CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8866 |
0.8793 |
-0.0073 |
-0.8% |
0.8860 |
| High |
0.8871 |
0.8796 |
-0.0075 |
-0.8% |
0.8938 |
| Low |
0.8768 |
0.8727 |
-0.0041 |
-0.5% |
0.8794 |
| Close |
0.8798 |
0.8734 |
-0.0064 |
-0.7% |
0.8934 |
| Range |
0.0102 |
0.0069 |
-0.0033 |
-32.4% |
0.0144 |
| ATR |
0.0095 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
235,822 |
142,327 |
-93,495 |
-39.6% |
524,479 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8959 |
0.8916 |
0.8772 |
|
| R3 |
0.8890 |
0.8847 |
0.8753 |
|
| R2 |
0.8821 |
0.8821 |
0.8747 |
|
| R1 |
0.8778 |
0.8778 |
0.8740 |
0.8765 |
| PP |
0.8752 |
0.8752 |
0.8752 |
0.8746 |
| S1 |
0.8709 |
0.8709 |
0.8728 |
0.8696 |
| S2 |
0.8683 |
0.8683 |
0.8721 |
|
| S3 |
0.8614 |
0.8640 |
0.8715 |
|
| S4 |
0.8545 |
0.8571 |
0.8696 |
|
|
| 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 |
0.8727 |
0.0230 |
2.6% |
0.0085 |
1.0% |
3% |
False |
True |
162,896 |
| 10 |
0.8957 |
0.8727 |
0.0230 |
2.6% |
0.0080 |
0.9% |
3% |
False |
True |
145,949 |
| 20 |
0.8971 |
0.8705 |
0.0267 |
3.1% |
0.0084 |
1.0% |
11% |
False |
False |
145,780 |
| 40 |
0.8971 |
0.8485 |
0.0487 |
5.6% |
0.0103 |
1.2% |
51% |
False |
False |
168,928 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0097 |
1.1% |
54% |
False |
False |
137,498 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0104 |
1.2% |
19% |
False |
False |
103,594 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0100 |
1.1% |
19% |
False |
False |
82,949 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.5% |
0.0097 |
1.1% |
17% |
False |
False |
69,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9089 |
|
2.618 |
0.8977 |
|
1.618 |
0.8908 |
|
1.000 |
0.8865 |
|
0.618 |
0.8839 |
|
HIGH |
0.8796 |
|
0.618 |
0.8770 |
|
0.500 |
0.8762 |
|
0.382 |
0.8753 |
|
LOW |
0.8727 |
|
0.618 |
0.8684 |
|
1.000 |
0.8658 |
|
1.618 |
0.8615 |
|
2.618 |
0.8546 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8762 |
0.8842 |
| PP |
0.8752 |
0.8806 |
| S1 |
0.8743 |
0.8770 |
|