CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8775 |
0.8725 |
-0.0050 |
-0.6% |
0.8806 |
| High |
0.8783 |
0.8760 |
-0.0023 |
-0.3% |
0.8846 |
| Low |
0.8730 |
0.8695 |
-0.0035 |
-0.4% |
0.8695 |
| Close |
0.8744 |
0.8747 |
0.0003 |
0.0% |
0.8747 |
| Range |
0.0053 |
0.0065 |
0.0012 |
22.6% |
0.0152 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
82,740 |
184,925 |
102,185 |
123.5% |
489,363 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8929 |
0.8903 |
0.8782 |
|
| R3 |
0.8864 |
0.8838 |
0.8764 |
|
| R2 |
0.8799 |
0.8799 |
0.8758 |
|
| R1 |
0.8773 |
0.8773 |
0.8752 |
0.8786 |
| PP |
0.8734 |
0.8734 |
0.8734 |
0.8740 |
| S1 |
0.8708 |
0.8708 |
0.8741 |
0.8721 |
| S2 |
0.8669 |
0.8669 |
0.8735 |
|
| S3 |
0.8604 |
0.8643 |
0.8729 |
|
| S4 |
0.8539 |
0.8578 |
0.8711 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9217 |
0.9133 |
0.8830 |
|
| R3 |
0.9065 |
0.8982 |
0.8788 |
|
| R2 |
0.8914 |
0.8914 |
0.8774 |
|
| R1 |
0.8830 |
0.8830 |
0.8760 |
0.8796 |
| PP |
0.8762 |
0.8762 |
0.8762 |
0.8745 |
| S1 |
0.8679 |
0.8679 |
0.8733 |
0.8645 |
| S2 |
0.8611 |
0.8611 |
0.8719 |
|
| S3 |
0.8459 |
0.8527 |
0.8705 |
|
| S4 |
0.8308 |
0.8376 |
0.8663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8846 |
0.8695 |
0.0152 |
1.7% |
0.0057 |
0.6% |
34% |
False |
True |
97,872 |
| 10 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0068 |
0.8% |
17% |
False |
True |
53,422 |
| 20 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0072 |
0.8% |
17% |
False |
True |
27,150 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.6% |
0.0088 |
1.0% |
17% |
False |
True |
13,931 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0089 |
1.0% |
49% |
False |
False |
9,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9036 |
|
2.618 |
0.8930 |
|
1.618 |
0.8865 |
|
1.000 |
0.8825 |
|
0.618 |
0.8800 |
|
HIGH |
0.8760 |
|
0.618 |
0.8735 |
|
0.500 |
0.8727 |
|
0.382 |
0.8719 |
|
LOW |
0.8695 |
|
0.618 |
0.8654 |
|
1.000 |
0.8630 |
|
1.618 |
0.8589 |
|
2.618 |
0.8524 |
|
4.250 |
0.8418 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8740 |
0.8768 |
| PP |
0.8734 |
0.8761 |
| S1 |
0.8727 |
0.8754 |
|