CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8872 |
0.8913 |
0.0042 |
0.5% |
0.8899 |
| High |
0.8928 |
0.8977 |
0.0049 |
0.5% |
0.8977 |
| Low |
0.8859 |
0.8897 |
0.0038 |
0.4% |
0.8834 |
| Close |
0.8914 |
0.8974 |
0.0061 |
0.7% |
0.8974 |
| Range |
0.0069 |
0.0080 |
0.0011 |
15.2% |
0.0143 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,677 |
1,281 |
-396 |
-23.6% |
4,491 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9160 |
0.9018 |
|
| R3 |
0.9108 |
0.9081 |
0.8996 |
|
| R2 |
0.9029 |
0.9029 |
0.8989 |
|
| R1 |
0.9001 |
0.9001 |
0.8981 |
0.9015 |
| PP |
0.8949 |
0.8949 |
0.8949 |
0.8956 |
| S1 |
0.8922 |
0.8922 |
0.8967 |
0.8936 |
| S2 |
0.8870 |
0.8870 |
0.8959 |
|
| S3 |
0.8790 |
0.8842 |
0.8952 |
|
| S4 |
0.8711 |
0.8763 |
0.8930 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9357 |
0.9309 |
0.9053 |
|
| R3 |
0.9214 |
0.9166 |
0.9013 |
|
| R2 |
0.9071 |
0.9071 |
0.9000 |
|
| R1 |
0.9023 |
0.9023 |
0.8987 |
0.9047 |
| PP |
0.8928 |
0.8928 |
0.8928 |
0.8940 |
| S1 |
0.8880 |
0.8880 |
0.8961 |
0.8904 |
| S2 |
0.8785 |
0.8785 |
0.8948 |
|
| S3 |
0.8642 |
0.8737 |
0.8935 |
|
| S4 |
0.8499 |
0.8594 |
0.8895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8977 |
0.8834 |
0.0143 |
1.6% |
0.0071 |
0.8% |
98% |
True |
False |
1,091 |
| 10 |
0.8977 |
0.8745 |
0.0232 |
2.6% |
0.0076 |
0.9% |
99% |
True |
False |
878 |
| 20 |
0.9008 |
0.8723 |
0.0285 |
3.2% |
0.0086 |
1.0% |
88% |
False |
False |
894 |
| 40 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0098 |
1.1% |
93% |
False |
False |
848 |
| 60 |
0.9038 |
0.8497 |
0.0542 |
6.0% |
0.0091 |
1.0% |
88% |
False |
False |
575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9314 |
|
2.618 |
0.9185 |
|
1.618 |
0.9105 |
|
1.000 |
0.9056 |
|
0.618 |
0.9026 |
|
HIGH |
0.8977 |
|
0.618 |
0.8946 |
|
0.500 |
0.8937 |
|
0.382 |
0.8927 |
|
LOW |
0.8897 |
|
0.618 |
0.8848 |
|
1.000 |
0.8818 |
|
1.618 |
0.8768 |
|
2.618 |
0.8689 |
|
4.250 |
0.8559 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8962 |
0.8952 |
| PP |
0.8949 |
0.8929 |
| S1 |
0.8937 |
0.8907 |
|