CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8754 |
0.8851 |
0.0097 |
1.1% |
0.8806 |
| High |
0.8875 |
0.8894 |
0.0019 |
0.2% |
0.8846 |
| Low |
0.8742 |
0.8843 |
0.0102 |
1.2% |
0.8695 |
| Close |
0.8853 |
0.8865 |
0.0013 |
0.1% |
0.8747 |
| Range |
0.0134 |
0.0051 |
-0.0083 |
-61.8% |
0.0152 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
165,763 |
146,643 |
-19,120 |
-11.5% |
489,363 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9020 |
0.8994 |
0.8893 |
|
| R3 |
0.8969 |
0.8943 |
0.8879 |
|
| R2 |
0.8918 |
0.8918 |
0.8874 |
|
| R1 |
0.8892 |
0.8892 |
0.8870 |
0.8905 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8874 |
| S1 |
0.8841 |
0.8841 |
0.8860 |
0.8854 |
| S2 |
0.8816 |
0.8816 |
0.8856 |
|
| S3 |
0.8765 |
0.8790 |
0.8851 |
|
| S4 |
0.8714 |
0.8739 |
0.8837 |
|
|
| 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 |
0.8894 |
0.8695 |
0.0200 |
2.3% |
0.0067 |
0.8% |
85% |
True |
False |
135,600 |
| 10 |
0.8894 |
0.8695 |
0.0200 |
2.3% |
0.0063 |
0.7% |
85% |
True |
False |
99,604 |
| 20 |
0.8994 |
0.8695 |
0.0300 |
3.4% |
0.0070 |
0.8% |
57% |
False |
False |
51,675 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.5% |
0.0082 |
0.9% |
54% |
False |
False |
26,188 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.8% |
0.0087 |
1.0% |
72% |
False |
False |
17,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9111 |
|
2.618 |
0.9028 |
|
1.618 |
0.8977 |
|
1.000 |
0.8945 |
|
0.618 |
0.8926 |
|
HIGH |
0.8894 |
|
0.618 |
0.8875 |
|
0.500 |
0.8869 |
|
0.382 |
0.8862 |
|
LOW |
0.8843 |
|
0.618 |
0.8811 |
|
1.000 |
0.8792 |
|
1.618 |
0.8760 |
|
2.618 |
0.8709 |
|
4.250 |
0.8626 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8869 |
0.8845 |
| PP |
0.8867 |
0.8826 |
| S1 |
0.8866 |
0.8806 |
|