CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9068 |
0.9033 |
-0.0035 |
-0.4% |
0.8912 |
| High |
0.9107 |
0.9063 |
-0.0044 |
-0.5% |
0.9072 |
| Low |
0.9023 |
0.9013 |
-0.0010 |
-0.1% |
0.8893 |
| Close |
0.9033 |
0.9035 |
0.0002 |
0.0% |
0.9058 |
| Range |
0.0084 |
0.0050 |
-0.0034 |
-40.7% |
0.0179 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
143,344 |
142,612 |
-732 |
-0.5% |
887,537 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9185 |
0.9160 |
0.9062 |
|
| R3 |
0.9136 |
0.9110 |
0.9049 |
|
| R2 |
0.9086 |
0.9086 |
0.9044 |
|
| R1 |
0.9061 |
0.9061 |
0.9040 |
0.9074 |
| PP |
0.9037 |
0.9037 |
0.9037 |
0.9043 |
| S1 |
0.9011 |
0.9011 |
0.9030 |
0.9024 |
| S2 |
0.8987 |
0.8987 |
0.9026 |
|
| S3 |
0.8938 |
0.8962 |
0.9021 |
|
| S4 |
0.8888 |
0.8912 |
0.9008 |
|
|
| 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 |
0.9113 |
0.8995 |
0.0118 |
1.3% |
0.0070 |
0.8% |
34% |
False |
False |
159,041 |
| 10 |
0.9113 |
0.8843 |
0.0270 |
3.0% |
0.0070 |
0.8% |
71% |
False |
False |
156,362 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0067 |
0.7% |
81% |
False |
False |
120,975 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0075 |
0.8% |
81% |
False |
False |
61,472 |
| 60 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0089 |
1.0% |
87% |
False |
False |
41,294 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0084 |
0.9% |
87% |
False |
False |
30,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9273 |
|
2.618 |
0.9192 |
|
1.618 |
0.9143 |
|
1.000 |
0.9112 |
|
0.618 |
0.9093 |
|
HIGH |
0.9063 |
|
0.618 |
0.9044 |
|
0.500 |
0.9038 |
|
0.382 |
0.9032 |
|
LOW |
0.9013 |
|
0.618 |
0.8982 |
|
1.000 |
0.8964 |
|
1.618 |
0.8933 |
|
2.618 |
0.8883 |
|
4.250 |
0.8803 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9038 |
0.9063 |
| PP |
0.9037 |
0.9054 |
| S1 |
0.9036 |
0.9044 |
|