CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8833 |
0.8860 |
0.0027 |
0.3% |
0.8806 |
| High |
0.8886 |
0.8871 |
-0.0015 |
-0.2% |
0.8886 |
| Low |
0.8816 |
0.8794 |
-0.0022 |
-0.2% |
0.8705 |
| Close |
0.8860 |
0.8810 |
-0.0050 |
-0.6% |
0.8860 |
| Range |
0.0070 |
0.0078 |
0.0008 |
10.7% |
0.0181 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
116,694 |
131,710 |
15,016 |
12.9% |
654,303 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9057 |
0.9011 |
0.8852 |
|
| R3 |
0.8980 |
0.8933 |
0.8831 |
|
| R2 |
0.8902 |
0.8902 |
0.8824 |
|
| R1 |
0.8856 |
0.8856 |
0.8817 |
0.8840 |
| PP |
0.8825 |
0.8825 |
0.8825 |
0.8817 |
| S1 |
0.8778 |
0.8778 |
0.8802 |
0.8763 |
| S2 |
0.8747 |
0.8747 |
0.8795 |
|
| S3 |
0.8670 |
0.8701 |
0.8788 |
|
| S4 |
0.8592 |
0.8623 |
0.8767 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9291 |
0.8959 |
|
| R3 |
0.9179 |
0.9110 |
0.8909 |
|
| R2 |
0.8998 |
0.8998 |
0.8893 |
|
| R1 |
0.8929 |
0.8929 |
0.8876 |
0.8963 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8834 |
| S1 |
0.8748 |
0.8748 |
0.8843 |
0.8782 |
| S2 |
0.8636 |
0.8636 |
0.8826 |
|
| S3 |
0.8455 |
0.8567 |
0.8810 |
|
| S4 |
0.8274 |
0.8386 |
0.8760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8886 |
0.8705 |
0.0181 |
2.1% |
0.0085 |
1.0% |
58% |
False |
False |
136,441 |
| 10 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0083 |
0.9% |
39% |
False |
False |
134,524 |
| 20 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0094 |
1.1% |
45% |
False |
False |
151,427 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0100 |
1.1% |
69% |
False |
False |
156,691 |
| 60 |
0.9068 |
0.8454 |
0.0614 |
7.0% |
0.0102 |
1.2% |
58% |
False |
False |
120,018 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0105 |
1.2% |
24% |
False |
False |
90,189 |
| 100 |
1.0049 |
0.8454 |
0.1595 |
18.1% |
0.0100 |
1.1% |
22% |
False |
False |
72,207 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0099 |
1.1% |
22% |
False |
False |
60,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9200 |
|
2.618 |
0.9074 |
|
1.618 |
0.8996 |
|
1.000 |
0.8949 |
|
0.618 |
0.8919 |
|
HIGH |
0.8871 |
|
0.618 |
0.8841 |
|
0.500 |
0.8832 |
|
0.382 |
0.8823 |
|
LOW |
0.8794 |
|
0.618 |
0.8746 |
|
1.000 |
0.8716 |
|
1.618 |
0.8668 |
|
2.618 |
0.8591 |
|
4.250 |
0.8464 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8832 |
0.8820 |
| PP |
0.8825 |
0.8816 |
| S1 |
0.8817 |
0.8813 |
|