CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8911 |
0.8948 |
0.0037 |
0.4% |
0.8717 |
| High |
0.8967 |
0.8949 |
-0.0018 |
-0.2% |
0.8934 |
| Low |
0.8894 |
0.8829 |
-0.0065 |
-0.7% |
0.8710 |
| Close |
0.8930 |
0.8834 |
-0.0097 |
-1.1% |
0.8863 |
| Range |
0.0074 |
0.0120 |
0.0047 |
63.3% |
0.0224 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.8% |
0.0000 |
| Volume |
129,738 |
150,652 |
20,914 |
16.1% |
941,690 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9231 |
0.9152 |
0.8900 |
|
| R3 |
0.9111 |
0.9032 |
0.8867 |
|
| R2 |
0.8991 |
0.8991 |
0.8856 |
|
| R1 |
0.8912 |
0.8912 |
0.8845 |
0.8891 |
| PP |
0.8871 |
0.8871 |
0.8871 |
0.8860 |
| S1 |
0.8792 |
0.8792 |
0.8823 |
0.8771 |
| S2 |
0.8751 |
0.8751 |
0.8812 |
|
| S3 |
0.8631 |
0.8672 |
0.8801 |
|
| S4 |
0.8511 |
0.8552 |
0.8768 |
|
|
| 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 |
0.8821 |
0.0151 |
1.7% |
0.0091 |
1.0% |
9% |
False |
False |
146,240 |
| 10 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0100 |
1.1% |
53% |
False |
False |
162,737 |
| 20 |
0.8971 |
0.8662 |
0.0309 |
3.5% |
0.0109 |
1.2% |
56% |
False |
False |
177,480 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0103 |
1.2% |
73% |
False |
False |
153,116 |
| 60 |
0.9418 |
0.8454 |
0.0964 |
10.9% |
0.0105 |
1.2% |
39% |
False |
False |
104,491 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0103 |
1.2% |
26% |
False |
False |
78,509 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0101 |
1.1% |
24% |
False |
False |
62,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9459 |
|
2.618 |
0.9263 |
|
1.618 |
0.9143 |
|
1.000 |
0.9069 |
|
0.618 |
0.9023 |
|
HIGH |
0.8949 |
|
0.618 |
0.8903 |
|
0.500 |
0.8889 |
|
0.382 |
0.8875 |
|
LOW |
0.8829 |
|
0.618 |
0.8755 |
|
1.000 |
0.8709 |
|
1.618 |
0.8635 |
|
2.618 |
0.8515 |
|
4.250 |
0.8319 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8889 |
0.8900 |
| PP |
0.8871 |
0.8878 |
| S1 |
0.8852 |
0.8856 |
|