CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8816 |
0.8812 |
-0.0005 |
-0.1% |
0.8955 |
| High |
0.8833 |
0.8842 |
0.0009 |
0.1% |
0.8994 |
| Low |
0.8800 |
0.8752 |
-0.0048 |
-0.5% |
0.8755 |
| Close |
0.8809 |
0.8778 |
-0.0031 |
-0.4% |
0.8803 |
| Range |
0.0033 |
0.0090 |
0.0057 |
172.7% |
0.0240 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.6% |
0.0000 |
| Volume |
66,902 |
123,882 |
56,980 |
85.2% |
44,857 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9061 |
0.9009 |
0.8828 |
|
| R3 |
0.8971 |
0.8919 |
0.8803 |
|
| R2 |
0.8881 |
0.8881 |
0.8795 |
|
| R1 |
0.8829 |
0.8829 |
0.8786 |
0.8810 |
| PP |
0.8791 |
0.8791 |
0.8791 |
0.8781 |
| S1 |
0.8739 |
0.8739 |
0.8770 |
0.8720 |
| S2 |
0.8701 |
0.8701 |
0.8762 |
|
| S3 |
0.8611 |
0.8649 |
0.8753 |
|
| S4 |
0.8521 |
0.8559 |
0.8729 |
|
|
| 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 |
0.8846 |
0.8752 |
0.0094 |
1.1% |
0.0060 |
0.7% |
28% |
False |
True |
48,357 |
| 10 |
0.8994 |
0.8752 |
0.0242 |
2.8% |
0.0071 |
0.8% |
11% |
False |
True |
26,951 |
| 20 |
0.9004 |
0.8745 |
0.0259 |
3.0% |
0.0076 |
0.9% |
13% |
False |
False |
13,840 |
| 40 |
0.9008 |
0.8619 |
0.0389 |
4.4% |
0.0093 |
1.1% |
41% |
False |
False |
7,316 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0089 |
1.0% |
55% |
False |
False |
5,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9225 |
|
2.618 |
0.9078 |
|
1.618 |
0.8988 |
|
1.000 |
0.8932 |
|
0.618 |
0.8898 |
|
HIGH |
0.8842 |
|
0.618 |
0.8808 |
|
0.500 |
0.8797 |
|
0.382 |
0.8786 |
|
LOW |
0.8752 |
|
0.618 |
0.8696 |
|
1.000 |
0.8662 |
|
1.618 |
0.8606 |
|
2.618 |
0.8516 |
|
4.250 |
0.8370 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8797 |
0.8799 |
| PP |
0.8791 |
0.8792 |
| S1 |
0.8784 |
0.8785 |
|