CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9090 |
0.9077 |
-0.0013 |
-0.1% |
0.9020 |
| High |
0.9116 |
0.9086 |
-0.0031 |
-0.3% |
0.9066 |
| Low |
0.9061 |
0.9028 |
-0.0033 |
-0.4% |
0.8933 |
| Close |
0.9085 |
0.9062 |
-0.0024 |
-0.3% |
0.9061 |
| Range |
0.0056 |
0.0058 |
0.0002 |
3.6% |
0.0133 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
146,946 |
138,002 |
-8,944 |
-6.1% |
715,801 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9231 |
0.9204 |
0.9093 |
|
| R3 |
0.9173 |
0.9146 |
0.9077 |
|
| R2 |
0.9116 |
0.9116 |
0.9072 |
|
| R1 |
0.9089 |
0.9089 |
0.9067 |
0.9074 |
| PP |
0.9058 |
0.9058 |
0.9058 |
0.9051 |
| S1 |
0.9031 |
0.9031 |
0.9056 |
0.9016 |
| S2 |
0.9001 |
0.9001 |
0.9051 |
|
| S3 |
0.8943 |
0.8974 |
0.9046 |
|
| S4 |
0.8886 |
0.8916 |
0.9030 |
|
|
| 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 |
0.9116 |
0.8971 |
0.0146 |
1.6% |
0.0060 |
0.7% |
63% |
False |
False |
142,182 |
| 10 |
0.9116 |
0.8917 |
0.0199 |
2.2% |
0.0070 |
0.8% |
73% |
False |
False |
141,613 |
| 20 |
0.9116 |
0.8761 |
0.0356 |
3.9% |
0.0067 |
0.7% |
85% |
False |
False |
137,911 |
| 40 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0069 |
0.8% |
64% |
False |
False |
123,196 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0070 |
0.8% |
64% |
False |
False |
83,053 |
| 80 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
55% |
False |
False |
62,352 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
55% |
False |
False |
49,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9236 |
|
1.618 |
0.9179 |
|
1.000 |
0.9143 |
|
0.618 |
0.9121 |
|
HIGH |
0.9086 |
|
0.618 |
0.9064 |
|
0.500 |
0.9057 |
|
0.382 |
0.9050 |
|
LOW |
0.9028 |
|
0.618 |
0.8992 |
|
1.000 |
0.8971 |
|
1.618 |
0.8935 |
|
2.618 |
0.8877 |
|
4.250 |
0.8784 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9060 |
0.9072 |
| PP |
0.9058 |
0.9069 |
| S1 |
0.9057 |
0.9065 |
|