CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8890 |
0.8955 |
0.0065 |
0.7% |
0.8717 |
| High |
0.8968 |
0.8971 |
0.0004 |
0.0% |
0.8934 |
| Low |
0.8876 |
0.8892 |
0.0016 |
0.2% |
0.8710 |
| Close |
0.8955 |
0.8925 |
-0.0030 |
-0.3% |
0.8863 |
| Range |
0.0092 |
0.0080 |
-0.0012 |
-13.1% |
0.0224 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
140,220 |
128,187 |
-12,033 |
-8.6% |
941,690 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9168 |
0.9126 |
0.8969 |
|
| R3 |
0.9088 |
0.9046 |
0.8947 |
|
| R2 |
0.9009 |
0.9009 |
0.8940 |
|
| R1 |
0.8967 |
0.8967 |
0.8932 |
0.8948 |
| PP |
0.8929 |
0.8929 |
0.8929 |
0.8920 |
| S1 |
0.8887 |
0.8887 |
0.8918 |
0.8869 |
| S2 |
0.8850 |
0.8850 |
0.8910 |
|
| S3 |
0.8770 |
0.8808 |
0.8903 |
|
| S4 |
0.8691 |
0.8728 |
0.8881 |
|
|
| 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 |
0.8971 |
0.8785 |
0.0186 |
2.1% |
0.0094 |
1.0% |
75% |
True |
False |
158,733 |
| 10 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0102 |
1.1% |
84% |
True |
False |
166,034 |
| 20 |
0.8971 |
0.8574 |
0.0398 |
4.5% |
0.0113 |
1.3% |
88% |
True |
False |
186,147 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0103 |
1.2% |
91% |
True |
False |
148,146 |
| 60 |
0.9576 |
0.8454 |
0.1122 |
12.6% |
0.0106 |
1.2% |
42% |
False |
False |
99,837 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.6% |
0.0103 |
1.2% |
32% |
False |
False |
75,012 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.1% |
0.0100 |
1.1% |
29% |
False |
False |
60,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9309 |
|
2.618 |
0.9179 |
|
1.618 |
0.9100 |
|
1.000 |
0.9051 |
|
0.618 |
0.9020 |
|
HIGH |
0.8971 |
|
0.618 |
0.8941 |
|
0.500 |
0.8931 |
|
0.382 |
0.8922 |
|
LOW |
0.8892 |
|
0.618 |
0.8842 |
|
1.000 |
0.8812 |
|
1.618 |
0.8763 |
|
2.618 |
0.8683 |
|
4.250 |
0.8554 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8931 |
0.8915 |
| PP |
0.8929 |
0.8906 |
| S1 |
0.8927 |
0.8896 |
|