CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8793 |
0.8743 |
-0.0050 |
-0.6% |
0.8913 |
| High |
0.8796 |
0.8788 |
-0.0008 |
-0.1% |
0.8957 |
| Low |
0.8727 |
0.8716 |
-0.0012 |
-0.1% |
0.8716 |
| Close |
0.8734 |
0.8764 |
0.0030 |
0.3% |
0.8764 |
| Range |
0.0069 |
0.0073 |
0.0004 |
5.1% |
0.0241 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
142,327 |
172,529 |
30,202 |
21.2% |
855,357 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8973 |
0.8941 |
0.8804 |
|
| R3 |
0.8901 |
0.8869 |
0.8784 |
|
| R2 |
0.8828 |
0.8828 |
0.8777 |
|
| R1 |
0.8796 |
0.8796 |
0.8771 |
0.8812 |
| PP |
0.8756 |
0.8756 |
0.8756 |
0.8764 |
| S1 |
0.8724 |
0.8724 |
0.8757 |
0.8740 |
| S2 |
0.8683 |
0.8683 |
0.8751 |
|
| S3 |
0.8611 |
0.8651 |
0.8744 |
|
| S4 |
0.8538 |
0.8579 |
0.8724 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9535 |
0.9391 |
0.8897 |
|
| R3 |
0.9294 |
0.9150 |
0.8830 |
|
| R2 |
0.9053 |
0.9053 |
0.8808 |
|
| R1 |
0.8909 |
0.8909 |
0.8786 |
0.8860 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8788 |
| S1 |
0.8668 |
0.8668 |
0.8742 |
0.8619 |
| S2 |
0.8571 |
0.8571 |
0.8720 |
|
| S3 |
0.8330 |
0.8427 |
0.8698 |
|
| S4 |
0.8089 |
0.8186 |
0.8631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8957 |
0.8716 |
0.0241 |
2.7% |
0.0083 |
0.9% |
20% |
False |
True |
171,071 |
| 10 |
0.8957 |
0.8716 |
0.0241 |
2.7% |
0.0078 |
0.9% |
20% |
False |
True |
149,653 |
| 20 |
0.8971 |
0.8705 |
0.0267 |
3.0% |
0.0083 |
0.9% |
22% |
False |
False |
145,799 |
| 40 |
0.8971 |
0.8529 |
0.0443 |
5.0% |
0.0102 |
1.2% |
53% |
False |
False |
169,823 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0096 |
1.1% |
60% |
False |
False |
140,273 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0104 |
1.2% |
21% |
False |
False |
105,730 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0099 |
1.1% |
21% |
False |
False |
84,671 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0097 |
1.1% |
19% |
False |
False |
70,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9096 |
|
2.618 |
0.8978 |
|
1.618 |
0.8905 |
|
1.000 |
0.8861 |
|
0.618 |
0.8833 |
|
HIGH |
0.8788 |
|
0.618 |
0.8760 |
|
0.500 |
0.8752 |
|
0.382 |
0.8743 |
|
LOW |
0.8716 |
|
0.618 |
0.8671 |
|
1.000 |
0.8643 |
|
1.618 |
0.8598 |
|
2.618 |
0.8526 |
|
4.250 |
0.8407 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8760 |
0.8793 |
| PP |
0.8756 |
0.8783 |
| S1 |
0.8752 |
0.8774 |
|