CME Japanese Yen Future June 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 |
0.8912 |
0.8909 |
-0.0003 |
0.0% |
0.8899 |
| High |
0.8994 |
0.8910 |
-0.0084 |
-0.9% |
0.8977 |
| Low |
0.8900 |
0.8811 |
-0.0089 |
-1.0% |
0.8834 |
| Close |
0.8956 |
0.8838 |
-0.0118 |
-1.3% |
0.8974 |
| Range |
0.0094 |
0.0099 |
0.0005 |
5.3% |
0.0143 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.5% |
0.0000 |
| Volume |
14,557 |
8,510 |
-6,047 |
-41.5% |
4,491 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9150 |
0.9093 |
0.8892 |
|
| R3 |
0.9051 |
0.8994 |
0.8865 |
|
| R2 |
0.8952 |
0.8952 |
0.8856 |
|
| R1 |
0.8895 |
0.8895 |
0.8847 |
0.8874 |
| PP |
0.8853 |
0.8853 |
0.8853 |
0.8843 |
| S1 |
0.8796 |
0.8796 |
0.8829 |
0.8775 |
| S2 |
0.8754 |
0.8754 |
0.8820 |
|
| S3 |
0.8655 |
0.8697 |
0.8811 |
|
| S4 |
0.8556 |
0.8598 |
0.8784 |
|
|
| 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 |
0.8994 |
0.8811 |
0.0183 |
2.1% |
0.0083 |
0.9% |
15% |
False |
True |
5,545 |
| 10 |
0.8994 |
0.8745 |
0.0250 |
2.8% |
0.0080 |
0.9% |
37% |
False |
False |
3,162 |
| 20 |
0.9008 |
0.8745 |
0.0263 |
3.0% |
0.0084 |
0.9% |
36% |
False |
False |
1,969 |
| 40 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0099 |
1.1% |
67% |
False |
False |
1,453 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0090 |
1.0% |
67% |
False |
False |
986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9331 |
|
2.618 |
0.9169 |
|
1.618 |
0.9070 |
|
1.000 |
0.9009 |
|
0.618 |
0.8971 |
|
HIGH |
0.8910 |
|
0.618 |
0.8872 |
|
0.500 |
0.8861 |
|
0.382 |
0.8849 |
|
LOW |
0.8811 |
|
0.618 |
0.8750 |
|
1.000 |
0.8712 |
|
1.618 |
0.8651 |
|
2.618 |
0.8552 |
|
4.250 |
0.8390 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8861 |
0.8903 |
| PP |
0.8853 |
0.8881 |
| S1 |
0.8846 |
0.8860 |
|