CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8959 |
0.0009 |
0.1% |
0.8794 |
| High |
0.8988 |
0.8993 |
0.0005 |
0.1% |
0.8933 |
| Low |
0.8935 |
0.8917 |
-0.0018 |
-0.2% |
0.8761 |
| Close |
0.8970 |
0.8953 |
-0.0017 |
-0.2% |
0.8908 |
| Range |
0.0054 |
0.0076 |
0.0023 |
42.1% |
0.0172 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
112,002 |
170,684 |
58,682 |
52.4% |
664,268 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9182 |
0.9143 |
0.8994 |
|
| R3 |
0.9106 |
0.9067 |
0.8973 |
|
| R2 |
0.9030 |
0.9030 |
0.8966 |
|
| R1 |
0.8991 |
0.8991 |
0.8959 |
0.8973 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8945 |
| S1 |
0.8915 |
0.8915 |
0.8946 |
0.8897 |
| S2 |
0.8878 |
0.8878 |
0.8939 |
|
| S3 |
0.8802 |
0.8839 |
0.8932 |
|
| S4 |
0.8726 |
0.8763 |
0.8911 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9318 |
0.9003 |
|
| R3 |
0.9211 |
0.9146 |
0.8956 |
|
| R2 |
0.9039 |
0.9039 |
0.8940 |
|
| R1 |
0.8974 |
0.8974 |
0.8924 |
0.9006 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8883 |
| S1 |
0.8802 |
0.8802 |
0.8893 |
0.8834 |
| S2 |
0.8695 |
0.8695 |
0.8877 |
|
| S3 |
0.8523 |
0.8630 |
0.8861 |
|
| S4 |
0.8351 |
0.8458 |
0.8814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8993 |
0.8827 |
0.0166 |
1.9% |
0.0071 |
0.8% |
76% |
True |
False |
132,955 |
| 10 |
0.8993 |
0.8761 |
0.0233 |
2.6% |
0.0066 |
0.7% |
83% |
True |
False |
137,161 |
| 20 |
0.9048 |
0.8761 |
0.0287 |
3.2% |
0.0065 |
0.7% |
67% |
False |
False |
143,381 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0068 |
0.8% |
41% |
False |
False |
93,208 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0068 |
0.8% |
41% |
False |
False |
62,321 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.1% |
0.0069 |
0.8% |
35% |
False |
False |
46,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9316 |
|
2.618 |
0.9192 |
|
1.618 |
0.9116 |
|
1.000 |
0.9069 |
|
0.618 |
0.9040 |
|
HIGH |
0.8993 |
|
0.618 |
0.8964 |
|
0.500 |
0.8955 |
|
0.382 |
0.8946 |
|
LOW |
0.8917 |
|
0.618 |
0.8870 |
|
1.000 |
0.8841 |
|
1.618 |
0.8794 |
|
2.618 |
0.8718 |
|
4.250 |
0.8594 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.8951 |
| PP |
0.8954 |
0.8949 |
| S1 |
0.8953 |
0.8947 |
|