CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8912 |
0.8923 |
0.0011 |
0.1% |
0.8750 |
| High |
0.8929 |
0.9000 |
0.0071 |
0.8% |
0.8920 |
| Low |
0.8893 |
0.8894 |
0.0001 |
0.0% |
0.8718 |
| Close |
0.8918 |
0.8969 |
0.0051 |
0.6% |
0.8911 |
| Range |
0.0036 |
0.0106 |
0.0070 |
197.2% |
0.0203 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.1% |
0.0000 |
| Volume |
78,349 |
194,268 |
115,919 |
148.0% |
596,929 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9271 |
0.9225 |
0.9027 |
|
| R3 |
0.9165 |
0.9120 |
0.8998 |
|
| R2 |
0.9060 |
0.9060 |
0.8988 |
|
| R1 |
0.9014 |
0.9014 |
0.8979 |
0.9037 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8966 |
| S1 |
0.8909 |
0.8909 |
0.8959 |
0.8932 |
| S2 |
0.8849 |
0.8849 |
0.8950 |
|
| S3 |
0.8743 |
0.8803 |
0.8940 |
|
| S4 |
0.8638 |
0.8698 |
0.8911 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9386 |
0.9022 |
|
| R3 |
0.9254 |
0.9184 |
0.8966 |
|
| R2 |
0.9052 |
0.9052 |
0.8948 |
|
| R1 |
0.8981 |
0.8981 |
0.8929 |
0.9017 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8867 |
| S1 |
0.8779 |
0.8779 |
0.8892 |
0.8814 |
| S2 |
0.8647 |
0.8647 |
0.8873 |
|
| S3 |
0.8444 |
0.8576 |
0.8855 |
|
| S4 |
0.8242 |
0.8374 |
0.8799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9000 |
0.8742 |
0.0258 |
2.9% |
0.0080 |
0.9% |
88% |
True |
False |
137,774 |
| 10 |
0.9000 |
0.8695 |
0.0305 |
3.4% |
0.0069 |
0.8% |
90% |
True |
False |
126,109 |
| 20 |
0.9000 |
0.8695 |
0.0305 |
3.4% |
0.0069 |
0.8% |
90% |
True |
False |
70,378 |
| 40 |
0.9008 |
0.8695 |
0.0313 |
3.5% |
0.0080 |
0.9% |
88% |
False |
False |
35,575 |
| 60 |
0.9008 |
0.8497 |
0.0511 |
5.7% |
0.0087 |
1.0% |
92% |
False |
False |
23,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9448 |
|
2.618 |
0.9276 |
|
1.618 |
0.9170 |
|
1.000 |
0.9105 |
|
0.618 |
0.9065 |
|
HIGH |
0.9000 |
|
0.618 |
0.8959 |
|
0.500 |
0.8947 |
|
0.382 |
0.8934 |
|
LOW |
0.8894 |
|
0.618 |
0.8829 |
|
1.000 |
0.8789 |
|
1.618 |
0.8723 |
|
2.618 |
0.8618 |
|
4.250 |
0.8446 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8962 |
0.8954 |
| PP |
0.8954 |
0.8938 |
| S1 |
0.8947 |
0.8923 |
|