CME Japanese Yen Future June 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 |
0.8725 |
0.8750 |
0.0025 |
0.3% |
0.8806 |
| High |
0.8760 |
0.8772 |
0.0012 |
0.1% |
0.8846 |
| Low |
0.8695 |
0.8738 |
0.0044 |
0.5% |
0.8695 |
| Close |
0.8747 |
0.8750 |
0.0004 |
0.0% |
0.8747 |
| Range |
0.0065 |
0.0034 |
-0.0032 |
-48.5% |
0.0152 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
184,925 |
82,104 |
-102,821 |
-55.6% |
489,363 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8854 |
0.8836 |
0.8769 |
|
| R3 |
0.8820 |
0.8802 |
0.8760 |
|
| R2 |
0.8787 |
0.8787 |
0.8757 |
|
| R1 |
0.8769 |
0.8769 |
0.8754 |
0.8778 |
| PP |
0.8753 |
0.8753 |
0.8753 |
0.8758 |
| S1 |
0.8735 |
0.8735 |
0.8747 |
0.8744 |
| S2 |
0.8720 |
0.8720 |
0.8744 |
|
| S3 |
0.8686 |
0.8702 |
0.8741 |
|
| S4 |
0.8653 |
0.8668 |
0.8732 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9217 |
0.9133 |
0.8830 |
|
| R3 |
0.9065 |
0.8982 |
0.8788 |
|
| R2 |
0.8914 |
0.8914 |
0.8774 |
|
| R1 |
0.8830 |
0.8830 |
0.8760 |
0.8796 |
| PP |
0.8762 |
0.8762 |
0.8762 |
0.8745 |
| S1 |
0.8679 |
0.8679 |
0.8733 |
0.8645 |
| S2 |
0.8611 |
0.8611 |
0.8719 |
|
| S3 |
0.8459 |
0.8527 |
0.8705 |
|
| S4 |
0.8308 |
0.8376 |
0.8663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8842 |
0.8695 |
0.0148 |
1.7% |
0.0055 |
0.6% |
38% |
False |
False |
108,110 |
| 10 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0064 |
0.7% |
19% |
False |
False |
61,462 |
| 20 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0070 |
0.8% |
19% |
False |
False |
31,208 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.6% |
0.0086 |
1.0% |
18% |
False |
False |
15,955 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0089 |
1.0% |
50% |
False |
False |
10,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8914 |
|
2.618 |
0.8859 |
|
1.618 |
0.8826 |
|
1.000 |
0.8805 |
|
0.618 |
0.8792 |
|
HIGH |
0.8772 |
|
0.618 |
0.8759 |
|
0.500 |
0.8755 |
|
0.382 |
0.8751 |
|
LOW |
0.8738 |
|
0.618 |
0.8717 |
|
1.000 |
0.8705 |
|
1.618 |
0.8684 |
|
2.618 |
0.8650 |
|
4.250 |
0.8596 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8755 |
0.8746 |
| PP |
0.8753 |
0.8742 |
| S1 |
0.8752 |
0.8739 |
|