CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9162 |
0.9188 |
0.0026 |
0.3% |
0.9179 |
| High |
0.9216 |
0.9194 |
-0.0022 |
-0.2% |
0.9220 |
| Low |
0.9150 |
0.9130 |
-0.0021 |
-0.2% |
0.9026 |
| Close |
0.9198 |
0.9142 |
-0.0057 |
-0.6% |
0.9166 |
| Range |
0.0066 |
0.0065 |
-0.0002 |
-2.3% |
0.0194 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
129,785 |
119,634 |
-10,151 |
-7.8% |
765,806 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9310 |
0.9177 |
|
| R3 |
0.9284 |
0.9245 |
0.9159 |
|
| R2 |
0.9220 |
0.9220 |
0.9153 |
|
| R1 |
0.9181 |
0.9181 |
0.9147 |
0.9168 |
| PP |
0.9155 |
0.9155 |
0.9155 |
0.9149 |
| S1 |
0.9116 |
0.9116 |
0.9136 |
0.9103 |
| S2 |
0.9091 |
0.9091 |
0.9130 |
|
| S3 |
0.9026 |
0.9052 |
0.9124 |
|
| S4 |
0.8962 |
0.8987 |
0.9106 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9718 |
0.9635 |
0.9272 |
|
| R3 |
0.9524 |
0.9442 |
0.9219 |
|
| R2 |
0.9331 |
0.9331 |
0.9201 |
|
| R1 |
0.9248 |
0.9248 |
0.9183 |
0.9193 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9109 |
| S1 |
0.9055 |
0.9055 |
0.9148 |
0.8999 |
| S2 |
0.8944 |
0.8944 |
0.9130 |
|
| S3 |
0.8750 |
0.8861 |
0.9112 |
|
| S4 |
0.8557 |
0.8668 |
0.9059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0074 |
0.8% |
60% |
False |
False |
153,503 |
| 10 |
0.9220 |
0.9026 |
0.0194 |
2.1% |
0.0074 |
0.8% |
60% |
False |
False |
153,270 |
| 20 |
0.9220 |
0.8933 |
0.0287 |
3.1% |
0.0069 |
0.8% |
73% |
False |
False |
144,044 |
| 40 |
0.9220 |
0.8761 |
0.0459 |
5.0% |
0.0070 |
0.8% |
83% |
False |
False |
145,620 |
| 60 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0070 |
0.8% |
81% |
False |
False |
116,563 |
| 80 |
0.9228 |
0.8761 |
0.0468 |
5.1% |
0.0069 |
0.8% |
81% |
False |
False |
87,581 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
70% |
False |
False |
70,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9468 |
|
2.618 |
0.9363 |
|
1.618 |
0.9298 |
|
1.000 |
0.9259 |
|
0.618 |
0.9234 |
|
HIGH |
0.9194 |
|
0.618 |
0.9169 |
|
0.500 |
0.9162 |
|
0.382 |
0.9154 |
|
LOW |
0.9130 |
|
0.618 |
0.9090 |
|
1.000 |
0.9065 |
|
1.618 |
0.9025 |
|
2.618 |
0.8961 |
|
4.250 |
0.8855 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9162 |
0.9175 |
| PP |
0.9155 |
0.9164 |
| S1 |
0.9148 |
0.9153 |
|