CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9040 |
0.9044 |
0.0004 |
0.0% |
0.8912 |
| High |
0.9072 |
0.9113 |
0.0042 |
0.5% |
0.9072 |
| Low |
0.9001 |
0.9040 |
0.0039 |
0.4% |
0.8893 |
| Close |
0.9058 |
0.9075 |
0.0017 |
0.2% |
0.9058 |
| Range |
0.0071 |
0.0074 |
0.0003 |
3.5% |
0.0179 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
160,473 |
139,634 |
-20,839 |
-13.0% |
887,537 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9259 |
0.9115 |
|
| R3 |
0.9223 |
0.9186 |
0.9095 |
|
| R2 |
0.9149 |
0.9149 |
0.9088 |
|
| R1 |
0.9112 |
0.9112 |
0.9082 |
0.9131 |
| PP |
0.9076 |
0.9076 |
0.9076 |
0.9085 |
| S1 |
0.9039 |
0.9039 |
0.9068 |
0.9057 |
| S2 |
0.9002 |
0.9002 |
0.9062 |
|
| S3 |
0.8929 |
0.8965 |
0.9055 |
|
| S4 |
0.8855 |
0.8892 |
0.9035 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9543 |
0.9479 |
0.9156 |
|
| R3 |
0.9365 |
0.9301 |
0.9107 |
|
| R2 |
0.9186 |
0.9186 |
0.9091 |
|
| R1 |
0.9122 |
0.9122 |
0.9074 |
0.9154 |
| PP |
0.9008 |
0.9008 |
0.9008 |
0.9024 |
| S1 |
0.8944 |
0.8944 |
0.9042 |
0.8976 |
| S2 |
0.8829 |
0.8829 |
0.9025 |
|
| S3 |
0.8651 |
0.8765 |
0.9009 |
|
| S4 |
0.8472 |
0.8587 |
0.8960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9113 |
0.8894 |
0.0219 |
2.4% |
0.0082 |
0.9% |
83% |
True |
False |
189,764 |
| 10 |
0.9113 |
0.8718 |
0.0396 |
4.4% |
0.0076 |
0.8% |
90% |
True |
False |
154,199 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0070 |
0.8% |
91% |
True |
False |
107,830 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0078 |
0.9% |
91% |
True |
False |
54,392 |
| 60 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0089 |
1.0% |
94% |
True |
False |
36,535 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0085 |
0.9% |
94% |
True |
False |
27,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9305 |
|
1.618 |
0.9232 |
|
1.000 |
0.9187 |
|
0.618 |
0.9158 |
|
HIGH |
0.9113 |
|
0.618 |
0.9085 |
|
0.500 |
0.9076 |
|
0.382 |
0.9068 |
|
LOW |
0.9040 |
|
0.618 |
0.8994 |
|
1.000 |
0.8966 |
|
1.618 |
0.8921 |
|
2.618 |
0.8847 |
|
4.250 |
0.8727 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9076 |
0.9068 |
| PP |
0.9076 |
0.9061 |
| S1 |
0.9075 |
0.9054 |
|