CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8772 |
0.8739 |
-0.0033 |
-0.4% |
0.8913 |
| High |
0.8803 |
0.8745 |
-0.0059 |
-0.7% |
0.8957 |
| Low |
0.8714 |
0.8695 |
-0.0019 |
-0.2% |
0.8716 |
| Close |
0.8741 |
0.8707 |
-0.0034 |
-0.4% |
0.8764 |
| Range |
0.0090 |
0.0050 |
-0.0040 |
-44.7% |
0.0241 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
245,146 |
172,497 |
-72,649 |
-29.6% |
855,357 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8864 |
0.8835 |
0.8734 |
|
| R3 |
0.8814 |
0.8785 |
0.8720 |
|
| R2 |
0.8765 |
0.8765 |
0.8716 |
|
| R1 |
0.8736 |
0.8736 |
0.8711 |
0.8726 |
| PP |
0.8715 |
0.8715 |
0.8715 |
0.8710 |
| S1 |
0.8686 |
0.8686 |
0.8702 |
0.8676 |
| S2 |
0.8666 |
0.8666 |
0.8697 |
|
| S3 |
0.8616 |
0.8637 |
0.8693 |
|
| S4 |
0.8567 |
0.8587 |
0.8679 |
|
|
| 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 |
0.8807 |
0.8695 |
0.0112 |
1.3% |
0.0058 |
0.7% |
10% |
False |
True |
172,745 |
| 10 |
0.8957 |
0.8695 |
0.0262 |
3.0% |
0.0071 |
0.8% |
4% |
False |
True |
167,820 |
| 20 |
0.8957 |
0.8695 |
0.0262 |
3.0% |
0.0076 |
0.9% |
4% |
False |
True |
151,331 |
| 40 |
0.8971 |
0.8574 |
0.0398 |
4.6% |
0.0095 |
1.1% |
33% |
False |
False |
167,680 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0094 |
1.1% |
49% |
False |
False |
150,967 |
| 80 |
0.9481 |
0.8454 |
0.1027 |
11.8% |
0.0098 |
1.1% |
25% |
False |
False |
114,323 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0097 |
1.1% |
17% |
False |
False |
91,569 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.5% |
0.0096 |
1.1% |
16% |
False |
False |
76,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8955 |
|
2.618 |
0.8874 |
|
1.618 |
0.8825 |
|
1.000 |
0.8794 |
|
0.618 |
0.8775 |
|
HIGH |
0.8745 |
|
0.618 |
0.8726 |
|
0.500 |
0.8720 |
|
0.382 |
0.8714 |
|
LOW |
0.8695 |
|
0.618 |
0.8664 |
|
1.000 |
0.8646 |
|
1.618 |
0.8615 |
|
2.618 |
0.8565 |
|
4.250 |
0.8485 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8720 |
0.8749 |
| PP |
0.8715 |
0.8735 |
| S1 |
0.8711 |
0.8721 |
|