CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9044 |
0.9068 |
0.0025 |
0.3% |
0.8912 |
| High |
0.9113 |
0.9107 |
-0.0007 |
-0.1% |
0.9072 |
| Low |
0.9040 |
0.9023 |
-0.0017 |
-0.2% |
0.8893 |
| Close |
0.9075 |
0.9033 |
-0.0042 |
-0.5% |
0.9058 |
| Range |
0.0074 |
0.0084 |
0.0010 |
13.6% |
0.0179 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
139,634 |
143,344 |
3,710 |
2.7% |
887,537 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9252 |
0.9079 |
|
| R3 |
0.9221 |
0.9169 |
0.9056 |
|
| R2 |
0.9138 |
0.9138 |
0.9048 |
|
| R1 |
0.9085 |
0.9085 |
0.9041 |
0.9070 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9046 |
| S1 |
0.9002 |
0.9002 |
0.9025 |
0.8986 |
| S2 |
0.8971 |
0.8971 |
0.9018 |
|
| S3 |
0.8887 |
0.8918 |
0.9010 |
|
| S4 |
0.8804 |
0.8835 |
0.8987 |
|
|
| 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 |
0.8979 |
0.0134 |
1.5% |
0.0078 |
0.9% |
40% |
False |
False |
179,579 |
| 10 |
0.9113 |
0.8742 |
0.0372 |
4.1% |
0.0079 |
0.9% |
78% |
False |
False |
158,677 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0069 |
0.8% |
81% |
False |
False |
114,270 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0078 |
0.9% |
81% |
False |
False |
57,943 |
| 60 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0089 |
1.0% |
87% |
False |
False |
38,920 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0084 |
0.9% |
87% |
False |
False |
29,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9461 |
|
2.618 |
0.9325 |
|
1.618 |
0.9242 |
|
1.000 |
0.9190 |
|
0.618 |
0.9158 |
|
HIGH |
0.9107 |
|
0.618 |
0.9075 |
|
0.500 |
0.9065 |
|
0.382 |
0.9055 |
|
LOW |
0.9023 |
|
0.618 |
0.8971 |
|
1.000 |
0.8940 |
|
1.618 |
0.8888 |
|
2.618 |
0.8804 |
|
4.250 |
0.8668 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9065 |
0.9057 |
| PP |
0.9054 |
0.9049 |
| S1 |
0.9044 |
0.9041 |
|