.9045 |
0.9045 |
0.9008 |
0.9033 |
| PP |
0.9020 |
0.9020 |
0.9020 |
0.9014 |
| S1 |
0.8977 |
0.8977 |
0.8995 |
0.8965 |
| S2 |
0.8952 |
0.8952 |
0.8989 |
|
| S3 |
0.8884 |
0.8909 |
0.8983 |
|
| S4 |
0.8816 |
0.8841 |
0.8964 |
|
|
| 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 |
0.8996 |
0.0233 |
2.6% |
0.0087 |
1.0% |
3% |
False |
True |
101,902 |
| 10 |
0.9228 |
0.8996 |
0.0233 |
2.6% |
0.0084 |
0.9% |
3% |
False |
True |
60,770 |
| 20 |
0.9228 |
0.8965 |
0.0264 |
2.9% |
0.0073 |
0.8% |
14% |
False |
False |
31,355 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0072 |
0.8% |
48% |
False |
False |
15,956 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0071 |
0.8% |
41% |
False |
False |
10,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9242 |
|
1.618 |
0.9174 |
|
1.000 |
0.9132 |
|
0.618 |
0.9106 |
|
HIGH |
0.9064 |
|
0.618 |
0.9038 |
|
0.500 |
0.9030 |
|
0.382 |
0.9021 |
|
LOW |
0.8996 |
|
0.618 |
0.8953 |
|
1.000 |
0.8928 |
|
1.618 |
0.8885 |
|
2.618 |
0.8817 |
|
4.250 |
0.8707 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9092 |
| PP |
0.9020 |
0.9062 |
| S1 |
0.9011 |
0.9032 |
|