CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8806 |
0.8816 |
0.0010 |
0.1% |
0.8955 |
| High |
0.8846 |
0.8833 |
-0.0013 |
-0.1% |
0.8994 |
| Low |
0.8803 |
0.8800 |
-0.0003 |
0.0% |
0.8755 |
| Close |
0.8819 |
0.8809 |
-0.0010 |
-0.1% |
0.8803 |
| Range |
0.0043 |
0.0033 |
-0.0010 |
-23.3% |
0.0240 |
| ATR |
0.0087 |
0.0083 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
30,914 |
66,902 |
35,988 |
116.4% |
44,857 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8913 |
0.8894 |
0.8827 |
|
| R3 |
0.8880 |
0.8861 |
0.8818 |
|
| R2 |
0.8847 |
0.8847 |
0.8815 |
|
| R1 |
0.8828 |
0.8828 |
0.8812 |
0.8821 |
| PP |
0.8814 |
0.8814 |
0.8814 |
0.8811 |
| S1 |
0.8795 |
0.8795 |
0.8806 |
0.8788 |
| S2 |
0.8781 |
0.8781 |
0.8803 |
|
| S3 |
0.8748 |
0.8762 |
0.8800 |
|
| S4 |
0.8715 |
0.8729 |
0.8791 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9426 |
0.8935 |
|
| R3 |
0.9330 |
0.9186 |
0.8869 |
|
| R2 |
0.9090 |
0.9090 |
0.8847 |
|
| R1 |
0.8947 |
0.8947 |
0.8825 |
0.8899 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8827 |
| S1 |
0.8707 |
0.8707 |
0.8781 |
0.8659 |
| S2 |
0.8611 |
0.8611 |
0.8759 |
|
| S3 |
0.8372 |
0.8468 |
0.8737 |
|
| S4 |
0.8132 |
0.8228 |
0.8671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8910 |
0.8755 |
0.0156 |
1.8% |
0.0062 |
0.7% |
35% |
False |
False |
25,283 |
| 10 |
0.8994 |
0.8755 |
0.0240 |
2.7% |
0.0069 |
0.8% |
23% |
False |
False |
14,647 |
| 20 |
0.9008 |
0.8745 |
0.0263 |
3.0% |
0.0075 |
0.9% |
25% |
False |
False |
7,675 |
| 40 |
0.9008 |
0.8573 |
0.0435 |
4.9% |
0.0093 |
1.1% |
54% |
False |
False |
4,224 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0089 |
1.0% |
61% |
False |
False |
2,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8973 |
|
2.618 |
0.8919 |
|
1.618 |
0.8886 |
|
1.000 |
0.8866 |
|
0.618 |
0.8853 |
|
HIGH |
0.8833 |
|
0.618 |
0.8820 |
|
0.500 |
0.8817 |
|
0.382 |
0.8813 |
|
LOW |
0.8800 |
|
0.618 |
0.8780 |
|
1.000 |
0.8767 |
|
1.618 |
0.8747 |
|
2.618 |
0.8714 |
|
4.250 |
0.8660 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8817 |
0.8806 |
| PP |
0.8814 |
0.8803 |
| S1 |
0.8812 |
0.8800 |
|