CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8875 |
0.8913 |
0.0038 |
0.4% |
0.8860 |
| High |
0.8938 |
0.8939 |
0.0002 |
0.0% |
0.8938 |
| Low |
0.8857 |
0.8865 |
0.0009 |
0.1% |
0.8794 |
| Close |
0.8934 |
0.8868 |
-0.0067 |
-0.7% |
0.8934 |
| Range |
0.0081 |
0.0074 |
-0.0007 |
-8.6% |
0.0144 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
131,653 |
128,561 |
-3,092 |
-2.3% |
524,479 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9113 |
0.9064 |
0.8908 |
|
| R3 |
0.9039 |
0.8990 |
0.8888 |
|
| R2 |
0.8965 |
0.8965 |
0.8881 |
|
| R1 |
0.8916 |
0.8916 |
0.8874 |
0.8903 |
| PP |
0.8891 |
0.8891 |
0.8891 |
0.8884 |
| S1 |
0.8842 |
0.8842 |
0.8861 |
0.8829 |
| S2 |
0.8817 |
0.8817 |
0.8854 |
|
| S3 |
0.8743 |
0.8768 |
0.8847 |
|
| S4 |
0.8669 |
0.8694 |
0.8827 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9320 |
0.9271 |
0.9013 |
|
| R3 |
0.9176 |
0.9127 |
0.8974 |
|
| R2 |
0.9032 |
0.9032 |
0.8960 |
|
| R1 |
0.8983 |
0.8983 |
0.8947 |
0.9008 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8901 |
| S1 |
0.8839 |
0.8839 |
0.8921 |
0.8864 |
| S2 |
0.8744 |
0.8744 |
0.8908 |
|
| S3 |
0.8600 |
0.8695 |
0.8894 |
|
| S4 |
0.8456 |
0.8551 |
0.8855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8939 |
0.8794 |
0.0146 |
1.6% |
0.0074 |
0.8% |
51% |
True |
False |
130,608 |
| 10 |
0.8939 |
0.8705 |
0.0235 |
2.6% |
0.0077 |
0.9% |
70% |
True |
False |
130,734 |
| 20 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0089 |
1.0% |
61% |
False |
False |
147,424 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0103 |
1.2% |
80% |
False |
False |
164,114 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0098 |
1.1% |
80% |
False |
False |
128,572 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0105 |
1.2% |
28% |
False |
False |
96,694 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0100 |
1.1% |
28% |
False |
False |
77,415 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0098 |
1.1% |
26% |
False |
False |
64,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9254 |
|
2.618 |
0.9133 |
|
1.618 |
0.9059 |
|
1.000 |
0.9013 |
|
0.618 |
0.8985 |
|
HIGH |
0.8939 |
|
0.618 |
0.8911 |
|
0.500 |
0.8902 |
|
0.382 |
0.8893 |
|
LOW |
0.8865 |
|
0.618 |
0.8819 |
|
1.000 |
0.8791 |
|
1.618 |
0.8745 |
|
2.618 |
0.8671 |
|
4.250 |
0.8551 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8902 |
0.8878 |
| PP |
0.8891 |
0.8875 |
| S1 |
0.8879 |
0.8871 |
|