CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8873 |
0.8866 |
-0.0007 |
-0.1% |
0.8860 |
| High |
0.8957 |
0.8871 |
-0.0086 |
-1.0% |
0.8938 |
| Low |
0.8860 |
0.8768 |
-0.0092 |
-1.0% |
0.8794 |
| Close |
0.8916 |
0.8798 |
-0.0118 |
-1.3% |
0.8934 |
| Range |
0.0097 |
0.0102 |
0.0006 |
5.7% |
0.0144 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0000 |
| Volume |
176,118 |
235,822 |
59,704 |
33.9% |
524,479 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.9060 |
0.8854 |
|
| R3 |
0.9016 |
0.8958 |
0.8826 |
|
| R2 |
0.8914 |
0.8914 |
0.8817 |
|
| R1 |
0.8856 |
0.8856 |
0.8807 |
0.8834 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8801 |
| S1 |
0.8754 |
0.8754 |
0.8789 |
0.8732 |
| S2 |
0.8710 |
0.8710 |
0.8779 |
|
| S3 |
0.8608 |
0.8652 |
0.8770 |
|
| S4 |
0.8506 |
0.8550 |
0.8742 |
|
|
| 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 |
0.8957 |
0.8768 |
0.0188 |
2.1% |
0.0085 |
1.0% |
16% |
False |
True |
158,101 |
| 10 |
0.8957 |
0.8705 |
0.0252 |
2.9% |
0.0082 |
0.9% |
37% |
False |
False |
145,995 |
| 20 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0086 |
1.0% |
35% |
False |
False |
147,199 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0104 |
1.2% |
67% |
False |
False |
169,227 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0097 |
1.1% |
67% |
False |
False |
135,232 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0104 |
1.2% |
23% |
False |
False |
101,824 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0100 |
1.1% |
23% |
False |
False |
81,528 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0098 |
1.1% |
21% |
False |
False |
67,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9304 |
|
2.618 |
0.9138 |
|
1.618 |
0.9036 |
|
1.000 |
0.8973 |
|
0.618 |
0.8934 |
|
HIGH |
0.8871 |
|
0.618 |
0.8832 |
|
0.500 |
0.8819 |
|
0.382 |
0.8807 |
|
LOW |
0.8768 |
|
0.618 |
0.8705 |
|
1.000 |
0.8666 |
|
1.618 |
0.8603 |
|
2.618 |
0.8501 |
|
4.250 |
0.8335 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8819 |
0.8862 |
| PP |
0.8812 |
0.8841 |
| S1 |
0.8805 |
0.8819 |
|