CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9192 |
0.9126 |
-0.0066 |
-0.7% |
0.9162 |
| High |
0.9245 |
0.9136 |
-0.0109 |
-1.2% |
0.9216 |
| Low |
0.9107 |
0.9062 |
-0.0045 |
-0.5% |
0.9112 |
| Close |
0.9123 |
0.9069 |
-0.0054 |
-0.6% |
0.9162 |
| Range |
0.0138 |
0.0075 |
-0.0064 |
-46.0% |
0.0104 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
253,936 |
157,374 |
-96,562 |
-38.0% |
647,461 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9312 |
0.9265 |
0.9110 |
|
| R3 |
0.9238 |
0.9191 |
0.9089 |
|
| R2 |
0.9163 |
0.9163 |
0.9083 |
|
| R1 |
0.9116 |
0.9116 |
0.9076 |
0.9103 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9082 |
| S1 |
0.9042 |
0.9042 |
0.9062 |
0.9028 |
| S2 |
0.9014 |
0.9014 |
0.9055 |
|
| S3 |
0.8940 |
0.8967 |
0.9049 |
|
| S4 |
0.8865 |
0.8893 |
0.9028 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9422 |
0.9219 |
|
| R3 |
0.9371 |
0.9318 |
0.9190 |
|
| R2 |
0.9267 |
0.9267 |
0.9181 |
|
| R1 |
0.9214 |
0.9214 |
0.9171 |
0.9189 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9150 |
| S1 |
0.9110 |
0.9110 |
0.9152 |
0.9085 |
| S2 |
0.9059 |
0.9059 |
0.9142 |
|
| S3 |
0.8955 |
0.9006 |
0.9133 |
|
| S4 |
0.8851 |
0.8902 |
0.9104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9245 |
0.9062 |
0.0183 |
2.0% |
0.0074 |
0.8% |
4% |
False |
True |
154,020 |
| 10 |
0.9245 |
0.9062 |
0.0183 |
2.0% |
0.0074 |
0.8% |
4% |
False |
True |
153,666 |
| 20 |
0.9245 |
0.9021 |
0.0224 |
2.5% |
0.0072 |
0.8% |
21% |
False |
False |
146,238 |
| 40 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0069 |
0.8% |
64% |
False |
False |
142,074 |
| 60 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0070 |
0.8% |
64% |
False |
False |
130,876 |
| 80 |
0.9245 |
0.8761 |
0.0484 |
5.3% |
0.0071 |
0.8% |
64% |
False |
False |
98,849 |
| 100 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0070 |
0.8% |
56% |
False |
False |
79,129 |
| 120 |
0.9308 |
0.8761 |
0.0548 |
6.0% |
0.0069 |
0.8% |
56% |
False |
False |
65,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9331 |
|
1.618 |
0.9257 |
|
1.000 |
0.9211 |
|
0.618 |
0.9182 |
|
HIGH |
0.9136 |
|
0.618 |
0.9108 |
|
0.500 |
0.9099 |
|
0.382 |
0.9090 |
|
LOW |
0.9062 |
|
0.618 |
0.9015 |
|
1.000 |
0.8987 |
|
1.618 |
0.8941 |
|
2.618 |
0.8866 |
|
4.250 |
0.8745 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9099 |
0.9153 |
| PP |
0.9089 |
0.9125 |
| S1 |
0.9079 |
0.9097 |
|