CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8802 |
0.8885 |
0.0083 |
0.9% |
0.8756 |
| High |
0.8933 |
0.8887 |
-0.0047 |
-0.5% |
0.8901 |
| Low |
0.8786 |
0.8785 |
-0.0001 |
0.0% |
0.8679 |
| Close |
0.8883 |
0.8857 |
-0.0026 |
-0.3% |
0.8704 |
| Range |
0.0148 |
0.0102 |
-0.0046 |
-31.2% |
0.0223 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
260,595 |
170,698 |
-89,897 |
-34.5% |
816,596 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9147 |
0.9104 |
0.8913 |
|
| R3 |
0.9046 |
0.9002 |
0.8885 |
|
| R2 |
0.8944 |
0.8944 |
0.8876 |
|
| R1 |
0.8901 |
0.8901 |
0.8866 |
0.8872 |
| PP |
0.8843 |
0.8843 |
0.8843 |
0.8828 |
| S1 |
0.8799 |
0.8799 |
0.8848 |
0.8770 |
| S2 |
0.8741 |
0.8741 |
0.8838 |
|
| S3 |
0.8640 |
0.8698 |
0.8829 |
|
| S4 |
0.8538 |
0.8596 |
0.8801 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9289 |
0.8826 |
|
| R3 |
0.9206 |
0.9066 |
0.8765 |
|
| R2 |
0.8984 |
0.8984 |
0.8745 |
|
| R1 |
0.8844 |
0.8844 |
0.8724 |
0.8803 |
| PP |
0.8761 |
0.8761 |
0.8761 |
0.8741 |
| S1 |
0.8621 |
0.8621 |
0.8684 |
0.8580 |
| S2 |
0.8539 |
0.8539 |
0.8663 |
|
| S3 |
0.8316 |
0.8399 |
0.8643 |
|
| S4 |
0.8094 |
0.8176 |
0.8582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8933 |
0.8679 |
0.0255 |
2.9% |
0.0116 |
1.3% |
70% |
False |
False |
176,362 |
| 10 |
0.8933 |
0.8662 |
0.0271 |
3.1% |
0.0108 |
1.2% |
72% |
False |
False |
179,063 |
| 20 |
0.8933 |
0.8485 |
0.0449 |
5.1% |
0.0121 |
1.4% |
83% |
False |
False |
192,076 |
| 40 |
0.8933 |
0.8454 |
0.0479 |
5.4% |
0.0103 |
1.2% |
84% |
False |
False |
133,357 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0111 |
1.3% |
27% |
False |
False |
89,532 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0103 |
1.2% |
27% |
False |
False |
67,242 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0100 |
1.1% |
25% |
False |
False |
53,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9318 |
|
2.618 |
0.9152 |
|
1.618 |
0.9051 |
|
1.000 |
0.8988 |
|
0.618 |
0.8949 |
|
HIGH |
0.8887 |
|
0.618 |
0.8848 |
|
0.500 |
0.8836 |
|
0.382 |
0.8824 |
|
LOW |
0.8785 |
|
0.618 |
0.8722 |
|
1.000 |
0.8684 |
|
1.618 |
0.8621 |
|
2.618 |
0.8519 |
|
4.250 |
0.8354 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8850 |
0.8845 |
| PP |
0.8843 |
0.8833 |
| S1 |
0.8836 |
0.8822 |
|