CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.9020 |
0.0002 |
0.0% |
0.9062 |
| High |
0.9031 |
0.9027 |
-0.0004 |
0.0% |
0.9064 |
| Low |
0.9008 |
0.8966 |
-0.0042 |
-0.5% |
0.8982 |
| Close |
0.9022 |
0.8971 |
-0.0051 |
-0.6% |
0.9022 |
| Range |
0.0023 |
0.0061 |
0.0038 |
168.9% |
0.0082 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
77,082 |
123,961 |
46,879 |
60.8% |
522,127 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9169 |
0.9131 |
0.9004 |
|
| R3 |
0.9109 |
0.9070 |
0.8988 |
|
| R2 |
0.9048 |
0.9048 |
0.8982 |
|
| R1 |
0.9010 |
0.9010 |
0.8977 |
0.8999 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8982 |
| S1 |
0.8949 |
0.8949 |
0.8965 |
0.8938 |
| S2 |
0.8927 |
0.8927 |
0.8960 |
|
| S3 |
0.8867 |
0.8889 |
0.8954 |
|
| S4 |
0.8806 |
0.8828 |
0.8938 |
|
|
| 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 |
0.9048 |
0.8966 |
0.0082 |
0.9% |
0.0043 |
0.5% |
6% |
False |
True |
108,912 |
| 10 |
0.9228 |
0.8966 |
0.0262 |
2.9% |
0.0065 |
0.7% |
2% |
False |
True |
105,407 |
| 20 |
0.9228 |
0.8966 |
0.0262 |
2.9% |
0.0069 |
0.8% |
2% |
False |
True |
58,449 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0069 |
0.8% |
41% |
False |
False |
29,542 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0069 |
0.8% |
35% |
False |
False |
19,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9284 |
|
2.618 |
0.9185 |
|
1.618 |
0.9124 |
|
1.000 |
0.9087 |
|
0.618 |
0.9064 |
|
HIGH |
0.9027 |
|
0.618 |
0.9003 |
|
0.500 |
0.8996 |
|
0.382 |
0.8989 |
|
LOW |
0.8966 |
|
0.618 |
0.8929 |
|
1.000 |
0.8905 |
|
1.618 |
0.8868 |
|
2.618 |
0.8808 |
|
4.250 |
0.8709 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8996 |
0.9007 |
| PP |
0.8988 |
0.8995 |
| S1 |
0.8979 |
0.8983 |
|