CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8806 |
0.8796 |
-0.0010 |
-0.1% |
0.8890 |
| High |
0.8823 |
0.8837 |
0.0014 |
0.2% |
0.8971 |
| Low |
0.8766 |
0.8740 |
-0.0026 |
-0.3% |
0.8789 |
| Close |
0.8807 |
0.8764 |
-0.0043 |
-0.5% |
0.8826 |
| Range |
0.0057 |
0.0097 |
0.0040 |
70.2% |
0.0182 |
| ATR |
0.0103 |
0.0102 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
103,808 |
155,522 |
51,714 |
49.8% |
699,448 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9071 |
0.9015 |
0.8817 |
|
| R3 |
0.8974 |
0.8918 |
0.8791 |
|
| R2 |
0.8877 |
0.8877 |
0.8782 |
|
| R1 |
0.8821 |
0.8821 |
0.8773 |
0.8800 |
| PP |
0.8780 |
0.8780 |
0.8780 |
0.8770 |
| S1 |
0.8724 |
0.8724 |
0.8755 |
0.8703 |
| S2 |
0.8683 |
0.8683 |
0.8746 |
|
| S3 |
0.8586 |
0.8627 |
0.8737 |
|
| S4 |
0.8489 |
0.8530 |
0.8711 |
|
|
| 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 |
0.8967 |
0.8740 |
0.0228 |
2.6% |
0.0085 |
1.0% |
11% |
False |
True |
138,074 |
| 10 |
0.8971 |
0.8740 |
0.0232 |
2.6% |
0.0089 |
1.0% |
11% |
False |
True |
148,403 |
| 20 |
0.8971 |
0.8662 |
0.0309 |
3.5% |
0.0102 |
1.2% |
33% |
False |
False |
162,623 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0099 |
1.1% |
60% |
False |
False |
156,404 |
| 60 |
0.9260 |
0.8454 |
0.0806 |
9.2% |
0.0103 |
1.2% |
38% |
False |
False |
111,290 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0104 |
1.2% |
21% |
False |
False |
83,620 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0100 |
1.1% |
19% |
False |
False |
66,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9090 |
|
1.618 |
0.8993 |
|
1.000 |
0.8934 |
|
0.618 |
0.8896 |
|
HIGH |
0.8837 |
|
0.618 |
0.8799 |
|
0.500 |
0.8788 |
|
0.382 |
0.8777 |
|
LOW |
0.8740 |
|
0.618 |
0.8680 |
|
1.000 |
0.8643 |
|
1.618 |
0.8583 |
|
2.618 |
0.8486 |
|
4.250 |
0.8327 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8788 |
0.8804 |
| PP |
0.8780 |
0.8791 |
| S1 |
0.8772 |
0.8777 |
|