CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8750 |
0.8742 |
-0.0008 |
-0.1% |
0.8806 |
| High |
0.8772 |
0.8770 |
-0.0002 |
0.0% |
0.8846 |
| Low |
0.8738 |
0.8718 |
-0.0021 |
-0.2% |
0.8695 |
| Close |
0.8750 |
0.8754 |
0.0004 |
0.0% |
0.8747 |
| Range |
0.0034 |
0.0052 |
0.0019 |
55.2% |
0.0152 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
82,104 |
98,568 |
16,464 |
20.1% |
489,363 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8903 |
0.8881 |
0.8783 |
|
| R3 |
0.8851 |
0.8829 |
0.8768 |
|
| R2 |
0.8799 |
0.8799 |
0.8764 |
|
| R1 |
0.8777 |
0.8777 |
0.8759 |
0.8788 |
| PP |
0.8747 |
0.8747 |
0.8747 |
0.8753 |
| S1 |
0.8725 |
0.8725 |
0.8749 |
0.8736 |
| S2 |
0.8695 |
0.8695 |
0.8744 |
|
| S3 |
0.8643 |
0.8673 |
0.8740 |
|
| S4 |
0.8591 |
0.8621 |
0.8725 |
|
|
| 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 |
0.8842 |
0.8695 |
0.0148 |
1.7% |
0.0059 |
0.7% |
40% |
False |
False |
114,443 |
| 10 |
0.8910 |
0.8695 |
0.0216 |
2.5% |
0.0060 |
0.7% |
28% |
False |
False |
69,863 |
| 20 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0070 |
0.8% |
20% |
False |
False |
36,114 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.6% |
0.0085 |
1.0% |
19% |
False |
False |
18,404 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0086 |
1.0% |
50% |
False |
False |
12,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8991 |
|
2.618 |
0.8906 |
|
1.618 |
0.8854 |
|
1.000 |
0.8822 |
|
0.618 |
0.8802 |
|
HIGH |
0.8770 |
|
0.618 |
0.8750 |
|
0.500 |
0.8744 |
|
0.382 |
0.8737 |
|
LOW |
0.8718 |
|
0.618 |
0.8685 |
|
1.000 |
0.8666 |
|
1.618 |
0.8633 |
|
2.618 |
0.8581 |
|
4.250 |
0.8497 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8751 |
0.8747 |
| PP |
0.8747 |
0.8740 |
| S1 |
0.8744 |
0.8733 |
|