CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.8965 |
-0.0069 |
-0.8% |
0.9044 |
| High |
0.9041 |
0.9015 |
-0.0026 |
-0.3% |
0.9113 |
| Low |
0.8959 |
0.8938 |
-0.0021 |
-0.2% |
0.8938 |
| Close |
0.8987 |
0.9012 |
0.0024 |
0.3% |
0.9012 |
| Range |
0.0082 |
0.0077 |
-0.0005 |
-6.1% |
0.0175 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.1% |
0.0000 |
| Volume |
157,445 |
146,264 |
-11,181 |
-7.1% |
729,299 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9219 |
0.9192 |
0.9054 |
|
| R3 |
0.9142 |
0.9115 |
0.9033 |
|
| R2 |
0.9065 |
0.9065 |
0.9026 |
|
| R1 |
0.9038 |
0.9038 |
0.9019 |
0.9052 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8995 |
| S1 |
0.8961 |
0.8961 |
0.9004 |
0.8975 |
| S2 |
0.8911 |
0.8911 |
0.8997 |
|
| S3 |
0.8834 |
0.8884 |
0.8990 |
|
| S4 |
0.8757 |
0.8807 |
0.8969 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9546 |
0.9454 |
0.9108 |
|
| R3 |
0.9371 |
0.9279 |
0.9060 |
|
| R2 |
0.9196 |
0.9196 |
0.9044 |
|
| R1 |
0.9104 |
0.9104 |
0.9028 |
0.9062 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9000 |
| S1 |
0.8929 |
0.8929 |
0.8995 |
0.8887 |
| S2 |
0.8846 |
0.8846 |
0.8979 |
|
| S3 |
0.8671 |
0.8754 |
0.8963 |
|
| S4 |
0.8496 |
0.8579 |
0.8915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9113 |
0.8938 |
0.0175 |
1.9% |
0.0073 |
0.8% |
42% |
False |
True |
145,859 |
| 10 |
0.9113 |
0.8893 |
0.0220 |
2.4% |
0.0074 |
0.8% |
54% |
False |
False |
161,683 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0068 |
0.8% |
76% |
False |
False |
135,156 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0074 |
0.8% |
76% |
False |
False |
69,030 |
| 60 |
0.9113 |
0.8573 |
0.0541 |
6.0% |
0.0088 |
1.0% |
81% |
False |
False |
46,337 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0084 |
0.9% |
84% |
False |
False |
34,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9342 |
|
2.618 |
0.9217 |
|
1.618 |
0.9140 |
|
1.000 |
0.9092 |
|
0.618 |
0.9063 |
|
HIGH |
0.9015 |
|
0.618 |
0.8986 |
|
0.500 |
0.8977 |
|
0.382 |
0.8967 |
|
LOW |
0.8938 |
|
0.618 |
0.8890 |
|
1.000 |
0.8861 |
|
1.618 |
0.8813 |
|
2.618 |
0.8736 |
|
4.250 |
0.8611 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9000 |
0.9008 |
| PP |
0.8988 |
0.9004 |
| S1 |
0.8977 |
0.9000 |
|