CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8754 |
0.8757 |
0.0003 |
0.0% |
0.8890 |
| High |
0.8790 |
0.8850 |
0.0061 |
0.7% |
0.8971 |
| Low |
0.8705 |
0.8754 |
0.0050 |
0.6% |
0.8789 |
| Close |
0.8758 |
0.8846 |
0.0088 |
1.0% |
0.8826 |
| Range |
0.0085 |
0.0096 |
0.0011 |
12.9% |
0.0182 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
142,784 |
135,495 |
-7,289 |
-5.1% |
699,448 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9105 |
0.9071 |
0.8898 |
|
| R3 |
0.9009 |
0.8975 |
0.8872 |
|
| R2 |
0.8913 |
0.8913 |
0.8863 |
|
| R1 |
0.8879 |
0.8879 |
0.8854 |
0.8896 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8825 |
| S1 |
0.8783 |
0.8783 |
0.8837 |
0.8800 |
| S2 |
0.8721 |
0.8721 |
0.8828 |
|
| S3 |
0.8625 |
0.8687 |
0.8819 |
|
| S4 |
0.8529 |
0.8591 |
0.8793 |
|
|
| 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 |
0.8868 |
0.8705 |
0.0164 |
1.8% |
0.0083 |
0.9% |
86% |
False |
False |
137,652 |
| 10 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0087 |
1.0% |
53% |
False |
False |
141,946 |
| 20 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0098 |
1.1% |
57% |
False |
False |
159,573 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0100 |
1.1% |
76% |
False |
False |
156,546 |
| 60 |
0.9116 |
0.8454 |
0.0662 |
7.5% |
0.0102 |
1.2% |
59% |
False |
False |
115,902 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0105 |
1.2% |
26% |
False |
False |
87,090 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0100 |
1.1% |
24% |
False |
False |
69,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9258 |
|
2.618 |
0.9101 |
|
1.618 |
0.9005 |
|
1.000 |
0.8946 |
|
0.618 |
0.8909 |
|
HIGH |
0.8850 |
|
0.618 |
0.8813 |
|
0.500 |
0.8802 |
|
0.382 |
0.8791 |
|
LOW |
0.8754 |
|
0.618 |
0.8695 |
|
1.000 |
0.8658 |
|
1.618 |
0.8599 |
|
2.618 |
0.8503 |
|
4.250 |
0.8346 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8831 |
0.8823 |
| PP |
0.8817 |
0.8800 |
| S1 |
0.8802 |
0.8777 |
|