CME Japanese Yen Future June 2017
Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
0.9023 |
0.9040 |
0.0017 |
0.2% |
0.8912 |
High |
0.9070 |
0.9072 |
0.0002 |
0.0% |
0.9072 |
Low |
0.8995 |
0.9001 |
0.0006 |
0.1% |
0.8893 |
Close |
0.9034 |
0.9058 |
0.0024 |
0.3% |
0.9058 |
Range |
0.0075 |
0.0071 |
-0.0004 |
-4.7% |
0.0179 |
ATR |
0.0077 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
Volume |
209,146 |
160,473 |
-48,673 |
-23.3% |
887,537 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9256 |
0.9228 |
0.9097 |
|
R3 |
0.9185 |
0.9157 |
0.9078 |
|
R2 |
0.9114 |
0.9114 |
0.9071 |
|
R1 |
0.9086 |
0.9086 |
0.9065 |
0.9100 |
PP |
0.9043 |
0.9043 |
0.9043 |
0.9050 |
S1 |
0.9015 |
0.9015 |
0.9051 |
0.9029 |
S2 |
0.8972 |
0.8972 |
0.9045 |
|
S3 |
0.8901 |
0.8944 |
0.9038 |
|
S4 |
0.8830 |
0.8873 |
0.9019 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9543 |
0.9479 |
0.9156 |
|
R3 |
0.9365 |
0.9301 |
0.9107 |
|
R2 |
0.9186 |
0.9186 |
0.9091 |
|
R1 |
0.9122 |
0.9122 |
0.9074 |
0.9154 |
PP |
0.9008 |
0.9008 |
0.9008 |
0.9024 |
S1 |
0.8944 |
0.8944 |
0.9042 |
0.8976 |
S2 |
0.8829 |
0.8829 |
0.9025 |
|
S3 |
0.8651 |
0.8765 |
0.9009 |
|
S4 |
0.8472 |
0.8587 |
0.8960 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9072 |
0.8893 |
0.0179 |
2.0% |
0.0074 |
0.8% |
92% |
True |
False |
177,507 |
10 |
0.9072 |
0.8718 |
0.0354 |
3.9% |
0.0072 |
0.8% |
96% |
True |
False |
148,446 |
20 |
0.9072 |
0.8695 |
0.0377 |
4.2% |
0.0070 |
0.8% |
96% |
True |
False |
100,934 |
40 |
0.9072 |
0.8695 |
0.0377 |
4.2% |
0.0078 |
0.9% |
96% |
True |
False |
50,914 |
60 |
0.9072 |
0.8497 |
0.0575 |
6.3% |
0.0089 |
1.0% |
98% |
True |
False |
34,210 |
80 |
0.9072 |
0.8497 |
0.0575 |
6.3% |
0.0086 |
0.9% |
98% |
True |
False |
25,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9373 |
2.618 |
0.9257 |
1.618 |
0.9186 |
1.000 |
0.9143 |
0.618 |
0.9115 |
HIGH |
0.9072 |
0.618 |
0.9044 |
0.500 |
0.9036 |
0.382 |
0.9028 |
LOW |
0.9001 |
0.618 |
0.8957 |
1.000 |
0.8930 |
1.618 |
0.8886 |
2.618 |
0.8815 |
4.250 |
0.8699 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9051 |
0.9047 |
PP |
0.9043 |
0.9036 |
S1 |
0.9036 |
0.9025 |
|