CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9159 |
0.9228 |
0.0069 |
0.8% |
0.9119 |
| High |
0.9260 |
0.9321 |
0.0061 |
0.7% |
0.9321 |
| Low |
0.9156 |
0.9221 |
0.0065 |
0.7% |
0.9102 |
| Close |
0.9206 |
0.9279 |
0.0074 |
0.8% |
0.9279 |
| Range |
0.0104 |
0.0101 |
-0.0004 |
-3.4% |
0.0219 |
| ATR |
0.0080 |
0.0082 |
0.0003 |
3.2% |
0.0000 |
| Volume |
229,295 |
283,226 |
53,931 |
23.5% |
1,003,200 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9575 |
0.9528 |
0.9334 |
|
| R3 |
0.9475 |
0.9427 |
0.9307 |
|
| R2 |
0.9374 |
0.9374 |
0.9297 |
|
| R1 |
0.9327 |
0.9327 |
0.9288 |
0.9350 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9286 |
| S1 |
0.9226 |
0.9226 |
0.9270 |
0.9250 |
| S2 |
0.9173 |
0.9173 |
0.9261 |
|
| S3 |
0.9073 |
0.9126 |
0.9251 |
|
| S4 |
0.8972 |
0.9025 |
0.9224 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9893 |
0.9805 |
0.9400 |
|
| R3 |
0.9673 |
0.9586 |
0.9339 |
|
| R2 |
0.9454 |
0.9454 |
0.9319 |
|
| R1 |
0.9366 |
0.9366 |
0.9299 |
0.9410 |
| PP |
0.9234 |
0.9234 |
0.9234 |
0.9256 |
| S1 |
0.9147 |
0.9147 |
0.9259 |
0.9191 |
| S2 |
0.9015 |
0.9015 |
0.9239 |
|
| S3 |
0.8795 |
0.8927 |
0.9219 |
|
| S4 |
0.8576 |
0.8708 |
0.9158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9321 |
0.9055 |
0.0266 |
2.9% |
0.0095 |
1.0% |
84% |
True |
False |
232,803 |
| 10 |
0.9321 |
0.9041 |
0.0280 |
3.0% |
0.0085 |
0.9% |
85% |
True |
False |
197,198 |
| 20 |
0.9321 |
0.9026 |
0.0295 |
3.2% |
0.0079 |
0.8% |
86% |
True |
False |
169,998 |
| 40 |
0.9321 |
0.8827 |
0.0494 |
5.3% |
0.0074 |
0.8% |
91% |
True |
False |
153,994 |
| 60 |
0.9321 |
0.8761 |
0.0561 |
6.0% |
0.0071 |
0.8% |
92% |
True |
False |
149,046 |
| 80 |
0.9321 |
0.8761 |
0.0561 |
6.0% |
0.0073 |
0.8% |
92% |
True |
False |
115,324 |
| 100 |
0.9321 |
0.8761 |
0.0561 |
6.0% |
0.0071 |
0.8% |
92% |
True |
False |
92,361 |
| 120 |
0.9321 |
0.8761 |
0.0561 |
6.0% |
0.0071 |
0.8% |
92% |
True |
False |
77,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9749 |
|
2.618 |
0.9585 |
|
1.618 |
0.9484 |
|
1.000 |
0.9422 |
|
0.618 |
0.9384 |
|
HIGH |
0.9321 |
|
0.618 |
0.9283 |
|
0.500 |
0.9271 |
|
0.382 |
0.9259 |
|
LOW |
0.9221 |
|
0.618 |
0.9159 |
|
1.000 |
0.9120 |
|
1.618 |
0.9058 |
|
2.618 |
0.8958 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9276 |
0.9264 |
| PP |
0.9274 |
0.9248 |
| S1 |
0.9271 |
0.9233 |
|