CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8998 |
0.8940 |
-0.0058 |
-0.6% |
0.9282 |
| High |
0.9038 |
0.8953 |
-0.0086 |
-0.9% |
0.9286 |
| Low |
0.8922 |
0.8906 |
-0.0016 |
-0.2% |
0.9019 |
| Close |
0.8938 |
0.8917 |
-0.0021 |
-0.2% |
0.9057 |
| Range |
0.0117 |
0.0047 |
-0.0070 |
-59.7% |
0.0268 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
193,251 |
196,498 |
3,247 |
1.7% |
547,947 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.9039 |
0.8943 |
|
| R3 |
0.9019 |
0.8992 |
0.8930 |
|
| R2 |
0.8972 |
0.8972 |
0.8926 |
|
| R1 |
0.8945 |
0.8945 |
0.8921 |
0.8935 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8920 |
| S1 |
0.8898 |
0.8898 |
0.8913 |
0.8888 |
| S2 |
0.8878 |
0.8878 |
0.8908 |
|
| S3 |
0.8831 |
0.8851 |
0.8904 |
|
| S4 |
0.8784 |
0.8804 |
0.8891 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9923 |
0.9757 |
0.9204 |
|
| R3 |
0.9655 |
0.9490 |
0.9130 |
|
| R2 |
0.9388 |
0.9388 |
0.9106 |
|
| R1 |
0.9222 |
0.9222 |
0.9081 |
0.9171 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9095 |
| S1 |
0.8955 |
0.8955 |
0.9032 |
0.8904 |
| S2 |
0.8853 |
0.8853 |
0.9007 |
|
| S3 |
0.8585 |
0.8687 |
0.8983 |
|
| S4 |
0.8318 |
0.8420 |
0.8909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9166 |
0.8906 |
0.0260 |
2.9% |
0.0084 |
0.9% |
4% |
False |
True |
182,526 |
| 10 |
0.9360 |
0.8906 |
0.0454 |
5.1% |
0.0086 |
1.0% |
3% |
False |
True |
124,435 |
| 20 |
0.9360 |
0.8906 |
0.0454 |
5.1% |
0.0083 |
0.9% |
3% |
False |
True |
63,525 |
| 40 |
0.9360 |
0.8906 |
0.0454 |
5.1% |
0.0074 |
0.8% |
3% |
False |
True |
32,065 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0072 |
0.8% |
21% |
False |
False |
21,413 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.3% |
0.0068 |
0.8% |
21% |
False |
False |
16,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9152 |
|
2.618 |
0.9076 |
|
1.618 |
0.9029 |
|
1.000 |
0.9000 |
|
0.618 |
0.8982 |
|
HIGH |
0.8953 |
|
0.618 |
0.8935 |
|
0.500 |
0.8929 |
|
0.382 |
0.8923 |
|
LOW |
0.8906 |
|
0.618 |
0.8876 |
|
1.000 |
0.8859 |
|
1.618 |
0.8829 |
|
2.618 |
0.8782 |
|
4.250 |
0.8706 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8929 |
0.8972 |
| PP |
0.8925 |
0.8954 |
| S1 |
0.8921 |
0.8935 |
|