CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9243 |
0.9145 |
-0.0098 |
-1.1% |
0.9119 |
| High |
0.9248 |
0.9156 |
-0.0092 |
-1.0% |
0.9321 |
| Low |
0.9134 |
0.9072 |
-0.0063 |
-0.7% |
0.9102 |
| Close |
0.9148 |
0.9084 |
-0.0064 |
-0.7% |
0.9279 |
| Range |
0.0114 |
0.0085 |
-0.0030 |
-25.9% |
0.0219 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
187,788 |
230,912 |
43,124 |
23.0% |
1,003,200 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9357 |
0.9305 |
0.9131 |
|
| R3 |
0.9273 |
0.9221 |
0.9108 |
|
| R2 |
0.9188 |
0.9188 |
0.9100 |
|
| R1 |
0.9136 |
0.9136 |
0.9092 |
0.9120 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9096 |
| S1 |
0.9052 |
0.9052 |
0.9077 |
0.9036 |
| S2 |
0.9019 |
0.9019 |
0.9069 |
|
| S3 |
0.8935 |
0.8967 |
0.9061 |
|
| S4 |
0.8850 |
0.8883 |
0.9038 |
|
|
| 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 |
0.9072 |
0.0250 |
2.8% |
0.0097 |
1.1% |
5% |
False |
True |
227,679 |
| 10 |
0.9321 |
0.9041 |
0.0280 |
3.1% |
0.0095 |
1.0% |
16% |
False |
False |
215,481 |
| 20 |
0.9321 |
0.9026 |
0.0295 |
3.3% |
0.0083 |
0.9% |
20% |
False |
False |
177,320 |
| 40 |
0.9321 |
0.8901 |
0.0421 |
4.6% |
0.0075 |
0.8% |
44% |
False |
False |
158,817 |
| 60 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
58% |
False |
False |
151,947 |
| 80 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
58% |
False |
False |
120,532 |
| 100 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
58% |
False |
False |
96,537 |
| 120 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
58% |
False |
False |
80,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9515 |
|
2.618 |
0.9377 |
|
1.618 |
0.9293 |
|
1.000 |
0.9241 |
|
0.618 |
0.9208 |
|
HIGH |
0.9156 |
|
0.618 |
0.9124 |
|
0.500 |
0.9114 |
|
0.382 |
0.9104 |
|
LOW |
0.9072 |
|
0.618 |
0.9019 |
|
1.000 |
0.8987 |
|
1.618 |
0.8935 |
|
2.618 |
0.8850 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9114 |
0.9196 |
| PP |
0.9104 |
0.9159 |
| S1 |
0.9094 |
0.9122 |
|