CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8796 |
0.8754 |
-0.0042 |
-0.5% |
0.8890 |
| High |
0.8837 |
0.8790 |
-0.0047 |
-0.5% |
0.8971 |
| Low |
0.8740 |
0.8705 |
-0.0035 |
-0.4% |
0.8789 |
| Close |
0.8764 |
0.8758 |
-0.0007 |
-0.1% |
0.8826 |
| Range |
0.0097 |
0.0085 |
-0.0012 |
-12.4% |
0.0182 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
155,522 |
142,784 |
-12,738 |
-8.2% |
699,448 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9006 |
0.8967 |
0.8804 |
|
| R3 |
0.8921 |
0.8882 |
0.8781 |
|
| R2 |
0.8836 |
0.8836 |
0.8773 |
|
| R1 |
0.8797 |
0.8797 |
0.8765 |
0.8816 |
| PP |
0.8751 |
0.8751 |
0.8751 |
0.8760 |
| S1 |
0.8712 |
0.8712 |
0.8750 |
0.8731 |
| S2 |
0.8666 |
0.8666 |
0.8742 |
|
| S3 |
0.8581 |
0.8627 |
0.8734 |
|
| S4 |
0.8496 |
0.8542 |
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 |
0.8949 |
0.8705 |
0.0245 |
2.8% |
0.0088 |
1.0% |
22% |
False |
True |
140,683 |
| 10 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0088 |
1.0% |
20% |
False |
True |
145,612 |
| 20 |
0.8971 |
0.8662 |
0.0309 |
3.5% |
0.0098 |
1.1% |
31% |
False |
False |
162,337 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0100 |
1.1% |
59% |
False |
False |
156,486 |
| 60 |
0.9154 |
0.8454 |
0.0700 |
8.0% |
0.0102 |
1.2% |
43% |
False |
False |
113,658 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0104 |
1.2% |
20% |
False |
False |
85,399 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0100 |
1.1% |
19% |
False |
False |
68,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9151 |
|
2.618 |
0.9012 |
|
1.618 |
0.8927 |
|
1.000 |
0.8875 |
|
0.618 |
0.8842 |
|
HIGH |
0.8790 |
|
0.618 |
0.8757 |
|
0.500 |
0.8747 |
|
0.382 |
0.8737 |
|
LOW |
0.8705 |
|
0.618 |
0.8652 |
|
1.000 |
0.8620 |
|
1.618 |
0.8567 |
|
2.618 |
0.8482 |
|
4.250 |
0.8343 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8754 |
0.8771 |
| PP |
0.8751 |
0.8766 |
| S1 |
0.8747 |
0.8762 |
|