CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9002 |
0.9044 |
0.0042 |
0.5% |
0.9044 |
| High |
0.9047 |
0.9094 |
0.0047 |
0.5% |
0.9113 |
| Low |
0.8987 |
0.9043 |
0.0056 |
0.6% |
0.8938 |
| Close |
0.9038 |
0.9063 |
0.0025 |
0.3% |
0.9012 |
| Range |
0.0060 |
0.0051 |
-0.0009 |
-15.1% |
0.0175 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
134,021 |
141,310 |
7,289 |
5.4% |
729,299 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9218 |
0.9191 |
0.9090 |
|
| R3 |
0.9167 |
0.9140 |
0.9076 |
|
| R2 |
0.9117 |
0.9117 |
0.9072 |
|
| R1 |
0.9090 |
0.9090 |
0.9067 |
0.9103 |
| PP |
0.9066 |
0.9066 |
0.9066 |
0.9073 |
| S1 |
0.9039 |
0.9039 |
0.9058 |
0.9053 |
| S2 |
0.9016 |
0.9016 |
0.9053 |
|
| S3 |
0.8965 |
0.8989 |
0.9049 |
|
| S4 |
0.8915 |
0.8938 |
0.9035 |
|
|
| 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 |
0.9094 |
0.8938 |
0.0156 |
1.7% |
0.0064 |
0.7% |
80% |
True |
False |
144,330 |
| 10 |
0.9113 |
0.8938 |
0.0175 |
1.9% |
0.0071 |
0.8% |
71% |
False |
False |
161,955 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0070 |
0.8% |
88% |
False |
False |
144,032 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0073 |
0.8% |
88% |
False |
False |
75,853 |
| 60 |
0.9113 |
0.8573 |
0.0541 |
6.0% |
0.0085 |
0.9% |
91% |
False |
False |
50,826 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0084 |
0.9% |
92% |
False |
False |
38,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9308 |
|
2.618 |
0.9226 |
|
1.618 |
0.9175 |
|
1.000 |
0.9144 |
|
0.618 |
0.9125 |
|
HIGH |
0.9094 |
|
0.618 |
0.9074 |
|
0.500 |
0.9068 |
|
0.382 |
0.9062 |
|
LOW |
0.9043 |
|
0.618 |
0.9012 |
|
1.000 |
0.8993 |
|
1.618 |
0.8961 |
|
2.618 |
0.8911 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9068 |
0.9047 |
| PP |
0.9066 |
0.9031 |
| S1 |
0.9064 |
0.9016 |
|