CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9004 |
0.9057 |
0.0054 |
0.6% |
0.9020 |
| High |
0.9066 |
0.9093 |
0.0027 |
0.3% |
0.9066 |
| Low |
0.9003 |
0.9047 |
0.0045 |
0.5% |
0.8933 |
| Close |
0.9061 |
0.9091 |
0.0031 |
0.3% |
0.9061 |
| Range |
0.0063 |
0.0046 |
-0.0018 |
-27.8% |
0.0133 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
145,225 |
115,074 |
-30,151 |
-20.8% |
715,801 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9198 |
0.9116 |
|
| R3 |
0.9168 |
0.9152 |
0.9104 |
|
| R2 |
0.9122 |
0.9122 |
0.9099 |
|
| R1 |
0.9107 |
0.9107 |
0.9095 |
0.9115 |
| PP |
0.9077 |
0.9077 |
0.9077 |
0.9081 |
| S1 |
0.9061 |
0.9061 |
0.9087 |
0.9069 |
| S2 |
0.9031 |
0.9031 |
0.9083 |
|
| S3 |
0.8986 |
0.9016 |
0.9078 |
|
| S4 |
0.8940 |
0.8970 |
0.9066 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9371 |
0.9133 |
|
| R3 |
0.9285 |
0.9239 |
0.9097 |
|
| R2 |
0.9152 |
0.9152 |
0.9085 |
|
| R1 |
0.9106 |
0.9106 |
0.9073 |
0.9129 |
| PP |
0.9020 |
0.9020 |
0.9020 |
0.9031 |
| S1 |
0.8974 |
0.8974 |
0.9048 |
0.8997 |
| S2 |
0.8887 |
0.8887 |
0.9036 |
|
| S3 |
0.8755 |
0.8841 |
0.9024 |
|
| S4 |
0.8622 |
0.8709 |
0.8988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9093 |
0.8933 |
0.0160 |
1.8% |
0.0074 |
0.8% |
99% |
True |
False |
142,560 |
| 10 |
0.9093 |
0.8901 |
0.0192 |
2.1% |
0.0072 |
0.8% |
99% |
True |
False |
139,949 |
| 20 |
0.9093 |
0.8761 |
0.0332 |
3.7% |
0.0070 |
0.8% |
100% |
True |
False |
140,179 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
71% |
False |
False |
116,793 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0071 |
0.8% |
71% |
False |
False |
78,310 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0070 |
0.8% |
60% |
False |
False |
58,802 |
| 100 |
0.9308 |
0.8736 |
0.0572 |
6.3% |
0.0068 |
0.8% |
62% |
False |
False |
47,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9286 |
|
2.618 |
0.9212 |
|
1.618 |
0.9166 |
|
1.000 |
0.9138 |
|
0.618 |
0.9121 |
|
HIGH |
0.9093 |
|
0.618 |
0.9075 |
|
0.500 |
0.9070 |
|
0.382 |
0.9064 |
|
LOW |
0.9047 |
|
0.618 |
0.9019 |
|
1.000 |
0.9002 |
|
1.618 |
0.8973 |
|
2.618 |
0.8928 |
|
4.250 |
0.8854 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9084 |
0.9071 |
| PP |
0.9077 |
0.9051 |
| S1 |
0.9070 |
0.9032 |
|