CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8890 |
0.0019 |
0.2% |
0.8717 |
| High |
0.8913 |
0.8968 |
0.0055 |
0.6% |
0.8934 |
| Low |
0.8821 |
0.8876 |
0.0056 |
0.6% |
0.8710 |
| Close |
0.8863 |
0.8955 |
0.0092 |
1.0% |
0.8863 |
| Range |
0.0093 |
0.0092 |
-0.0001 |
-1.1% |
0.0224 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
182,404 |
140,220 |
-42,184 |
-23.1% |
941,690 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9207 |
0.9172 |
0.9005 |
|
| R3 |
0.9116 |
0.9081 |
0.8980 |
|
| R2 |
0.9024 |
0.9024 |
0.8971 |
|
| R1 |
0.8989 |
0.8989 |
0.8963 |
0.9007 |
| PP |
0.8933 |
0.8933 |
0.8933 |
0.8941 |
| S1 |
0.8898 |
0.8898 |
0.8946 |
0.8915 |
| S2 |
0.8841 |
0.8841 |
0.8938 |
|
| S3 |
0.8750 |
0.8806 |
0.8929 |
|
| S4 |
0.8658 |
0.8715 |
0.8904 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9506 |
0.9408 |
0.8986 |
|
| R3 |
0.9283 |
0.9185 |
0.8924 |
|
| R2 |
0.9059 |
0.9059 |
0.8904 |
|
| R1 |
0.8961 |
0.8961 |
0.8883 |
0.9010 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8860 |
| S1 |
0.8738 |
0.8738 |
0.8843 |
0.8787 |
| S2 |
0.8612 |
0.8612 |
0.8822 |
|
| S3 |
0.8389 |
0.8514 |
0.8802 |
|
| S4 |
0.8165 |
0.8291 |
0.8740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8968 |
0.8785 |
0.0183 |
2.0% |
0.0107 |
1.2% |
93% |
True |
False |
185,214 |
| 10 |
0.8968 |
0.8679 |
0.0289 |
3.2% |
0.0105 |
1.2% |
96% |
True |
False |
168,331 |
| 20 |
0.8968 |
0.8529 |
0.0439 |
4.9% |
0.0115 |
1.3% |
97% |
True |
False |
186,819 |
| 40 |
0.8968 |
0.8454 |
0.0514 |
5.7% |
0.0103 |
1.2% |
97% |
True |
False |
145,366 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.6% |
0.0112 |
1.3% |
34% |
False |
False |
97,734 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.6% |
0.0104 |
1.2% |
34% |
False |
False |
73,413 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.0% |
0.0100 |
1.1% |
31% |
False |
False |
58,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9356 |
|
2.618 |
0.9207 |
|
1.618 |
0.9116 |
|
1.000 |
0.9059 |
|
0.618 |
0.9024 |
|
HIGH |
0.8968 |
|
0.618 |
0.8933 |
|
0.500 |
0.8922 |
|
0.382 |
0.8911 |
|
LOW |
0.8876 |
|
0.618 |
0.8819 |
|
1.000 |
0.8785 |
|
1.618 |
0.8728 |
|
2.618 |
0.8636 |
|
4.250 |
0.8487 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8944 |
0.8934 |
| PP |
0.8933 |
0.8914 |
| S1 |
0.8922 |
0.8894 |
|