CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8812 |
0.8775 |
-0.0037 |
-0.4% |
0.8955 |
| High |
0.8842 |
0.8783 |
-0.0060 |
-0.7% |
0.8994 |
| Low |
0.8752 |
0.8730 |
-0.0023 |
-0.3% |
0.8755 |
| Close |
0.8778 |
0.8744 |
-0.0035 |
-0.4% |
0.8803 |
| Range |
0.0090 |
0.0053 |
-0.0037 |
-41.1% |
0.0240 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
123,882 |
82,740 |
-41,142 |
-33.2% |
44,857 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8911 |
0.8880 |
0.8773 |
|
| R3 |
0.8858 |
0.8827 |
0.8758 |
|
| R2 |
0.8805 |
0.8805 |
0.8753 |
|
| R1 |
0.8774 |
0.8774 |
0.8748 |
0.8763 |
| PP |
0.8752 |
0.8752 |
0.8752 |
0.8746 |
| S1 |
0.8721 |
0.8721 |
0.8739 |
0.8710 |
| S2 |
0.8699 |
0.8699 |
0.8734 |
|
| S3 |
0.8646 |
0.8668 |
0.8729 |
|
| S4 |
0.8593 |
0.8615 |
0.8714 |
|
|
| 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 |
0.8730 |
0.0117 |
1.3% |
0.0058 |
0.7% |
12% |
False |
True |
63,607 |
| 10 |
0.8994 |
0.8730 |
0.0265 |
3.0% |
0.0070 |
0.8% |
5% |
False |
True |
35,057 |
| 20 |
0.8994 |
0.8730 |
0.0265 |
3.0% |
0.0075 |
0.9% |
5% |
False |
True |
17,958 |
| 40 |
0.9008 |
0.8619 |
0.0389 |
4.4% |
0.0092 |
1.0% |
32% |
False |
False |
9,316 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0088 |
1.0% |
48% |
False |
False |
6,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9008 |
|
2.618 |
0.8921 |
|
1.618 |
0.8868 |
|
1.000 |
0.8836 |
|
0.618 |
0.8815 |
|
HIGH |
0.8783 |
|
0.618 |
0.8762 |
|
0.500 |
0.8756 |
|
0.382 |
0.8750 |
|
LOW |
0.8730 |
|
0.618 |
0.8697 |
|
1.000 |
0.8677 |
|
1.618 |
0.8644 |
|
2.618 |
0.8591 |
|
4.250 |
0.8504 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8756 |
0.8786 |
| PP |
0.8752 |
0.8772 |
| S1 |
0.8748 |
0.8758 |
|