CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.8972 |
0.8939 |
-0.0033 |
-0.4% |
0.9062 |
High |
0.9005 |
0.8974 |
-0.0031 |
-0.3% |
0.9064 |
Low |
0.8924 |
0.8926 |
0.0002 |
0.0% |
0.8982 |
Close |
0.8950 |
0.8939 |
-0.0011 |
-0.1% |
0.9022 |
Range |
0.0081 |
0.0047 |
-0.0033 |
-41.6% |
0.0082 |
ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
173,371 |
174,957 |
1,586 |
0.9% |
522,127 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9087 |
0.9060 |
0.8964 |
|
R3 |
0.9040 |
0.9013 |
0.8951 |
|
R2 |
0.8993 |
0.8993 |
0.8947 |
|
R1 |
0.8966 |
0.8966 |
0.8943 |
0.8956 |
PP |
0.8946 |
0.8946 |
0.8946 |
0.8941 |
S1 |
0.8919 |
0.8919 |
0.8934 |
0.8909 |
S2 |
0.8899 |
0.8899 |
0.8930 |
|
S3 |
0.8852 |
0.8872 |
0.8926 |
|
S4 |
0.8805 |
0.8825 |
0.8913 |
|
|
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 |
0.8924 |
0.0124 |
1.4% |
0.0050 |
0.6% |
12% |
False |
False |
131,779 |
10 |
0.9189 |
0.8924 |
0.0265 |
3.0% |
0.0062 |
0.7% |
5% |
False |
False |
123,906 |
20 |
0.9228 |
0.8924 |
0.0304 |
3.4% |
0.0069 |
0.8% |
5% |
False |
False |
75,606 |
40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0070 |
0.8% |
34% |
False |
False |
38,246 |
60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0069 |
0.8% |
29% |
False |
False |
25,589 |
80 |
0.9308 |
0.8736 |
0.0572 |
6.4% |
0.0067 |
0.8% |
35% |
False |
False |
19,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9173 |
2.618 |
0.9097 |
1.618 |
0.9050 |
1.000 |
0.9021 |
0.618 |
0.9003 |
HIGH |
0.8974 |
0.618 |
0.8956 |
0.500 |
0.8950 |
0.382 |
0.8944 |
LOW |
0.8926 |
0.618 |
0.8897 |
1.000 |
0.8879 |
1.618 |
0.8850 |
2.618 |
0.8803 |
4.250 |
0.8727 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8950 |
0.8975 |
PP |
0.8946 |
0.8963 |
S1 |
0.8942 |
0.8951 |
|