CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8783 |
0.8806 |
0.0024 |
0.3% |
0.8955 |
| High |
0.8827 |
0.8846 |
0.0020 |
0.2% |
0.8994 |
| Low |
0.8755 |
0.8803 |
0.0049 |
0.6% |
0.8755 |
| Close |
0.8803 |
0.8819 |
0.0016 |
0.2% |
0.8803 |
| Range |
0.0072 |
0.0043 |
-0.0029 |
-40.3% |
0.0240 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
13,601 |
30,914 |
17,313 |
127.3% |
44,857 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8928 |
0.8842 |
|
| R3 |
0.8909 |
0.8885 |
0.8830 |
|
| R2 |
0.8866 |
0.8866 |
0.8826 |
|
| R1 |
0.8842 |
0.8842 |
0.8822 |
0.8854 |
| PP |
0.8823 |
0.8823 |
0.8823 |
0.8828 |
| S1 |
0.8799 |
0.8799 |
0.8815 |
0.8811 |
| S2 |
0.8780 |
0.8780 |
0.8811 |
|
| S3 |
0.8737 |
0.8756 |
0.8807 |
|
| S4 |
0.8694 |
0.8713 |
0.8795 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9426 |
0.8935 |
|
| R3 |
0.9330 |
0.9186 |
0.8869 |
|
| R2 |
0.9090 |
0.9090 |
0.8847 |
|
| R1 |
0.8947 |
0.8947 |
0.8825 |
0.8899 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8827 |
| S1 |
0.8707 |
0.8707 |
0.8781 |
0.8659 |
| S2 |
0.8611 |
0.8611 |
0.8759 |
|
| S3 |
0.8372 |
0.8468 |
0.8737 |
|
| S4 |
0.8132 |
0.8228 |
0.8671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8994 |
0.8755 |
0.0240 |
2.7% |
0.0074 |
0.8% |
27% |
False |
False |
14,814 |
| 10 |
0.8994 |
0.8755 |
0.0240 |
2.7% |
0.0073 |
0.8% |
27% |
False |
False |
8,026 |
| 20 |
0.9008 |
0.8745 |
0.0263 |
3.0% |
0.0078 |
0.9% |
28% |
False |
False |
4,386 |
| 40 |
0.9008 |
0.8573 |
0.0435 |
4.9% |
0.0096 |
1.1% |
57% |
False |
False |
2,571 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0089 |
1.0% |
63% |
False |
False |
1,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9029 |
|
2.618 |
0.8959 |
|
1.618 |
0.8916 |
|
1.000 |
0.8889 |
|
0.618 |
0.8873 |
|
HIGH |
0.8846 |
|
0.618 |
0.8830 |
|
0.500 |
0.8825 |
|
0.382 |
0.8819 |
|
LOW |
0.8803 |
|
0.618 |
0.8776 |
|
1.000 |
0.8760 |
|
1.618 |
0.8733 |
|
2.618 |
0.8690 |
|
4.250 |
0.8620 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8825 |
0.8812 |
| PP |
0.8823 |
0.8806 |
| S1 |
0.8821 |
0.8800 |
|