CME Japanese Yen Future September 2017
Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.9145 |
0.9081 |
-0.0064 |
-0.7% |
0.9119 |
High |
0.9156 |
0.9101 |
-0.0055 |
-0.6% |
0.9321 |
Low |
0.9072 |
0.9036 |
-0.0036 |
-0.4% |
0.9102 |
Close |
0.9084 |
0.9038 |
-0.0047 |
-0.5% |
0.9279 |
Range |
0.0085 |
0.0065 |
-0.0020 |
-23.1% |
0.0219 |
ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
230,912 |
247,249 |
16,337 |
7.1% |
1,003,200 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9253 |
0.9210 |
0.9073 |
|
R3 |
0.9188 |
0.9145 |
0.9055 |
|
R2 |
0.9123 |
0.9123 |
0.9049 |
|
R1 |
0.9080 |
0.9080 |
0.9043 |
0.9069 |
PP |
0.9058 |
0.9058 |
0.9058 |
0.9053 |
S1 |
0.9015 |
0.9015 |
0.9032 |
0.9004 |
S2 |
0.8993 |
0.8993 |
0.9026 |
|
S3 |
0.8928 |
0.8950 |
0.9020 |
|
S4 |
0.8863 |
0.8885 |
0.9002 |
|
|
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 |
0.9036 |
0.0285 |
3.2% |
0.0094 |
1.0% |
1% |
False |
True |
235,694 |
10 |
0.9321 |
0.9036 |
0.0285 |
3.2% |
0.0088 |
1.0% |
1% |
False |
True |
214,812 |
20 |
0.9321 |
0.9026 |
0.0295 |
3.3% |
0.0081 |
0.9% |
4% |
False |
False |
183,036 |
40 |
0.9321 |
0.8917 |
0.0404 |
4.5% |
0.0075 |
0.8% |
30% |
False |
False |
161,091 |
60 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
49% |
False |
False |
154,376 |
80 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
49% |
False |
False |
123,621 |
100 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0072 |
0.8% |
49% |
False |
False |
99,008 |
120 |
0.9321 |
0.8761 |
0.0561 |
6.2% |
0.0071 |
0.8% |
49% |
False |
False |
82,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9377 |
2.618 |
0.9271 |
1.618 |
0.9206 |
1.000 |
0.9166 |
0.618 |
0.9141 |
HIGH |
0.9101 |
0.618 |
0.9076 |
0.500 |
0.9069 |
0.382 |
0.9061 |
LOW |
0.9036 |
0.618 |
0.8996 |
1.000 |
0.8971 |
1.618 |
0.8931 |
2.618 |
0.8866 |
4.250 |
0.8760 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9069 |
0.9142 |
PP |
0.9058 |
0.9107 |
S1 |
0.9048 |
0.9072 |
|