CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8757 |
0.8833 |
0.0076 |
0.9% |
0.8806 |
| High |
0.8850 |
0.8886 |
0.0036 |
0.4% |
0.8886 |
| Low |
0.8754 |
0.8816 |
0.0062 |
0.7% |
0.8705 |
| Close |
0.8846 |
0.8860 |
0.0014 |
0.2% |
0.8860 |
| Range |
0.0096 |
0.0070 |
-0.0026 |
-27.1% |
0.0181 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
135,495 |
116,694 |
-18,801 |
-13.9% |
654,303 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9032 |
0.8898 |
|
| R3 |
0.8994 |
0.8962 |
0.8879 |
|
| R2 |
0.8924 |
0.8924 |
0.8872 |
|
| R1 |
0.8892 |
0.8892 |
0.8866 |
0.8908 |
| PP |
0.8854 |
0.8854 |
0.8854 |
0.8862 |
| S1 |
0.8822 |
0.8822 |
0.8853 |
0.8838 |
| S2 |
0.8784 |
0.8784 |
0.8847 |
|
| S3 |
0.8714 |
0.8752 |
0.8840 |
|
| S4 |
0.8644 |
0.8682 |
0.8821 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9291 |
0.8959 |
|
| R3 |
0.9179 |
0.9110 |
0.8909 |
|
| R2 |
0.8998 |
0.8998 |
0.8893 |
|
| R1 |
0.8929 |
0.8929 |
0.8876 |
0.8963 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8834 |
| S1 |
0.8748 |
0.8748 |
0.8843 |
0.8782 |
| S2 |
0.8636 |
0.8636 |
0.8826 |
|
| S3 |
0.8455 |
0.8567 |
0.8810 |
|
| S4 |
0.8274 |
0.8386 |
0.8760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8886 |
0.8705 |
0.0181 |
2.0% |
0.0081 |
0.9% |
86% |
True |
False |
130,860 |
| 10 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0085 |
1.0% |
58% |
False |
False |
135,375 |
| 20 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0097 |
1.1% |
62% |
False |
False |
155,601 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0099 |
1.1% |
78% |
False |
False |
156,395 |
| 60 |
0.9116 |
0.8454 |
0.0662 |
7.5% |
0.0102 |
1.2% |
61% |
False |
False |
117,834 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0105 |
1.2% |
27% |
False |
False |
88,547 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0100 |
1.1% |
25% |
False |
False |
70,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9183 |
|
2.618 |
0.9069 |
|
1.618 |
0.8999 |
|
1.000 |
0.8956 |
|
0.618 |
0.8929 |
|
HIGH |
0.8886 |
|
0.618 |
0.8859 |
|
0.500 |
0.8851 |
|
0.382 |
0.8842 |
|
LOW |
0.8816 |
|
0.618 |
0.8772 |
|
1.000 |
0.8746 |
|
1.618 |
0.8702 |
|
2.618 |
0.8632 |
|
4.250 |
0.8518 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8857 |
0.8838 |
| PP |
0.8854 |
0.8817 |
| S1 |
0.8851 |
0.8795 |
|