CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8739 |
0.8690 |
-0.0049 |
-0.6% |
0.8767 |
| High |
0.8745 |
0.8730 |
-0.0015 |
-0.2% |
0.8807 |
| Low |
0.8695 |
0.8658 |
-0.0038 |
-0.4% |
0.8658 |
| Close |
0.8707 |
0.8710 |
0.0004 |
0.0% |
0.8710 |
| Range |
0.0050 |
0.0072 |
0.0023 |
45.5% |
0.0150 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
172,497 |
50,617 |
-121,880 |
-70.7% |
741,814 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8915 |
0.8885 |
0.8750 |
|
| R3 |
0.8843 |
0.8813 |
0.8730 |
|
| R2 |
0.8771 |
0.8771 |
0.8723 |
|
| R1 |
0.8741 |
0.8741 |
0.8717 |
0.8756 |
| PP |
0.8699 |
0.8699 |
0.8699 |
0.8707 |
| S1 |
0.8669 |
0.8669 |
0.8703 |
0.8684 |
| S2 |
0.8627 |
0.8627 |
0.8697 |
|
| S3 |
0.8555 |
0.8597 |
0.8690 |
|
| S4 |
0.8483 |
0.8525 |
0.8670 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9173 |
0.9091 |
0.8792 |
|
| R3 |
0.9024 |
0.8942 |
0.8751 |
|
| R2 |
0.8874 |
0.8874 |
0.8737 |
|
| R1 |
0.8792 |
0.8792 |
0.8724 |
0.8759 |
| PP |
0.8725 |
0.8725 |
0.8725 |
0.8708 |
| S1 |
0.8643 |
0.8643 |
0.8696 |
0.8609 |
| S2 |
0.8575 |
0.8575 |
0.8683 |
|
| S3 |
0.8426 |
0.8493 |
0.8669 |
|
| S4 |
0.8276 |
0.8344 |
0.8628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8807 |
0.8658 |
0.0150 |
1.7% |
0.0058 |
0.7% |
35% |
False |
True |
148,362 |
| 10 |
0.8957 |
0.8658 |
0.0299 |
3.4% |
0.0070 |
0.8% |
18% |
False |
True |
159,717 |
| 20 |
0.8957 |
0.8658 |
0.0299 |
3.4% |
0.0074 |
0.9% |
18% |
False |
True |
146,330 |
| 40 |
0.8971 |
0.8658 |
0.0314 |
3.6% |
0.0091 |
1.0% |
17% |
False |
True |
161,905 |
| 60 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0093 |
1.1% |
50% |
False |
False |
150,854 |
| 80 |
0.9418 |
0.8454 |
0.0964 |
11.1% |
0.0097 |
1.1% |
27% |
False |
False |
114,951 |
| 100 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0097 |
1.1% |
17% |
False |
False |
92,073 |
| 120 |
1.0066 |
0.8454 |
0.1612 |
18.5% |
0.0096 |
1.1% |
16% |
False |
False |
76,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9036 |
|
2.618 |
0.8918 |
|
1.618 |
0.8846 |
|
1.000 |
0.8802 |
|
0.618 |
0.8774 |
|
HIGH |
0.8730 |
|
0.618 |
0.8702 |
|
0.500 |
0.8694 |
|
0.382 |
0.8685 |
|
LOW |
0.8658 |
|
0.618 |
0.8613 |
|
1.000 |
0.8586 |
|
1.618 |
0.8541 |
|
2.618 |
0.8469 |
|
4.250 |
0.8352 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8705 |
0.8730 |
| PP |
0.8699 |
0.8724 |
| S1 |
0.8694 |
0.8717 |
|