CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8828 |
0.8875 |
0.0048 |
0.5% |
0.8860 |
| High |
0.8889 |
0.8938 |
0.0049 |
0.5% |
0.8938 |
| Low |
0.8818 |
0.8857 |
0.0039 |
0.4% |
0.8794 |
| Close |
0.8873 |
0.8934 |
0.0061 |
0.7% |
0.8934 |
| Range |
0.0072 |
0.0081 |
0.0010 |
13.3% |
0.0144 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
118,353 |
131,653 |
13,300 |
11.2% |
524,479 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9152 |
0.9124 |
0.8979 |
|
| R3 |
0.9071 |
0.9043 |
0.8956 |
|
| R2 |
0.8990 |
0.8990 |
0.8949 |
|
| R1 |
0.8962 |
0.8962 |
0.8941 |
0.8976 |
| PP |
0.8909 |
0.8909 |
0.8909 |
0.8916 |
| S1 |
0.8881 |
0.8881 |
0.8927 |
0.8895 |
| S2 |
0.8828 |
0.8828 |
0.8919 |
|
| S3 |
0.8747 |
0.8800 |
0.8912 |
|
| S4 |
0.8666 |
0.8719 |
0.8889 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9320 |
0.9271 |
0.9013 |
|
| R3 |
0.9176 |
0.9127 |
0.8974 |
|
| R2 |
0.9032 |
0.9032 |
0.8960 |
|
| R1 |
0.8983 |
0.8983 |
0.8947 |
0.9008 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8901 |
| S1 |
0.8839 |
0.8839 |
0.8921 |
0.8864 |
| S2 |
0.8744 |
0.8744 |
0.8908 |
|
| S3 |
0.8600 |
0.8695 |
0.8894 |
|
| S4 |
0.8456 |
0.8551 |
0.8855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8938 |
0.8794 |
0.0144 |
1.6% |
0.0073 |
0.8% |
98% |
True |
False |
128,234 |
| 10 |
0.8938 |
0.8705 |
0.0233 |
2.6% |
0.0078 |
0.9% |
98% |
True |
False |
132,943 |
| 20 |
0.8971 |
0.8679 |
0.0293 |
3.3% |
0.0089 |
1.0% |
87% |
False |
False |
147,840 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.8% |
0.0102 |
1.1% |
93% |
False |
False |
162,690 |
| 60 |
0.9005 |
0.8454 |
0.0551 |
6.2% |
0.0099 |
1.1% |
87% |
False |
False |
126,488 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.6% |
0.0105 |
1.2% |
32% |
False |
False |
95,089 |
| 100 |
0.9950 |
0.8454 |
0.1496 |
16.7% |
0.0100 |
1.1% |
32% |
False |
False |
76,130 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.0% |
0.0099 |
1.1% |
30% |
False |
False |
63,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9282 |
|
2.618 |
0.9150 |
|
1.618 |
0.9069 |
|
1.000 |
0.9019 |
|
0.618 |
0.8988 |
|
HIGH |
0.8938 |
|
0.618 |
0.8907 |
|
0.500 |
0.8897 |
|
0.382 |
0.8887 |
|
LOW |
0.8857 |
|
0.618 |
0.8806 |
|
1.000 |
0.8776 |
|
1.618 |
0.8725 |
|
2.618 |
0.8644 |
|
4.250 |
0.8512 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8922 |
0.8912 |
| PP |
0.8909 |
0.8889 |
| S1 |
0.8897 |
0.8867 |
|