CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9010 |
0.9018 |
0.0009 |
0.1% |
0.9062 |
| High |
0.9048 |
0.9031 |
-0.0017 |
-0.2% |
0.9064 |
| Low |
0.9006 |
0.9008 |
0.0002 |
0.0% |
0.8982 |
| Close |
0.9015 |
0.9022 |
0.0007 |
0.1% |
0.9022 |
| Range |
0.0042 |
0.0023 |
-0.0019 |
-45.8% |
0.0082 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
109,526 |
77,082 |
-32,444 |
-29.6% |
522,127 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9088 |
0.9077 |
0.9034 |
|
| R3 |
0.9065 |
0.9055 |
0.9028 |
|
| R2 |
0.9043 |
0.9043 |
0.9026 |
|
| R1 |
0.9032 |
0.9032 |
0.9024 |
0.9037 |
| PP |
0.9020 |
0.9020 |
0.9020 |
0.9023 |
| S1 |
0.9010 |
0.9010 |
0.9019 |
0.9015 |
| S2 |
0.8998 |
0.8998 |
0.9017 |
|
| S3 |
0.8975 |
0.8987 |
0.9015 |
|
| S4 |
0.8953 |
0.8965 |
0.9009 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9268 |
0.9227 |
0.9067 |
|
| R3 |
0.9186 |
0.9145 |
0.9044 |
|
| R2 |
0.9104 |
0.9104 |
0.9037 |
|
| R1 |
0.9063 |
0.9063 |
0.9029 |
0.9043 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9012 |
| S1 |
0.8981 |
0.8981 |
0.9014 |
0.8961 |
| S2 |
0.8940 |
0.8940 |
0.9006 |
|
| S3 |
0.8858 |
0.8899 |
0.8999 |
|
| S4 |
0.8776 |
0.8817 |
0.8976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9064 |
0.8982 |
0.0082 |
0.9% |
0.0045 |
0.5% |
49% |
False |
False |
104,425 |
| 10 |
0.9228 |
0.8982 |
0.0247 |
2.7% |
0.0066 |
0.7% |
16% |
False |
False |
94,914 |
| 20 |
0.9228 |
0.8982 |
0.0247 |
2.7% |
0.0070 |
0.8% |
16% |
False |
False |
52,296 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.8% |
0.0069 |
0.8% |
53% |
False |
False |
26,444 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.7% |
0.0069 |
0.8% |
45% |
False |
False |
17,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9126 |
|
2.618 |
0.9089 |
|
1.618 |
0.9067 |
|
1.000 |
0.9053 |
|
0.618 |
0.9044 |
|
HIGH |
0.9031 |
|
0.618 |
0.9022 |
|
0.500 |
0.9019 |
|
0.382 |
0.9017 |
|
LOW |
0.9008 |
|
0.618 |
0.8994 |
|
1.000 |
0.8986 |
|
1.618 |
0.8972 |
|
2.618 |
0.8949 |
|
4.250 |
0.8912 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9021 |
0.9020 |
| PP |
0.9020 |
0.9018 |
| S1 |
0.9019 |
0.9016 |
|