CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8851 |
0.8864 |
0.0013 |
0.1% |
0.8750 |
| High |
0.8894 |
0.8920 |
0.0026 |
0.3% |
0.8920 |
| Low |
0.8843 |
0.8847 |
0.0004 |
0.0% |
0.8718 |
| Close |
0.8865 |
0.8911 |
0.0046 |
0.5% |
0.8911 |
| Range |
0.0051 |
0.0074 |
0.0023 |
44.1% |
0.0203 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
146,643 |
103,851 |
-42,792 |
-29.2% |
596,929 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9113 |
0.9085 |
0.8951 |
|
| R3 |
0.9039 |
0.9012 |
0.8931 |
|
| R2 |
0.8966 |
0.8966 |
0.8924 |
|
| R1 |
0.8938 |
0.8938 |
0.8917 |
0.8952 |
| PP |
0.8892 |
0.8892 |
0.8892 |
0.8899 |
| S1 |
0.8865 |
0.8865 |
0.8904 |
0.8879 |
| S2 |
0.8819 |
0.8819 |
0.8897 |
|
| S3 |
0.8745 |
0.8791 |
0.8890 |
|
| S4 |
0.8672 |
0.8718 |
0.8870 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9386 |
0.9022 |
|
| R3 |
0.9254 |
0.9184 |
0.8966 |
|
| R2 |
0.9052 |
0.9052 |
0.8948 |
|
| R1 |
0.8981 |
0.8981 |
0.8929 |
0.9017 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8867 |
| S1 |
0.8779 |
0.8779 |
0.8892 |
0.8814 |
| S2 |
0.8647 |
0.8647 |
0.8873 |
|
| S3 |
0.8444 |
0.8576 |
0.8855 |
|
| S4 |
0.8242 |
0.8374 |
0.8799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8920 |
0.8718 |
0.0203 |
2.3% |
0.0069 |
0.8% |
95% |
True |
False |
119,385 |
| 10 |
0.8920 |
0.8695 |
0.0226 |
2.5% |
0.0063 |
0.7% |
96% |
True |
False |
108,629 |
| 20 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0069 |
0.8% |
72% |
False |
False |
56,830 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.5% |
0.0082 |
0.9% |
69% |
False |
False |
28,776 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0087 |
1.0% |
81% |
False |
False |
19,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9112 |
|
1.618 |
0.9039 |
|
1.000 |
0.8994 |
|
0.618 |
0.8965 |
|
HIGH |
0.8920 |
|
0.618 |
0.8892 |
|
0.500 |
0.8883 |
|
0.382 |
0.8875 |
|
LOW |
0.8847 |
|
0.618 |
0.8801 |
|
1.000 |
0.8773 |
|
1.618 |
0.8728 |
|
2.618 |
0.8654 |
|
4.250 |
0.8534 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8901 |
0.8884 |
| PP |
0.8892 |
0.8857 |
| S1 |
0.8883 |
0.8831 |
|