CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9033 |
0.9034 |
0.0001 |
0.0% |
0.8912 |
| High |
0.9063 |
0.9041 |
-0.0022 |
-0.2% |
0.9072 |
| Low |
0.9013 |
0.8959 |
-0.0054 |
-0.6% |
0.8893 |
| Close |
0.9035 |
0.8987 |
-0.0048 |
-0.5% |
0.9058 |
| Range |
0.0050 |
0.0082 |
0.0033 |
65.7% |
0.0179 |
| ATR |
0.0075 |
0.0076 |
0.0000 |
0.7% |
0.0000 |
| Volume |
142,612 |
157,445 |
14,833 |
10.4% |
887,537 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9197 |
0.9033 |
|
| R3 |
0.9160 |
0.9115 |
0.9010 |
|
| R2 |
0.9078 |
0.9078 |
0.9003 |
|
| R1 |
0.9033 |
0.9033 |
0.8995 |
0.9014 |
| PP |
0.8996 |
0.8996 |
0.8996 |
0.8987 |
| S1 |
0.8951 |
0.8951 |
0.8980 |
0.8932 |
| S2 |
0.8914 |
0.8914 |
0.8972 |
|
| S3 |
0.8832 |
0.8869 |
0.8965 |
|
| S4 |
0.8750 |
0.8787 |
0.8942 |
|
|
| 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 |
0.8959 |
0.0154 |
1.7% |
0.0072 |
0.8% |
19% |
False |
True |
148,701 |
| 10 |
0.9113 |
0.8847 |
0.0267 |
3.0% |
0.0073 |
0.8% |
53% |
False |
False |
157,442 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.7% |
0.0068 |
0.8% |
70% |
False |
False |
128,523 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.7% |
0.0075 |
0.8% |
70% |
False |
False |
65,388 |
| 60 |
0.9113 |
0.8527 |
0.0586 |
6.5% |
0.0088 |
1.0% |
79% |
False |
False |
43,909 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.9% |
0.0084 |
0.9% |
80% |
False |
False |
32,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9390 |
|
2.618 |
0.9256 |
|
1.618 |
0.9174 |
|
1.000 |
0.9123 |
|
0.618 |
0.9092 |
|
HIGH |
0.9041 |
|
0.618 |
0.9010 |
|
0.500 |
0.9000 |
|
0.382 |
0.8990 |
|
LOW |
0.8959 |
|
0.618 |
0.8908 |
|
1.000 |
0.8877 |
|
1.618 |
0.8826 |
|
2.618 |
0.8744 |
|
4.250 |
0.8611 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9000 |
0.9033 |
| PP |
0.8996 |
0.9018 |
| S1 |
0.8992 |
0.9003 |
|