CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8742 |
0.8754 |
0.0012 |
0.1% |
0.8806 |
| High |
0.8770 |
0.8875 |
0.0106 |
1.2% |
0.8846 |
| Low |
0.8718 |
0.8742 |
0.0024 |
0.3% |
0.8695 |
| Close |
0.8754 |
0.8853 |
0.0099 |
1.1% |
0.8747 |
| Range |
0.0052 |
0.0134 |
0.0082 |
156.7% |
0.0152 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.6% |
0.0000 |
| Volume |
98,568 |
165,763 |
67,195 |
68.2% |
489,363 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9224 |
0.9172 |
0.8926 |
|
| R3 |
0.9090 |
0.9038 |
0.8889 |
|
| R2 |
0.8957 |
0.8957 |
0.8877 |
|
| R1 |
0.8905 |
0.8905 |
0.8865 |
0.8931 |
| PP |
0.8823 |
0.8823 |
0.8823 |
0.8836 |
| S1 |
0.8771 |
0.8771 |
0.8840 |
0.8797 |
| S2 |
0.8690 |
0.8690 |
0.8828 |
|
| S3 |
0.8556 |
0.8638 |
0.8816 |
|
| S4 |
0.8423 |
0.8504 |
0.8779 |
|
|
| 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 |
0.8875 |
0.8695 |
0.0181 |
2.0% |
0.0067 |
0.8% |
88% |
True |
False |
122,820 |
| 10 |
0.8875 |
0.8695 |
0.0181 |
2.0% |
0.0064 |
0.7% |
88% |
True |
False |
85,588 |
| 20 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0072 |
0.8% |
53% |
False |
False |
44,375 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.5% |
0.0085 |
1.0% |
50% |
False |
False |
22,531 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0087 |
1.0% |
70% |
False |
False |
15,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9225 |
|
1.618 |
0.9091 |
|
1.000 |
0.9009 |
|
0.618 |
0.8958 |
|
HIGH |
0.8875 |
|
0.618 |
0.8824 |
|
0.500 |
0.8808 |
|
0.382 |
0.8792 |
|
LOW |
0.8742 |
|
0.618 |
0.8659 |
|
1.000 |
0.8608 |
|
1.618 |
0.8525 |
|
2.618 |
0.8392 |
|
4.250 |
0.8174 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8838 |
0.8834 |
| PP |
0.8823 |
0.8815 |
| S1 |
0.8808 |
0.8796 |
|