CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.8955 |
0.0042 |
0.5% |
0.8899 |
| High |
0.8977 |
0.8978 |
0.0001 |
0.0% |
0.8977 |
| Low |
0.8897 |
0.8905 |
0.0008 |
0.1% |
0.8834 |
| Close |
0.8974 |
0.8906 |
-0.0068 |
-0.8% |
0.8974 |
| Range |
0.0080 |
0.0073 |
-0.0007 |
-8.2% |
0.0143 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,281 |
1,701 |
420 |
32.8% |
4,491 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9148 |
0.9100 |
0.8946 |
|
| R3 |
0.9075 |
0.9027 |
0.8926 |
|
| R2 |
0.9002 |
0.9002 |
0.8919 |
|
| R1 |
0.8954 |
0.8954 |
0.8913 |
0.8942 |
| PP |
0.8929 |
0.8929 |
0.8929 |
0.8923 |
| S1 |
0.8881 |
0.8881 |
0.8899 |
0.8869 |
| S2 |
0.8856 |
0.8856 |
0.8893 |
|
| S3 |
0.8783 |
0.8808 |
0.8886 |
|
| S4 |
0.8710 |
0.8735 |
0.8866 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9357 |
0.9309 |
0.9053 |
|
| R3 |
0.9214 |
0.9166 |
0.9013 |
|
| R2 |
0.9071 |
0.9071 |
0.9000 |
|
| R1 |
0.9023 |
0.9023 |
0.8987 |
0.9047 |
| PP |
0.8928 |
0.8928 |
0.8928 |
0.8940 |
| S1 |
0.8880 |
0.8880 |
0.8961 |
0.8904 |
| S2 |
0.8785 |
0.8785 |
0.8948 |
|
| S3 |
0.8642 |
0.8737 |
0.8935 |
|
| S4 |
0.8499 |
0.8594 |
0.8895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8978 |
0.8834 |
0.0144 |
1.6% |
0.0072 |
0.8% |
50% |
True |
False |
1,238 |
| 10 |
0.8978 |
0.8745 |
0.0233 |
2.6% |
0.0076 |
0.9% |
69% |
True |
False |
955 |
| 20 |
0.9008 |
0.8745 |
0.0263 |
3.0% |
0.0087 |
1.0% |
61% |
False |
False |
954 |
| 40 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0098 |
1.1% |
80% |
False |
False |
887 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0090 |
1.0% |
80% |
False |
False |
602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9169 |
|
1.618 |
0.9096 |
|
1.000 |
0.9051 |
|
0.618 |
0.9023 |
|
HIGH |
0.8978 |
|
0.618 |
0.8950 |
|
0.500 |
0.8941 |
|
0.382 |
0.8932 |
|
LOW |
0.8905 |
|
0.618 |
0.8859 |
|
1.000 |
0.8832 |
|
1.618 |
0.8786 |
|
2.618 |
0.8713 |
|
4.250 |
0.8594 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8941 |
0.8918 |
| PP |
0.8929 |
0.8914 |
| S1 |
0.8918 |
0.8910 |
|