CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8690 |
0.8713 |
0.0023 |
0.3% |
0.8767 |
| High |
0.8730 |
0.8735 |
0.0005 |
0.1% |
0.8807 |
| Low |
0.8658 |
0.8702 |
0.0045 |
0.5% |
0.8658 |
| Close |
0.8710 |
0.8720 |
0.0010 |
0.1% |
0.8710 |
| Range |
0.0072 |
0.0033 |
-0.0040 |
-54.9% |
0.0150 |
| ATR |
0.0082 |
0.0078 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
50,617 |
2,650 |
-47,967 |
-94.8% |
741,814 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8816 |
0.8800 |
0.8737 |
|
| R3 |
0.8784 |
0.8768 |
0.8728 |
|
| R2 |
0.8751 |
0.8751 |
0.8725 |
|
| R1 |
0.8735 |
0.8735 |
0.8722 |
0.8743 |
| PP |
0.8719 |
0.8719 |
0.8719 |
0.8723 |
| S1 |
0.8703 |
0.8703 |
0.8717 |
0.8711 |
| S2 |
0.8686 |
0.8686 |
0.8714 |
|
| S3 |
0.8654 |
0.8670 |
0.8711 |
|
| S4 |
0.8621 |
0.8638 |
0.8702 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9173 |
0.9091 |
0.8792 |
|
| R3 |
0.9024 |
0.8942 |
0.8751 |
|
| R2 |
0.8874 |
0.8874 |
0.8737 |
|
| R1 |
0.8792 |
0.8792 |
0.8724 |
0.8759 |
| PP |
0.8725 |
0.8725 |
0.8725 |
0.8708 |
| S1 |
0.8643 |
0.8643 |
0.8696 |
0.8609 |
| S2 |
0.8575 |
0.8575 |
0.8683 |
|
| S3 |
0.8426 |
0.8493 |
0.8669 |
|
| S4 |
0.8276 |
0.8344 |
0.8628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8803 |
0.8658 |
0.0146 |
1.7% |
0.0055 |
0.6% |
43% |
False |
False |
122,334 |
| 10 |
0.8957 |
0.8658 |
0.0299 |
3.4% |
0.0066 |
0.8% |
21% |
False |
False |
147,126 |
| 20 |
0.8957 |
0.8658 |
0.0299 |
3.4% |
0.0072 |
0.8% |
21% |
False |
False |
138,930 |
| 40 |
0.8971 |
0.8658 |
0.0314 |
3.6% |
0.0089 |
1.0% |
20% |
False |
False |
156,167 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0093 |
1.1% |
51% |
False |
False |
150,071 |
| 80 |
0.9329 |
0.8454 |
0.0875 |
10.0% |
0.0096 |
1.1% |
30% |
False |
False |
114,973 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0097 |
1.1% |
18% |
False |
False |
92,096 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.5% |
0.0096 |
1.1% |
16% |
False |
False |
76,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8873 |
|
2.618 |
0.8820 |
|
1.618 |
0.8787 |
|
1.000 |
0.8767 |
|
0.618 |
0.8755 |
|
HIGH |
0.8735 |
|
0.618 |
0.8722 |
|
0.500 |
0.8718 |
|
0.382 |
0.8714 |
|
LOW |
0.8702 |
|
0.618 |
0.8682 |
|
1.000 |
0.8670 |
|
1.618 |
0.8649 |
|
2.618 |
0.8617 |
|
4.250 |
0.8564 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8719 |
0.8713 |
| PP |
0.8719 |
0.8707 |
| S1 |
0.8718 |
0.8701 |
|