CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8847 |
0.8861 |
0.0014 |
0.2% |
0.9020 |
| High |
0.8898 |
0.8885 |
-0.0013 |
-0.1% |
0.9027 |
| Low |
0.8824 |
0.8840 |
0.0017 |
0.2% |
0.8884 |
| Close |
0.8850 |
0.8856 |
0.0006 |
0.1% |
0.8910 |
| Range |
0.0074 |
0.0045 |
-0.0029 |
-39.2% |
0.0143 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
206,219 |
141,162 |
-65,057 |
-31.5% |
837,924 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8995 |
0.8971 |
0.8881 |
|
| R3 |
0.8950 |
0.8926 |
0.8868 |
|
| R2 |
0.8905 |
0.8905 |
0.8864 |
|
| R1 |
0.8881 |
0.8881 |
0.8860 |
0.8871 |
| PP |
0.8860 |
0.8860 |
0.8860 |
0.8855 |
| S1 |
0.8836 |
0.8836 |
0.8852 |
0.8826 |
| S2 |
0.8815 |
0.8815 |
0.8848 |
|
| S3 |
0.8770 |
0.8791 |
0.8844 |
|
| S4 |
0.8725 |
0.8746 |
0.8831 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9281 |
0.8988 |
|
| R3 |
0.9225 |
0.9139 |
0.8949 |
|
| R2 |
0.9083 |
0.9083 |
0.8936 |
|
| R1 |
0.8996 |
0.8996 |
0.8923 |
0.8968 |
| PP |
0.8940 |
0.8940 |
0.8940 |
0.8926 |
| S1 |
0.8854 |
0.8854 |
0.8897 |
0.8826 |
| S2 |
0.8798 |
0.8798 |
0.8884 |
|
| S3 |
0.8655 |
0.8711 |
0.8871 |
|
| S4 |
0.8513 |
0.8569 |
0.8832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8979 |
0.8824 |
0.0156 |
1.8% |
0.0076 |
0.9% |
21% |
False |
False |
167,421 |
| 10 |
0.9048 |
0.8824 |
0.0224 |
2.5% |
0.0063 |
0.7% |
15% |
False |
False |
149,600 |
| 20 |
0.9228 |
0.8824 |
0.0405 |
4.6% |
0.0070 |
0.8% |
8% |
False |
False |
115,142 |
| 40 |
0.9228 |
0.8791 |
0.0437 |
4.9% |
0.0071 |
0.8% |
15% |
False |
False |
59,146 |
| 60 |
0.9308 |
0.8791 |
0.0517 |
5.8% |
0.0070 |
0.8% |
13% |
False |
False |
39,517 |
| 80 |
0.9308 |
0.8762 |
0.0546 |
6.2% |
0.0069 |
0.8% |
17% |
False |
False |
29,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9076 |
|
2.618 |
0.9003 |
|
1.618 |
0.8958 |
|
1.000 |
0.8930 |
|
0.618 |
0.8913 |
|
HIGH |
0.8885 |
|
0.618 |
0.8868 |
|
0.500 |
0.8863 |
|
0.382 |
0.8857 |
|
LOW |
0.8840 |
|
0.618 |
0.8812 |
|
1.000 |
0.8795 |
|
1.618 |
0.8767 |
|
2.618 |
0.8722 |
|
4.250 |
0.8649 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8863 |
0.8883 |
| PP |
0.8860 |
0.8874 |
| S1 |
0.8858 |
0.8865 |
|