CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.8873 |
-0.0040 |
-0.4% |
0.8860 |
| High |
0.8939 |
0.8957 |
0.0018 |
0.2% |
0.8938 |
| Low |
0.8865 |
0.8860 |
-0.0005 |
-0.1% |
0.8794 |
| Close |
0.8868 |
0.8916 |
0.0049 |
0.5% |
0.8934 |
| Range |
0.0074 |
0.0097 |
0.0023 |
30.4% |
0.0144 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.4% |
0.0000 |
| Volume |
128,561 |
176,118 |
47,557 |
37.0% |
524,479 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9200 |
0.9155 |
0.8969 |
|
| R3 |
0.9104 |
0.9058 |
0.8943 |
|
| R2 |
0.9007 |
0.9007 |
0.8934 |
|
| R1 |
0.8962 |
0.8962 |
0.8925 |
0.8985 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8922 |
| S1 |
0.8865 |
0.8865 |
0.8907 |
0.8888 |
| S2 |
0.8814 |
0.8814 |
0.8898 |
|
| S3 |
0.8718 |
0.8769 |
0.8889 |
|
| S4 |
0.8621 |
0.8672 |
0.8863 |
|
|
| 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 |
0.8957 |
0.8797 |
0.0160 |
1.8% |
0.0078 |
0.9% |
75% |
True |
False |
139,489 |
| 10 |
0.8957 |
0.8705 |
0.0252 |
2.8% |
0.0081 |
0.9% |
84% |
True |
False |
137,965 |
| 20 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0088 |
1.0% |
79% |
False |
False |
148,438 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0103 |
1.2% |
89% |
False |
False |
165,690 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0096 |
1.1% |
89% |
False |
False |
131,390 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.6% |
0.0104 |
1.2% |
31% |
False |
False |
98,886 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
16.6% |
0.0100 |
1.1% |
31% |
False |
False |
79,174 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.1% |
0.0097 |
1.1% |
29% |
False |
False |
65,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9367 |
|
2.618 |
0.9209 |
|
1.618 |
0.9113 |
|
1.000 |
0.9053 |
|
0.618 |
0.9016 |
|
HIGH |
0.8957 |
|
0.618 |
0.8920 |
|
0.500 |
0.8908 |
|
0.382 |
0.8897 |
|
LOW |
0.8860 |
|
0.618 |
0.8800 |
|
1.000 |
0.8764 |
|
1.618 |
0.8704 |
|
2.618 |
0.8607 |
|
4.250 |
0.8450 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8913 |
0.8913 |
| PP |
0.8911 |
0.8910 |
| S1 |
0.8908 |
0.8907 |
|