CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8885 |
0.8838 |
-0.0047 |
-0.5% |
0.8756 |
| High |
0.8887 |
0.8934 |
0.0047 |
0.5% |
0.8901 |
| Low |
0.8785 |
0.8831 |
0.0046 |
0.5% |
0.8679 |
| Close |
0.8857 |
0.8881 |
0.0024 |
0.3% |
0.8704 |
| Range |
0.0102 |
0.0103 |
0.0002 |
1.5% |
0.0223 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
170,698 |
172,156 |
1,458 |
0.9% |
816,596 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9139 |
0.8938 |
|
| R3 |
0.9088 |
0.9036 |
0.8909 |
|
| R2 |
0.8985 |
0.8985 |
0.8900 |
|
| R1 |
0.8933 |
0.8933 |
0.8890 |
0.8959 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8895 |
| S1 |
0.8830 |
0.8830 |
0.8872 |
0.8856 |
| S2 |
0.8779 |
0.8779 |
0.8862 |
|
| S3 |
0.8676 |
0.8727 |
0.8853 |
|
| S4 |
0.8573 |
0.8624 |
0.8824 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9289 |
0.8826 |
|
| R3 |
0.9206 |
0.9066 |
0.8765 |
|
| R2 |
0.8984 |
0.8984 |
0.8745 |
|
| R1 |
0.8844 |
0.8844 |
0.8724 |
0.8803 |
| PP |
0.8761 |
0.8761 |
0.8761 |
0.8741 |
| S1 |
0.8621 |
0.8621 |
0.8684 |
0.8580 |
| S2 |
0.8539 |
0.8539 |
0.8663 |
|
| S3 |
0.8316 |
0.8399 |
0.8643 |
|
| S4 |
0.8094 |
0.8176 |
0.8582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8934 |
0.8679 |
0.0255 |
2.9% |
0.0109 |
1.2% |
79% |
True |
False |
179,235 |
| 10 |
0.8934 |
0.8679 |
0.0255 |
2.9% |
0.0109 |
1.2% |
79% |
True |
False |
177,200 |
| 20 |
0.8934 |
0.8529 |
0.0405 |
4.6% |
0.0122 |
1.4% |
87% |
True |
False |
193,846 |
| 40 |
0.8934 |
0.8454 |
0.0480 |
5.4% |
0.0102 |
1.1% |
89% |
True |
False |
137,510 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0112 |
1.3% |
29% |
False |
False |
92,374 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0103 |
1.2% |
29% |
False |
False |
69,389 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0100 |
1.1% |
26% |
False |
False |
55,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9371 |
|
2.618 |
0.9203 |
|
1.618 |
0.9100 |
|
1.000 |
0.9037 |
|
0.618 |
0.8997 |
|
HIGH |
0.8934 |
|
0.618 |
0.8894 |
|
0.500 |
0.8882 |
|
0.382 |
0.8870 |
|
LOW |
0.8831 |
|
0.618 |
0.8767 |
|
1.000 |
0.8728 |
|
1.618 |
0.8664 |
|
2.618 |
0.8561 |
|
4.250 |
0.8393 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8882 |
0.8874 |
| PP |
0.8882 |
0.8867 |
| S1 |
0.8881 |
0.8859 |
|