CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8948 |
0.8834 |
-0.0114 |
-1.3% |
0.8890 |
| High |
0.8949 |
0.8868 |
-0.0081 |
-0.9% |
0.8971 |
| Low |
0.8829 |
0.8789 |
-0.0040 |
-0.5% |
0.8789 |
| Close |
0.8834 |
0.8826 |
-0.0008 |
-0.1% |
0.8826 |
| Range |
0.0120 |
0.0079 |
-0.0041 |
-34.2% |
0.0182 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
150,652 |
150,651 |
-1 |
0.0% |
699,448 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9065 |
0.9024 |
0.8869 |
|
| R3 |
0.8986 |
0.8945 |
0.8847 |
|
| R2 |
0.8907 |
0.8907 |
0.8840 |
|
| R1 |
0.8866 |
0.8866 |
0.8833 |
0.8847 |
| PP |
0.8828 |
0.8828 |
0.8828 |
0.8818 |
| S1 |
0.8787 |
0.8787 |
0.8818 |
0.8768 |
| S2 |
0.8749 |
0.8749 |
0.8811 |
|
| S3 |
0.8670 |
0.8708 |
0.8804 |
|
| S4 |
0.8591 |
0.8629 |
0.8782 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9299 |
0.8926 |
|
| R3 |
0.9226 |
0.9117 |
0.8876 |
|
| R2 |
0.9044 |
0.9044 |
0.8859 |
|
| R1 |
0.8935 |
0.8935 |
0.8842 |
0.8898 |
| PP |
0.8862 |
0.8862 |
0.8862 |
0.8844 |
| S1 |
0.8753 |
0.8753 |
0.8809 |
0.8716 |
| S2 |
0.8680 |
0.8680 |
0.8792 |
|
| S3 |
0.8498 |
0.8571 |
0.8775 |
|
| S4 |
0.8316 |
0.8389 |
0.8725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8971 |
0.8789 |
0.0182 |
2.1% |
0.0089 |
1.0% |
20% |
False |
True |
139,889 |
| 10 |
0.8971 |
0.8710 |
0.0261 |
3.0% |
0.0100 |
1.1% |
44% |
False |
False |
164,113 |
| 20 |
0.8971 |
0.8662 |
0.0309 |
3.5% |
0.0106 |
1.2% |
53% |
False |
False |
173,405 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0103 |
1.2% |
72% |
False |
False |
155,641 |
| 60 |
0.9329 |
0.8454 |
0.0875 |
9.9% |
0.0104 |
1.2% |
42% |
False |
False |
106,987 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0103 |
1.2% |
25% |
False |
False |
80,388 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0101 |
1.1% |
23% |
False |
False |
64,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9204 |
|
2.618 |
0.9075 |
|
1.618 |
0.8996 |
|
1.000 |
0.8947 |
|
0.618 |
0.8917 |
|
HIGH |
0.8868 |
|
0.618 |
0.8838 |
|
0.500 |
0.8829 |
|
0.382 |
0.8819 |
|
LOW |
0.8789 |
|
0.618 |
0.8740 |
|
1.000 |
0.8710 |
|
1.618 |
0.8661 |
|
2.618 |
0.8582 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8829 |
0.8878 |
| PP |
0.8828 |
0.8861 |
| S1 |
0.8827 |
0.8843 |
|