CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8860 |
0.8800 |
-0.0060 |
-0.7% |
0.8806 |
| High |
0.8871 |
0.8862 |
-0.0009 |
-0.1% |
0.8886 |
| Low |
0.8794 |
0.8797 |
0.0003 |
0.0% |
0.8705 |
| Close |
0.8810 |
0.8845 |
0.0035 |
0.4% |
0.8860 |
| Range |
0.0078 |
0.0066 |
-0.0012 |
-15.5% |
0.0181 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
131,710 |
142,763 |
11,053 |
8.4% |
654,303 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9031 |
0.9003 |
0.8881 |
|
| R3 |
0.8965 |
0.8938 |
0.8863 |
|
| R2 |
0.8900 |
0.8900 |
0.8857 |
|
| R1 |
0.8872 |
0.8872 |
0.8851 |
0.8886 |
| PP |
0.8834 |
0.8834 |
0.8834 |
0.8841 |
| S1 |
0.8807 |
0.8807 |
0.8838 |
0.8821 |
| S2 |
0.8769 |
0.8769 |
0.8832 |
|
| S3 |
0.8703 |
0.8741 |
0.8826 |
|
| S4 |
0.8638 |
0.8676 |
0.8808 |
|
|
| 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% |
0.0079 |
0.9% |
77% |
False |
False |
133,889 |
| 10 |
0.8967 |
0.8705 |
0.0263 |
3.0% |
0.0082 |
0.9% |
53% |
False |
False |
135,981 |
| 20 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0092 |
1.0% |
57% |
False |
False |
151,008 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0100 |
1.1% |
76% |
False |
False |
158,537 |
| 60 |
0.9028 |
0.8454 |
0.0574 |
6.5% |
0.0100 |
1.1% |
68% |
False |
False |
122,379 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0105 |
1.2% |
26% |
False |
False |
91,972 |
| 100 |
1.0002 |
0.8454 |
0.1548 |
17.5% |
0.0100 |
1.1% |
25% |
False |
False |
73,634 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0098 |
1.1% |
24% |
False |
False |
61,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9140 |
|
2.618 |
0.9033 |
|
1.618 |
0.8968 |
|
1.000 |
0.8928 |
|
0.618 |
0.8902 |
|
HIGH |
0.8862 |
|
0.618 |
0.8837 |
|
0.500 |
0.8829 |
|
0.382 |
0.8822 |
|
LOW |
0.8797 |
|
0.618 |
0.8756 |
|
1.000 |
0.8731 |
|
1.618 |
0.8691 |
|
2.618 |
0.8625 |
|
4.250 |
0.8518 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8839 |
0.8843 |
| PP |
0.8834 |
0.8841 |
| S1 |
0.8829 |
0.8840 |
|