CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8828 |
0.8783 |
-0.0045 |
-0.5% |
0.8955 |
| High |
0.8828 |
0.8827 |
-0.0001 |
0.0% |
0.8994 |
| Low |
0.8767 |
0.8755 |
-0.0012 |
-0.1% |
0.8755 |
| Close |
0.8774 |
0.8803 |
0.0030 |
0.3% |
0.8803 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0240 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
6,488 |
13,601 |
7,113 |
109.6% |
44,857 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9011 |
0.8979 |
0.8843 |
|
| R3 |
0.8939 |
0.8907 |
0.8823 |
|
| R2 |
0.8867 |
0.8867 |
0.8816 |
|
| R1 |
0.8835 |
0.8835 |
0.8810 |
0.8851 |
| PP |
0.8795 |
0.8795 |
0.8795 |
0.8803 |
| S1 |
0.8763 |
0.8763 |
0.8796 |
0.8779 |
| S2 |
0.8723 |
0.8723 |
0.8790 |
|
| S3 |
0.8651 |
0.8691 |
0.8783 |
|
| S4 |
0.8579 |
0.8619 |
0.8763 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9426 |
0.8935 |
|
| R3 |
0.9330 |
0.9186 |
0.8869 |
|
| R2 |
0.9090 |
0.9090 |
0.8847 |
|
| R1 |
0.8947 |
0.8947 |
0.8825 |
0.8899 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8827 |
| S1 |
0.8707 |
0.8707 |
0.8781 |
0.8659 |
| S2 |
0.8611 |
0.8611 |
0.8759 |
|
| S3 |
0.8372 |
0.8468 |
0.8737 |
|
| S4 |
0.8132 |
0.8228 |
0.8671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8994 |
0.8755 |
0.0240 |
2.7% |
0.0080 |
0.9% |
20% |
False |
True |
8,971 |
| 10 |
0.8994 |
0.8755 |
0.0240 |
2.7% |
0.0076 |
0.9% |
20% |
False |
True |
5,031 |
| 20 |
0.9008 |
0.8745 |
0.0263 |
3.0% |
0.0080 |
0.9% |
22% |
False |
False |
2,905 |
| 40 |
0.9008 |
0.8573 |
0.0435 |
4.9% |
0.0098 |
1.1% |
53% |
False |
False |
1,927 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0089 |
1.0% |
60% |
False |
False |
1,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9133 |
|
2.618 |
0.9015 |
|
1.618 |
0.8943 |
|
1.000 |
0.8899 |
|
0.618 |
0.8871 |
|
HIGH |
0.8827 |
|
0.618 |
0.8799 |
|
0.500 |
0.8791 |
|
0.382 |
0.8782 |
|
LOW |
0.8755 |
|
0.618 |
0.8710 |
|
1.000 |
0.8683 |
|
1.618 |
0.8638 |
|
2.618 |
0.8566 |
|
4.250 |
0.8449 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8799 |
0.8832 |
| PP |
0.8795 |
0.8823 |
| S1 |
0.8791 |
0.8813 |
|