CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8909 |
0.8828 |
-0.0082 |
-0.9% |
0.8899 |
| High |
0.8910 |
0.8828 |
-0.0083 |
-0.9% |
0.8977 |
| Low |
0.8811 |
0.8767 |
-0.0045 |
-0.5% |
0.8834 |
| Close |
0.8838 |
0.8774 |
-0.0065 |
-0.7% |
0.8974 |
| Range |
0.0099 |
0.0061 |
-0.0038 |
-38.4% |
0.0143 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
8,510 |
6,488 |
-2,022 |
-23.8% |
4,491 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8972 |
0.8934 |
0.8807 |
|
| R3 |
0.8911 |
0.8873 |
0.8790 |
|
| R2 |
0.8850 |
0.8850 |
0.8785 |
|
| R1 |
0.8812 |
0.8812 |
0.8779 |
0.8801 |
| PP |
0.8789 |
0.8789 |
0.8789 |
0.8784 |
| S1 |
0.8751 |
0.8751 |
0.8768 |
0.8740 |
| S2 |
0.8728 |
0.8728 |
0.8762 |
|
| S3 |
0.8667 |
0.8690 |
0.8757 |
|
| S4 |
0.8606 |
0.8629 |
0.8740 |
|
|
| 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 |
0.8767 |
0.0228 |
2.6% |
0.0081 |
0.9% |
3% |
False |
True |
6,507 |
| 10 |
0.8994 |
0.8767 |
0.0228 |
2.6% |
0.0078 |
0.9% |
3% |
False |
True |
3,746 |
| 20 |
0.9008 |
0.8745 |
0.0263 |
3.0% |
0.0082 |
0.9% |
11% |
False |
False |
2,253 |
| 40 |
0.9008 |
0.8527 |
0.0481 |
5.5% |
0.0098 |
1.1% |
51% |
False |
False |
1,602 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0090 |
1.0% |
54% |
False |
False |
1,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9087 |
|
2.618 |
0.8987 |
|
1.618 |
0.8926 |
|
1.000 |
0.8889 |
|
0.618 |
0.8865 |
|
HIGH |
0.8828 |
|
0.618 |
0.8804 |
|
0.500 |
0.8797 |
|
0.382 |
0.8790 |
|
LOW |
0.8767 |
|
0.618 |
0.8729 |
|
1.000 |
0.8706 |
|
1.618 |
0.8668 |
|
2.618 |
0.8607 |
|
4.250 |
0.8507 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8797 |
0.8880 |
| PP |
0.8789 |
0.8845 |
| S1 |
0.8781 |
0.8809 |
|