CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9179 |
0.9138 |
-0.0041 |
-0.4% |
0.9047 |
| High |
0.9180 |
0.9138 |
-0.0042 |
-0.5% |
0.9213 |
| Low |
0.9121 |
0.9035 |
-0.0087 |
-0.9% |
0.9032 |
| Close |
0.9137 |
0.9057 |
-0.0080 |
-0.9% |
0.9190 |
| Range |
0.0059 |
0.0104 |
0.0045 |
75.4% |
0.0181 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
3.9% |
0.0000 |
| Volume |
114,779 |
132,927 |
18,148 |
15.8% |
720,501 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9387 |
0.9326 |
0.9114 |
|
| R3 |
0.9284 |
0.9222 |
0.9085 |
|
| R2 |
0.9180 |
0.9180 |
0.9076 |
|
| R1 |
0.9119 |
0.9119 |
0.9066 |
0.9098 |
| PP |
0.9077 |
0.9077 |
0.9077 |
0.9066 |
| S1 |
0.9015 |
0.9015 |
0.9048 |
0.8994 |
| S2 |
0.8973 |
0.8973 |
0.9038 |
|
| S3 |
0.8870 |
0.8912 |
0.9029 |
|
| S4 |
0.8766 |
0.8808 |
0.9000 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9688 |
0.9620 |
0.9289 |
|
| R3 |
0.9507 |
0.9439 |
0.9239 |
|
| R2 |
0.9326 |
0.9326 |
0.9223 |
|
| R1 |
0.9258 |
0.9258 |
0.9206 |
0.9292 |
| PP |
0.9145 |
0.9145 |
0.9145 |
0.9162 |
| S1 |
0.9077 |
0.9077 |
0.9173 |
0.9111 |
| S2 |
0.8964 |
0.8964 |
0.9156 |
|
| S3 |
0.8783 |
0.8896 |
0.9140 |
|
| S4 |
0.8602 |
0.8715 |
0.9090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9213 |
0.9035 |
0.0178 |
2.0% |
0.0074 |
0.8% |
13% |
False |
True |
153,037 |
| 10 |
0.9213 |
0.9021 |
0.0192 |
2.1% |
0.0068 |
0.8% |
19% |
False |
False |
139,278 |
| 20 |
0.9213 |
0.8917 |
0.0296 |
3.3% |
0.0069 |
0.8% |
47% |
False |
False |
139,145 |
| 40 |
0.9213 |
0.8761 |
0.0452 |
5.0% |
0.0066 |
0.7% |
66% |
False |
False |
140,046 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0068 |
0.8% |
63% |
False |
False |
103,815 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.2% |
0.0069 |
0.8% |
63% |
False |
False |
78,001 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
54% |
False |
False |
62,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9409 |
|
1.618 |
0.9305 |
|
1.000 |
0.9242 |
|
0.618 |
0.9202 |
|
HIGH |
0.9138 |
|
0.618 |
0.9098 |
|
0.500 |
0.9086 |
|
0.382 |
0.9074 |
|
LOW |
0.9035 |
|
0.618 |
0.8971 |
|
1.000 |
0.8931 |
|
1.618 |
0.8867 |
|
2.618 |
0.8764 |
|
4.250 |
0.8595 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9086 |
0.9124 |
| PP |
0.9077 |
0.9101 |
| S1 |
0.9067 |
0.9079 |
|