CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.9062 |
0.9000 |
-0.0062 |
-0.7% |
0.9095 |
High |
0.9064 |
0.9020 |
-0.0044 |
-0.5% |
0.9228 |
Low |
0.8996 |
0.8982 |
-0.0014 |
-0.2% |
0.9012 |
Close |
0.9002 |
0.9013 |
0.0011 |
0.1% |
0.9059 |
Range |
0.0068 |
0.0038 |
-0.0030 |
-44.1% |
0.0217 |
ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
101,524 |
121,130 |
19,606 |
19.3% |
427,019 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9119 |
0.9104 |
0.9033 |
|
R3 |
0.9081 |
0.9066 |
0.9023 |
|
R2 |
0.9043 |
0.9043 |
0.9019 |
|
R1 |
0.9028 |
0.9028 |
0.9016 |
0.9035 |
PP |
0.9005 |
0.9005 |
0.9005 |
0.9008 |
S1 |
0.8990 |
0.8990 |
0.9009 |
0.8997 |
S2 |
0.8967 |
0.8967 |
0.9006 |
|
S3 |
0.8929 |
0.8952 |
0.9002 |
|
S4 |
0.8891 |
0.8914 |
0.8992 |
|
|
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 |
0.8982 |
0.0247 |
2.7% |
0.0088 |
1.0% |
13% |
False |
True |
118,863 |
10 |
0.9228 |
0.8982 |
0.0247 |
2.7% |
0.0077 |
0.9% |
13% |
False |
True |
70,190 |
20 |
0.9228 |
0.8965 |
0.0264 |
2.9% |
0.0072 |
0.8% |
18% |
False |
False |
37,407 |
40 |
0.9228 |
0.8791 |
0.0437 |
4.8% |
0.0072 |
0.8% |
51% |
False |
False |
18,973 |
60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0070 |
0.8% |
43% |
False |
False |
12,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9181 |
2.618 |
0.9119 |
1.618 |
0.9081 |
1.000 |
0.9058 |
0.618 |
0.9043 |
HIGH |
0.9020 |
0.618 |
0.9005 |
0.500 |
0.9001 |
0.382 |
0.8996 |
LOW |
0.8982 |
0.618 |
0.8958 |
1.000 |
0.8944 |
1.618 |
0.8920 |
2.618 |
0.8882 |
4.250 |
0.8820 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9009 |
0.9029 |
PP |
0.9005 |
0.9023 |
S1 |
0.9001 |
0.9018 |
|