CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8743 |
0.8767 |
0.0024 |
0.3% |
0.8913 |
| High |
0.8788 |
0.8807 |
0.0019 |
0.2% |
0.8957 |
| Low |
0.8716 |
0.8764 |
0.0048 |
0.6% |
0.8716 |
| Close |
0.8764 |
0.8779 |
0.0015 |
0.2% |
0.8764 |
| Range |
0.0073 |
0.0044 |
-0.0029 |
-40.0% |
0.0241 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
172,529 |
132,793 |
-39,736 |
-23.0% |
855,357 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8914 |
0.8890 |
0.8803 |
|
| R3 |
0.8870 |
0.8846 |
0.8791 |
|
| R2 |
0.8827 |
0.8827 |
0.8787 |
|
| R1 |
0.8803 |
0.8803 |
0.8783 |
0.8815 |
| PP |
0.8783 |
0.8783 |
0.8783 |
0.8789 |
| S1 |
0.8759 |
0.8759 |
0.8775 |
0.8771 |
| S2 |
0.8740 |
0.8740 |
0.8771 |
|
| S3 |
0.8696 |
0.8716 |
0.8767 |
|
| S4 |
0.8653 |
0.8672 |
0.8755 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9535 |
0.9391 |
0.8897 |
|
| R3 |
0.9294 |
0.9150 |
0.8830 |
|
| R2 |
0.9053 |
0.9053 |
0.8808 |
|
| R1 |
0.8909 |
0.8909 |
0.8786 |
0.8860 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8788 |
| S1 |
0.8668 |
0.8668 |
0.8742 |
0.8619 |
| S2 |
0.8571 |
0.8571 |
0.8720 |
|
| S3 |
0.8330 |
0.8427 |
0.8698 |
|
| S4 |
0.8089 |
0.8186 |
0.8631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8957 |
0.8716 |
0.0241 |
2.7% |
0.0077 |
0.9% |
26% |
False |
False |
171,917 |
| 10 |
0.8957 |
0.8716 |
0.0241 |
2.7% |
0.0075 |
0.9% |
26% |
False |
False |
151,262 |
| 20 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0080 |
0.9% |
28% |
False |
False |
143,319 |
| 40 |
0.8971 |
0.8529 |
0.0443 |
5.0% |
0.0099 |
1.1% |
57% |
False |
False |
166,478 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0095 |
1.1% |
63% |
False |
False |
142,424 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0104 |
1.2% |
22% |
False |
False |
107,380 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0099 |
1.1% |
22% |
False |
False |
85,995 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0097 |
1.1% |
20% |
False |
False |
71,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8992 |
|
2.618 |
0.8921 |
|
1.618 |
0.8877 |
|
1.000 |
0.8851 |
|
0.618 |
0.8834 |
|
HIGH |
0.8807 |
|
0.618 |
0.8790 |
|
0.500 |
0.8785 |
|
0.382 |
0.8780 |
|
LOW |
0.8764 |
|
0.618 |
0.8737 |
|
1.000 |
0.8720 |
|
1.618 |
0.8693 |
|
2.618 |
0.8650 |
|
4.250 |
0.8579 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8785 |
0.8773 |
| PP |
0.8783 |
0.8767 |
| S1 |
0.8781 |
0.8761 |
|