CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8965 |
0.9002 |
0.0037 |
0.4% |
0.9044 |
| High |
0.9015 |
0.9047 |
0.0032 |
0.4% |
0.9113 |
| Low |
0.8938 |
0.8987 |
0.0049 |
0.6% |
0.8938 |
| Close |
0.9012 |
0.9038 |
0.0026 |
0.3% |
0.9012 |
| Range |
0.0077 |
0.0060 |
-0.0017 |
-22.7% |
0.0175 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
146,264 |
134,021 |
-12,243 |
-8.4% |
729,299 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9203 |
0.9180 |
0.9070 |
|
| R3 |
0.9143 |
0.9120 |
0.9054 |
|
| R2 |
0.9084 |
0.9084 |
0.9048 |
|
| R1 |
0.9061 |
0.9061 |
0.9043 |
0.9072 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9030 |
| S1 |
0.9001 |
0.9001 |
0.9032 |
0.9012 |
| S2 |
0.8964 |
0.8964 |
0.9027 |
|
| S3 |
0.8905 |
0.8941 |
0.9021 |
|
| S4 |
0.8845 |
0.8882 |
0.9005 |
|
|
| 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 |
0.9107 |
0.8938 |
0.0169 |
1.9% |
0.0070 |
0.8% |
59% |
False |
False |
144,737 |
| 10 |
0.9113 |
0.8894 |
0.0219 |
2.4% |
0.0076 |
0.8% |
66% |
False |
False |
167,250 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0069 |
0.8% |
82% |
False |
False |
140,311 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0074 |
0.8% |
82% |
False |
False |
72,349 |
| 60 |
0.9113 |
0.8573 |
0.0541 |
6.0% |
0.0087 |
1.0% |
86% |
False |
False |
48,484 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0084 |
0.9% |
88% |
False |
False |
36,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9300 |
|
2.618 |
0.9203 |
|
1.618 |
0.9143 |
|
1.000 |
0.9107 |
|
0.618 |
0.9084 |
|
HIGH |
0.9047 |
|
0.618 |
0.9024 |
|
0.500 |
0.9017 |
|
0.382 |
0.9010 |
|
LOW |
0.8987 |
|
0.618 |
0.8951 |
|
1.000 |
0.8928 |
|
1.618 |
0.8891 |
|
2.618 |
0.8832 |
|
4.250 |
0.8735 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9031 |
0.9023 |
| PP |
0.9024 |
0.9008 |
| S1 |
0.9017 |
0.8993 |
|