CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8834 |
0.8806 |
-0.0029 |
-0.3% |
0.8890 |
| High |
0.8868 |
0.8823 |
-0.0046 |
-0.5% |
0.8971 |
| Low |
0.8789 |
0.8766 |
-0.0024 |
-0.3% |
0.8789 |
| Close |
0.8826 |
0.8807 |
-0.0019 |
-0.2% |
0.8826 |
| Range |
0.0079 |
0.0057 |
-0.0022 |
-27.8% |
0.0182 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
150,651 |
103,808 |
-46,843 |
-31.1% |
699,448 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8969 |
0.8945 |
0.8838 |
|
| R3 |
0.8912 |
0.8888 |
0.8823 |
|
| R2 |
0.8855 |
0.8855 |
0.8817 |
|
| R1 |
0.8831 |
0.8831 |
0.8812 |
0.8843 |
| PP |
0.8798 |
0.8798 |
0.8798 |
0.8804 |
| S1 |
0.8774 |
0.8774 |
0.8802 |
0.8786 |
| S2 |
0.8741 |
0.8741 |
0.8797 |
|
| S3 |
0.8684 |
0.8717 |
0.8791 |
|
| S4 |
0.8627 |
0.8660 |
0.8776 |
|
|
| 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 |
0.8766 |
0.0206 |
2.3% |
0.0082 |
0.9% |
20% |
False |
True |
132,607 |
| 10 |
0.8971 |
0.8766 |
0.0206 |
2.3% |
0.0095 |
1.1% |
20% |
False |
True |
158,910 |
| 20 |
0.8971 |
0.8662 |
0.0309 |
3.5% |
0.0104 |
1.2% |
47% |
False |
False |
169,388 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0100 |
1.1% |
68% |
False |
False |
155,384 |
| 60 |
0.9260 |
0.8454 |
0.0806 |
9.2% |
0.0103 |
1.2% |
44% |
False |
False |
108,707 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0104 |
1.2% |
24% |
False |
False |
81,679 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0101 |
1.1% |
22% |
False |
False |
65,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9065 |
|
2.618 |
0.8972 |
|
1.618 |
0.8915 |
|
1.000 |
0.8880 |
|
0.618 |
0.8858 |
|
HIGH |
0.8823 |
|
0.618 |
0.8801 |
|
0.500 |
0.8794 |
|
0.382 |
0.8787 |
|
LOW |
0.8766 |
|
0.618 |
0.8730 |
|
1.000 |
0.8709 |
|
1.618 |
0.8673 |
|
2.618 |
0.8616 |
|
4.250 |
0.8523 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8803 |
0.8857 |
| PP |
0.8798 |
0.8841 |
| S1 |
0.8794 |
0.8824 |
|