CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8864 |
0.8912 |
0.0048 |
0.5% |
0.8750 |
| High |
0.8920 |
0.8929 |
0.0009 |
0.1% |
0.8920 |
| Low |
0.8847 |
0.8893 |
0.0047 |
0.5% |
0.8718 |
| Close |
0.8911 |
0.8918 |
0.0008 |
0.1% |
0.8911 |
| Range |
0.0074 |
0.0036 |
-0.0038 |
-51.7% |
0.0203 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
103,851 |
78,349 |
-25,502 |
-24.6% |
596,929 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9020 |
0.9004 |
0.8938 |
|
| R3 |
0.8984 |
0.8969 |
0.8928 |
|
| R2 |
0.8949 |
0.8949 |
0.8925 |
|
| R1 |
0.8933 |
0.8933 |
0.8921 |
0.8941 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8917 |
| S1 |
0.8898 |
0.8898 |
0.8915 |
0.8906 |
| S2 |
0.8878 |
0.8878 |
0.8911 |
|
| S3 |
0.8842 |
0.8862 |
0.8908 |
|
| S4 |
0.8807 |
0.8827 |
0.8898 |
|
|
| 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 |
0.8929 |
0.8718 |
0.0211 |
2.4% |
0.0069 |
0.8% |
95% |
True |
False |
118,634 |
| 10 |
0.8929 |
0.8695 |
0.0234 |
2.6% |
0.0062 |
0.7% |
96% |
True |
False |
113,372 |
| 20 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0068 |
0.8% |
75% |
False |
False |
60,699 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.5% |
0.0080 |
0.9% |
71% |
False |
False |
30,727 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0086 |
1.0% |
82% |
False |
False |
20,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9079 |
|
2.618 |
0.9021 |
|
1.618 |
0.8986 |
|
1.000 |
0.8964 |
|
0.618 |
0.8950 |
|
HIGH |
0.8929 |
|
0.618 |
0.8915 |
|
0.500 |
0.8911 |
|
0.382 |
0.8907 |
|
LOW |
0.8893 |
|
0.618 |
0.8871 |
|
1.000 |
0.8858 |
|
1.618 |
0.8836 |
|
2.618 |
0.8800 |
|
4.250 |
0.8742 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8916 |
0.8907 |
| PP |
0.8913 |
0.8897 |
| S1 |
0.8911 |
0.8886 |
|