CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8981 |
0.9023 |
0.0042 |
0.5% |
0.8750 |
| High |
0.9064 |
0.9070 |
0.0006 |
0.1% |
0.8920 |
| Low |
0.8979 |
0.8995 |
0.0016 |
0.2% |
0.8718 |
| Close |
0.9049 |
0.9034 |
-0.0015 |
-0.2% |
0.8911 |
| Range |
0.0085 |
0.0075 |
-0.0011 |
-12.4% |
0.0203 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
245,301 |
209,146 |
-36,155 |
-14.7% |
596,929 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9220 |
0.9075 |
|
| R3 |
0.9182 |
0.9145 |
0.9054 |
|
| R2 |
0.9107 |
0.9107 |
0.9048 |
|
| R1 |
0.9071 |
0.9071 |
0.9041 |
0.9089 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9042 |
| S1 |
0.8996 |
0.8996 |
0.9027 |
0.9015 |
| S2 |
0.8958 |
0.8958 |
0.9020 |
|
| S3 |
0.8884 |
0.8922 |
0.9014 |
|
| S4 |
0.8809 |
0.8847 |
0.8993 |
|
|
| 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 |
0.9070 |
0.8847 |
0.0223 |
2.5% |
0.0075 |
0.8% |
84% |
True |
False |
166,183 |
| 10 |
0.9070 |
0.8695 |
0.0375 |
4.2% |
0.0071 |
0.8% |
91% |
True |
False |
150,891 |
| 20 |
0.9070 |
0.8695 |
0.0375 |
4.2% |
0.0070 |
0.8% |
91% |
True |
False |
92,974 |
| 40 |
0.9070 |
0.8695 |
0.0375 |
4.2% |
0.0079 |
0.9% |
91% |
True |
False |
46,917 |
| 60 |
0.9070 |
0.8497 |
0.0573 |
6.3% |
0.0088 |
1.0% |
94% |
True |
False |
31,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9386 |
|
2.618 |
0.9265 |
|
1.618 |
0.9190 |
|
1.000 |
0.9144 |
|
0.618 |
0.9116 |
|
HIGH |
0.9070 |
|
0.618 |
0.9041 |
|
0.500 |
0.9032 |
|
0.382 |
0.9023 |
|
LOW |
0.8995 |
|
0.618 |
0.8949 |
|
1.000 |
0.8921 |
|
1.618 |
0.8874 |
|
2.618 |
0.8800 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9017 |
| PP |
0.9033 |
0.8999 |
| S1 |
0.9032 |
0.8982 |
|