CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8911 |
-0.0044 |
-0.5% |
0.8717 |
| High |
0.8971 |
0.8967 |
-0.0004 |
0.0% |
0.8934 |
| Low |
0.8892 |
0.8894 |
0.0002 |
0.0% |
0.8710 |
| Close |
0.8925 |
0.8930 |
0.0005 |
0.1% |
0.8863 |
| Range |
0.0080 |
0.0074 |
-0.0006 |
-7.5% |
0.0224 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
128,187 |
129,738 |
1,551 |
1.2% |
941,690 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9151 |
0.9114 |
0.8970 |
|
| R3 |
0.9077 |
0.9040 |
0.8950 |
|
| R2 |
0.9004 |
0.9004 |
0.8943 |
|
| R1 |
0.8967 |
0.8967 |
0.8937 |
0.8985 |
| PP |
0.8930 |
0.8930 |
0.8930 |
0.8939 |
| S1 |
0.8893 |
0.8893 |
0.8923 |
0.8912 |
| S2 |
0.8857 |
0.8857 |
0.8917 |
|
| S3 |
0.8783 |
0.8820 |
0.8910 |
|
| S4 |
0.8710 |
0.8746 |
0.8890 |
|
|
| 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 |
0.8971 |
0.8821 |
0.0151 |
1.7% |
0.0088 |
1.0% |
73% |
False |
False |
150,541 |
| 10 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0102 |
1.1% |
86% |
False |
False |
163,451 |
| 20 |
0.8971 |
0.8574 |
0.0398 |
4.5% |
0.0113 |
1.3% |
90% |
False |
False |
184,029 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0102 |
1.1% |
92% |
False |
False |
150,785 |
| 60 |
0.9481 |
0.8454 |
0.1027 |
11.5% |
0.0105 |
1.2% |
46% |
False |
False |
101,986 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.6% |
0.0103 |
1.1% |
32% |
False |
False |
76,629 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.1% |
0.0100 |
1.1% |
30% |
False |
False |
61,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9279 |
|
2.618 |
0.9159 |
|
1.618 |
0.9086 |
|
1.000 |
0.9041 |
|
0.618 |
0.9012 |
|
HIGH |
0.8967 |
|
0.618 |
0.8939 |
|
0.500 |
0.8930 |
|
0.382 |
0.8922 |
|
LOW |
0.8894 |
|
0.618 |
0.8848 |
|
1.000 |
0.8820 |
|
1.618 |
0.8775 |
|
2.618 |
0.8701 |
|
4.250 |
0.8581 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8930 |
0.8928 |
| PP |
0.8930 |
0.8926 |
| S1 |
0.8930 |
0.8924 |
|