CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9057 |
0.9071 |
0.0014 |
0.2% |
0.9044 |
| High |
0.9071 |
0.9091 |
0.0020 |
0.2% |
0.9113 |
| Low |
0.8996 |
0.9021 |
0.0026 |
0.3% |
0.8938 |
| Close |
0.9041 |
0.9054 |
0.0013 |
0.1% |
0.9012 |
| Range |
0.0076 |
0.0070 |
-0.0006 |
-7.9% |
0.0175 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
183,191 |
157,682 |
-25,509 |
-13.9% |
729,299 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9228 |
0.9092 |
|
| R3 |
0.9194 |
0.9159 |
0.9073 |
|
| R2 |
0.9125 |
0.9125 |
0.9066 |
|
| R1 |
0.9089 |
0.9089 |
0.9060 |
0.9072 |
| PP |
0.9055 |
0.9055 |
0.9055 |
0.9047 |
| S1 |
0.9020 |
0.9020 |
0.9047 |
0.9003 |
| S2 |
0.8986 |
0.8986 |
0.9041 |
|
| S3 |
0.8916 |
0.8950 |
0.9034 |
|
| S4 |
0.8847 |
0.8881 |
0.9015 |
|
|
| 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% |
0.0066 |
0.7% |
74% |
False |
False |
152,493 |
| 10 |
0.9113 |
0.8938 |
0.0175 |
1.9% |
0.0069 |
0.8% |
66% |
False |
False |
150,597 |
| 20 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0070 |
0.8% |
86% |
False |
False |
150,744 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0072 |
0.8% |
86% |
False |
False |
84,351 |
| 60 |
0.9113 |
0.8619 |
0.0495 |
5.5% |
0.0085 |
0.9% |
88% |
False |
False |
56,459 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0084 |
0.9% |
90% |
False |
False |
42,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9386 |
|
2.618 |
0.9272 |
|
1.618 |
0.9203 |
|
1.000 |
0.9160 |
|
0.618 |
0.9133 |
|
HIGH |
0.9091 |
|
0.618 |
0.9064 |
|
0.500 |
0.9056 |
|
0.382 |
0.9048 |
|
LOW |
0.9021 |
|
0.618 |
0.8978 |
|
1.000 |
0.8952 |
|
1.618 |
0.8909 |
|
2.618 |
0.8839 |
|
4.250 |
0.8726 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9056 |
0.9051 |
| PP |
0.9055 |
0.9048 |
| S1 |
0.9054 |
0.9045 |
|