CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.8981 |
0.0058 |
0.7% |
0.8750 |
| High |
0.9000 |
0.9064 |
0.0065 |
0.7% |
0.8920 |
| Low |
0.8894 |
0.8979 |
0.0085 |
1.0% |
0.8718 |
| Close |
0.8969 |
0.9049 |
0.0080 |
0.9% |
0.8911 |
| Range |
0.0106 |
0.0085 |
-0.0021 |
-19.4% |
0.0203 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.8% |
0.0000 |
| Volume |
194,268 |
245,301 |
51,033 |
26.3% |
596,929 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9252 |
0.9096 |
|
| R3 |
0.9201 |
0.9167 |
0.9072 |
|
| R2 |
0.9116 |
0.9116 |
0.9065 |
|
| R1 |
0.9082 |
0.9082 |
0.9057 |
0.9099 |
| PP |
0.9031 |
0.9031 |
0.9031 |
0.9039 |
| S1 |
0.8997 |
0.8997 |
0.9041 |
0.9014 |
| S2 |
0.8946 |
0.8946 |
0.9033 |
|
| S3 |
0.8861 |
0.8912 |
0.9026 |
|
| S4 |
0.8776 |
0.8827 |
0.9002 |
|
|
| 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 |
0.9064 |
0.8843 |
0.0221 |
2.4% |
0.0070 |
0.8% |
93% |
True |
False |
153,682 |
| 10 |
0.9064 |
0.8695 |
0.0370 |
4.1% |
0.0069 |
0.8% |
96% |
True |
False |
138,251 |
| 20 |
0.9064 |
0.8695 |
0.0370 |
4.1% |
0.0070 |
0.8% |
96% |
True |
False |
82,601 |
| 40 |
0.9064 |
0.8695 |
0.0370 |
4.1% |
0.0079 |
0.9% |
96% |
True |
False |
41,695 |
| 60 |
0.9064 |
0.8497 |
0.0568 |
6.3% |
0.0087 |
1.0% |
97% |
True |
False |
28,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9287 |
|
1.618 |
0.9202 |
|
1.000 |
0.9149 |
|
0.618 |
0.9117 |
|
HIGH |
0.9064 |
|
0.618 |
0.9032 |
|
0.500 |
0.9022 |
|
0.382 |
0.9011 |
|
LOW |
0.8979 |
|
0.618 |
0.8926 |
|
1.000 |
0.8894 |
|
1.618 |
0.8841 |
|
2.618 |
0.8756 |
|
4.250 |
0.8618 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9040 |
0.9026 |
| PP |
0.9031 |
0.9002 |
| S1 |
0.9022 |
0.8979 |
|