CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8838 |
0.8871 |
0.0033 |
0.4% |
0.8717 |
| High |
0.8934 |
0.8913 |
-0.0021 |
-0.2% |
0.8934 |
| Low |
0.8831 |
0.8821 |
-0.0010 |
-0.1% |
0.8710 |
| Close |
0.8881 |
0.8863 |
-0.0018 |
-0.2% |
0.8863 |
| Range |
0.0103 |
0.0093 |
-0.0011 |
-10.2% |
0.0224 |
| ATR |
0.0114 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
172,156 |
182,404 |
10,248 |
6.0% |
941,690 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9143 |
0.9096 |
0.8914 |
|
| R3 |
0.9051 |
0.9003 |
0.8888 |
|
| R2 |
0.8958 |
0.8958 |
0.8880 |
|
| R1 |
0.8911 |
0.8911 |
0.8871 |
0.8888 |
| PP |
0.8866 |
0.8866 |
0.8866 |
0.8854 |
| S1 |
0.8818 |
0.8818 |
0.8855 |
0.8796 |
| S2 |
0.8773 |
0.8773 |
0.8846 |
|
| S3 |
0.8681 |
0.8726 |
0.8838 |
|
| S4 |
0.8588 |
0.8633 |
0.8812 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9506 |
0.9408 |
0.8986 |
|
| R3 |
0.9283 |
0.9185 |
0.8924 |
|
| R2 |
0.9059 |
0.9059 |
0.8904 |
|
| R1 |
0.8961 |
0.8961 |
0.8883 |
0.9010 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8860 |
| S1 |
0.8738 |
0.8738 |
0.8843 |
0.8787 |
| S2 |
0.8612 |
0.8612 |
0.8822 |
|
| S3 |
0.8389 |
0.8514 |
0.8802 |
|
| S4 |
0.8165 |
0.8291 |
0.8740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8934 |
0.8710 |
0.0224 |
2.5% |
0.0112 |
1.3% |
68% |
False |
False |
188,338 |
| 10 |
0.8934 |
0.8679 |
0.0255 |
2.9% |
0.0109 |
1.2% |
72% |
False |
False |
175,828 |
| 20 |
0.8934 |
0.8529 |
0.0405 |
4.6% |
0.0119 |
1.3% |
83% |
False |
False |
189,637 |
| 40 |
0.8934 |
0.8454 |
0.0480 |
5.4% |
0.0103 |
1.2% |
85% |
False |
False |
141,976 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0112 |
1.3% |
28% |
False |
False |
95,401 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0103 |
1.2% |
28% |
False |
False |
71,664 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0100 |
1.1% |
25% |
False |
False |
57,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9306 |
|
2.618 |
0.9155 |
|
1.618 |
0.9063 |
|
1.000 |
0.9006 |
|
0.618 |
0.8970 |
|
HIGH |
0.8913 |
|
0.618 |
0.8878 |
|
0.500 |
0.8867 |
|
0.382 |
0.8856 |
|
LOW |
0.8821 |
|
0.618 |
0.8763 |
|
1.000 |
0.8728 |
|
1.618 |
0.8671 |
|
2.618 |
0.8578 |
|
4.250 |
0.8427 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8867 |
0.8862 |
| PP |
0.8866 |
0.8861 |
| S1 |
0.8864 |
0.8859 |
|