CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8912 |
-0.0043 |
-0.5% |
0.8899 |
| High |
0.8978 |
0.8994 |
0.0017 |
0.2% |
0.8977 |
| Low |
0.8905 |
0.8900 |
-0.0005 |
-0.1% |
0.8834 |
| Close |
0.8906 |
0.8956 |
0.0050 |
0.6% |
0.8974 |
| Range |
0.0073 |
0.0094 |
0.0021 |
28.8% |
0.0143 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,701 |
14,557 |
12,856 |
755.8% |
4,491 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9232 |
0.9188 |
0.9007 |
|
| R3 |
0.9138 |
0.9094 |
0.8981 |
|
| R2 |
0.9044 |
0.9044 |
0.8973 |
|
| R1 |
0.9000 |
0.9000 |
0.8964 |
0.9022 |
| PP |
0.8950 |
0.8950 |
0.8950 |
0.8961 |
| S1 |
0.8906 |
0.8906 |
0.8947 |
0.8928 |
| S2 |
0.8856 |
0.8856 |
0.8938 |
|
| S3 |
0.8762 |
0.8812 |
0.8930 |
|
| S4 |
0.8668 |
0.8718 |
0.8904 |
|
|
| 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 |
0.8994 |
0.8838 |
0.0157 |
1.7% |
0.0076 |
0.8% |
75% |
True |
False |
4,012 |
| 10 |
0.8994 |
0.8745 |
0.0250 |
2.8% |
0.0080 |
0.9% |
85% |
True |
False |
2,365 |
| 20 |
0.9008 |
0.8745 |
0.0263 |
2.9% |
0.0086 |
1.0% |
80% |
False |
False |
1,617 |
| 40 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0099 |
1.1% |
90% |
False |
False |
1,244 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0089 |
1.0% |
90% |
False |
False |
845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9394 |
|
2.618 |
0.9240 |
|
1.618 |
0.9146 |
|
1.000 |
0.9088 |
|
0.618 |
0.9052 |
|
HIGH |
0.8994 |
|
0.618 |
0.8958 |
|
0.500 |
0.8947 |
|
0.382 |
0.8936 |
|
LOW |
0.8900 |
|
0.618 |
0.8842 |
|
1.000 |
0.8806 |
|
1.618 |
0.8748 |
|
2.618 |
0.8654 |
|
4.250 |
0.8501 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8953 |
0.8952 |
| PP |
0.8950 |
0.8949 |
| S1 |
0.8947 |
0.8946 |
|