CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9138 |
0.9162 |
0.0025 |
0.3% |
0.9203 |
| High |
0.9172 |
0.9251 |
0.0079 |
0.9% |
0.9286 |
| Low |
0.9097 |
0.9142 |
0.0045 |
0.5% |
0.9081 |
| Close |
0.9116 |
0.9250 |
0.0134 |
1.5% |
0.9116 |
| Range |
0.0076 |
0.0109 |
0.0034 |
44.4% |
0.0205 |
| ATR |
0.0071 |
0.0076 |
0.0005 |
6.3% |
0.0000 |
| Volume |
984 |
4,210 |
3,226 |
327.8% |
8,419 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9504 |
0.9309 |
|
| R3 |
0.9432 |
0.9395 |
0.9279 |
|
| R2 |
0.9323 |
0.9323 |
0.9269 |
|
| R1 |
0.9286 |
0.9286 |
0.9259 |
0.9305 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9223 |
| S1 |
0.9177 |
0.9177 |
0.9240 |
0.9196 |
| S2 |
0.9105 |
0.9105 |
0.9230 |
|
| S3 |
0.8996 |
0.9068 |
0.9220 |
|
| S4 |
0.8887 |
0.8959 |
0.9190 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9774 |
0.9650 |
0.9228 |
|
| R3 |
0.9570 |
0.9445 |
0.9172 |
|
| R2 |
0.9365 |
0.9365 |
0.9153 |
|
| R1 |
0.9241 |
0.9241 |
0.9135 |
0.9201 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9141 |
| S1 |
0.9036 |
0.9036 |
0.9097 |
0.8996 |
| S2 |
0.8956 |
0.8956 |
0.9079 |
|
| S3 |
0.8752 |
0.8832 |
0.9060 |
|
| S4 |
0.8547 |
0.8627 |
0.9004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9286 |
0.9081 |
0.0205 |
2.2% |
0.0092 |
1.0% |
82% |
False |
False |
2,401 |
| 10 |
0.9286 |
0.9081 |
0.0205 |
2.2% |
0.0076 |
0.8% |
82% |
False |
False |
1,581 |
| 20 |
0.9286 |
0.9068 |
0.0218 |
2.4% |
0.0072 |
0.8% |
83% |
False |
False |
1,230 |
| 40 |
0.9286 |
0.8800 |
0.0486 |
5.2% |
0.0069 |
0.7% |
93% |
False |
False |
707 |
| 60 |
0.9286 |
0.8800 |
0.0486 |
5.2% |
0.0066 |
0.7% |
93% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9714 |
|
2.618 |
0.9536 |
|
1.618 |
0.9427 |
|
1.000 |
0.9360 |
|
0.618 |
0.9318 |
|
HIGH |
0.9251 |
|
0.618 |
0.9209 |
|
0.500 |
0.9196 |
|
0.382 |
0.9183 |
|
LOW |
0.9142 |
|
0.618 |
0.9074 |
|
1.000 |
0.9033 |
|
1.618 |
0.8965 |
|
2.618 |
0.8856 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9232 |
0.9222 |
| PP |
0.9214 |
0.9194 |
| S1 |
0.9196 |
0.9166 |
|