CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8800 |
0.8828 |
0.0028 |
0.3% |
0.8806 |
| High |
0.8862 |
0.8889 |
0.0027 |
0.3% |
0.8886 |
| Low |
0.8797 |
0.8818 |
0.0021 |
0.2% |
0.8705 |
| Close |
0.8845 |
0.8873 |
0.0029 |
0.3% |
0.8860 |
| Range |
0.0066 |
0.0072 |
0.0006 |
9.2% |
0.0181 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
142,763 |
118,353 |
-24,410 |
-17.1% |
654,303 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9074 |
0.9045 |
0.8912 |
|
| R3 |
0.9003 |
0.8974 |
0.8893 |
|
| R2 |
0.8931 |
0.8931 |
0.8886 |
|
| R1 |
0.8902 |
0.8902 |
0.8880 |
0.8917 |
| PP |
0.8860 |
0.8860 |
0.8860 |
0.8867 |
| S1 |
0.8831 |
0.8831 |
0.8866 |
0.8845 |
| S2 |
0.8788 |
0.8788 |
0.8860 |
|
| S3 |
0.8717 |
0.8759 |
0.8853 |
|
| S4 |
0.8645 |
0.8688 |
0.8834 |
|
|
| 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 |
0.8889 |
0.8754 |
0.0135 |
1.5% |
0.0076 |
0.9% |
88% |
True |
False |
129,003 |
| 10 |
0.8949 |
0.8705 |
0.0245 |
2.8% |
0.0082 |
0.9% |
69% |
False |
False |
134,843 |
| 20 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0092 |
1.0% |
66% |
False |
False |
149,147 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0101 |
1.1% |
81% |
False |
False |
160,498 |
| 60 |
0.9028 |
0.8454 |
0.0574 |
6.5% |
0.0100 |
1.1% |
73% |
False |
False |
124,326 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0105 |
1.2% |
28% |
False |
False |
93,450 |
| 100 |
0.9997 |
0.8454 |
0.1543 |
17.4% |
0.0100 |
1.1% |
27% |
False |
False |
74,815 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0098 |
1.1% |
26% |
False |
False |
62,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9193 |
|
2.618 |
0.9076 |
|
1.618 |
0.9005 |
|
1.000 |
0.8961 |
|
0.618 |
0.8933 |
|
HIGH |
0.8889 |
|
0.618 |
0.8862 |
|
0.500 |
0.8853 |
|
0.382 |
0.8845 |
|
LOW |
0.8818 |
|
0.618 |
0.8773 |
|
1.000 |
0.8746 |
|
1.618 |
0.8702 |
|
2.618 |
0.8630 |
|
4.250 |
0.8514 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8866 |
0.8862 |
| PP |
0.8860 |
0.8852 |
| S1 |
0.8853 |
0.8841 |
|