CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8801 |
0.8858 |
0.0057 |
0.6% |
0.8939 |
| High |
0.8882 |
0.8884 |
0.0003 |
0.0% |
0.8942 |
| Low |
0.8800 |
0.8832 |
0.0032 |
0.4% |
0.8784 |
| Close |
0.8854 |
0.8855 |
0.0001 |
0.0% |
0.8799 |
| Range |
0.0082 |
0.0052 |
-0.0030 |
-36.2% |
0.0158 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
150,657 |
123,686 |
-26,971 |
-17.9% |
654,151 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9013 |
0.8986 |
0.8883 |
|
| R3 |
0.8961 |
0.8934 |
0.8869 |
|
| R2 |
0.8909 |
0.8909 |
0.8864 |
|
| R1 |
0.8882 |
0.8882 |
0.8859 |
0.8869 |
| PP |
0.8857 |
0.8857 |
0.8857 |
0.8851 |
| S1 |
0.8830 |
0.8830 |
0.8850 |
0.8817 |
| S2 |
0.8805 |
0.8805 |
0.8845 |
|
| S3 |
0.8753 |
0.8778 |
0.8840 |
|
| S4 |
0.8701 |
0.8726 |
0.8826 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9214 |
0.8886 |
|
| R3 |
0.9157 |
0.9057 |
0.8842 |
|
| R2 |
0.8999 |
0.8999 |
0.8828 |
|
| R1 |
0.8899 |
0.8899 |
0.8813 |
0.8870 |
| PP |
0.8842 |
0.8842 |
0.8842 |
0.8827 |
| S1 |
0.8742 |
0.8742 |
0.8785 |
0.8713 |
| S2 |
0.8684 |
0.8684 |
0.8770 |
|
| S3 |
0.8527 |
0.8584 |
0.8756 |
|
| S4 |
0.8369 |
0.8427 |
0.8712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8884 |
0.8761 |
0.0124 |
1.4% |
0.0061 |
0.7% |
76% |
True |
False |
141,368 |
| 10 |
0.8979 |
0.8761 |
0.0219 |
2.5% |
0.0069 |
0.8% |
43% |
False |
False |
154,394 |
| 20 |
0.9189 |
0.8761 |
0.0429 |
4.8% |
0.0065 |
0.7% |
22% |
False |
False |
139,150 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.3% |
0.0071 |
0.8% |
20% |
False |
False |
76,654 |
| 60 |
0.9281 |
0.8761 |
0.0521 |
5.9% |
0.0068 |
0.8% |
18% |
False |
False |
51,272 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.2% |
0.0069 |
0.8% |
17% |
False |
False |
38,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9105 |
|
2.618 |
0.9020 |
|
1.618 |
0.8968 |
|
1.000 |
0.8936 |
|
0.618 |
0.8916 |
|
HIGH |
0.8884 |
|
0.618 |
0.8864 |
|
0.500 |
0.8858 |
|
0.382 |
0.8852 |
|
LOW |
0.8832 |
|
0.618 |
0.8800 |
|
1.000 |
0.8780 |
|
1.618 |
0.8748 |
|
2.618 |
0.8696 |
|
4.250 |
0.8611 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8858 |
0.8844 |
| PP |
0.8857 |
0.8833 |
| S1 |
0.8856 |
0.8822 |
|