CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8776 |
0.8772 |
-0.0005 |
-0.1% |
0.8913 |
| High |
0.8794 |
0.8803 |
0.0010 |
0.1% |
0.8957 |
| Low |
0.8761 |
0.8714 |
-0.0047 |
-0.5% |
0.8716 |
| Close |
0.8770 |
0.8741 |
-0.0030 |
-0.3% |
0.8764 |
| Range |
0.0033 |
0.0090 |
0.0057 |
171.2% |
0.0241 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.4% |
0.0000 |
| Volume |
140,761 |
245,146 |
104,385 |
74.2% |
855,357 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9021 |
0.8970 |
0.8790 |
|
| R3 |
0.8931 |
0.8881 |
0.8765 |
|
| R2 |
0.8842 |
0.8842 |
0.8757 |
|
| R1 |
0.8791 |
0.8791 |
0.8749 |
0.8772 |
| PP |
0.8752 |
0.8752 |
0.8752 |
0.8743 |
| S1 |
0.8702 |
0.8702 |
0.8732 |
0.8682 |
| S2 |
0.8663 |
0.8663 |
0.8724 |
|
| S3 |
0.8573 |
0.8612 |
0.8716 |
|
| S4 |
0.8484 |
0.8523 |
0.8691 |
|
|
| 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 |
0.8807 |
0.8714 |
0.0094 |
1.1% |
0.0062 |
0.7% |
29% |
False |
True |
166,711 |
| 10 |
0.8957 |
0.8714 |
0.0243 |
2.8% |
0.0073 |
0.8% |
11% |
False |
True |
162,406 |
| 20 |
0.8967 |
0.8705 |
0.0263 |
3.0% |
0.0078 |
0.9% |
14% |
False |
False |
149,194 |
| 40 |
0.8971 |
0.8574 |
0.0398 |
4.5% |
0.0096 |
1.1% |
42% |
False |
False |
167,670 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0094 |
1.1% |
55% |
False |
False |
148,495 |
| 80 |
0.9576 |
0.8454 |
0.1122 |
12.8% |
0.0099 |
1.1% |
26% |
False |
False |
112,176 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0098 |
1.1% |
19% |
False |
False |
89,848 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0096 |
1.1% |
18% |
False |
False |
74,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9183 |
|
2.618 |
0.9037 |
|
1.618 |
0.8948 |
|
1.000 |
0.8893 |
|
0.618 |
0.8858 |
|
HIGH |
0.8803 |
|
0.618 |
0.8769 |
|
0.500 |
0.8758 |
|
0.382 |
0.8748 |
|
LOW |
0.8714 |
|
0.618 |
0.8658 |
|
1.000 |
0.8624 |
|
1.618 |
0.8569 |
|
2.618 |
0.8479 |
|
4.250 |
0.8333 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8758 |
0.8760 |
| PP |
0.8752 |
0.8754 |
| S1 |
0.8746 |
0.8747 |
|