CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9071 |
0.9046 |
-0.0025 |
-0.3% |
0.9002 |
| High |
0.9091 |
0.9105 |
0.0015 |
0.2% |
0.9105 |
| Low |
0.9021 |
0.9004 |
-0.0018 |
-0.2% |
0.8987 |
| Close |
0.9054 |
0.9021 |
-0.0033 |
-0.4% |
0.9021 |
| Range |
0.0070 |
0.0102 |
0.0032 |
46.0% |
0.0118 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.8% |
0.0000 |
| Volume |
157,682 |
244,774 |
87,092 |
55.2% |
860,978 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9286 |
0.9077 |
|
| R3 |
0.9246 |
0.9184 |
0.9049 |
|
| R2 |
0.9145 |
0.9145 |
0.9040 |
|
| R1 |
0.9083 |
0.9083 |
0.9030 |
0.9063 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9033 |
| S1 |
0.8981 |
0.8981 |
0.9012 |
0.8962 |
| S2 |
0.8942 |
0.8942 |
0.9002 |
|
| S3 |
0.8840 |
0.8880 |
0.8993 |
|
| S4 |
0.8739 |
0.8778 |
0.8965 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9390 |
0.9323 |
0.9086 |
|
| R3 |
0.9273 |
0.9206 |
0.9053 |
|
| R2 |
0.9155 |
0.9155 |
0.9043 |
|
| R1 |
0.9088 |
0.9088 |
0.9032 |
0.9122 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9055 |
| S1 |
0.8971 |
0.8971 |
0.9010 |
0.9004 |
| S2 |
0.8920 |
0.8920 |
0.8999 |
|
| S3 |
0.8803 |
0.8853 |
0.8989 |
|
| S4 |
0.8685 |
0.8736 |
0.8956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9105 |
0.8987 |
0.0118 |
1.3% |
0.0071 |
0.8% |
29% |
True |
False |
172,195 |
| 10 |
0.9113 |
0.8938 |
0.0175 |
1.9% |
0.0072 |
0.8% |
47% |
False |
False |
159,027 |
| 20 |
0.9113 |
0.8718 |
0.0396 |
4.4% |
0.0072 |
0.8% |
77% |
False |
False |
153,737 |
| 40 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0072 |
0.8% |
78% |
False |
False |
90,443 |
| 60 |
0.9113 |
0.8695 |
0.0419 |
4.6% |
0.0083 |
0.9% |
78% |
False |
False |
60,533 |
| 80 |
0.9113 |
0.8497 |
0.0617 |
6.8% |
0.0085 |
0.9% |
85% |
False |
False |
45,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9536 |
|
2.618 |
0.9371 |
|
1.618 |
0.9269 |
|
1.000 |
0.9207 |
|
0.618 |
0.9168 |
|
HIGH |
0.9105 |
|
0.618 |
0.9066 |
|
0.500 |
0.9054 |
|
0.382 |
0.9042 |
|
LOW |
0.9004 |
|
0.618 |
0.8941 |
|
1.000 |
0.8902 |
|
1.618 |
0.8839 |
|
2.618 |
0.8738 |
|
4.250 |
0.8572 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9054 |
0.9050 |
| PP |
0.9043 |
0.9041 |
| S1 |
0.9032 |
0.9031 |
|