CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8840 |
0.8800 |
-0.0040 |
-0.5% |
0.8888 |
| High |
0.8882 |
0.8810 |
-0.0072 |
-0.8% |
0.8893 |
| Low |
0.8781 |
0.8704 |
-0.0077 |
-0.9% |
0.8704 |
| Close |
0.8808 |
0.8718 |
-0.0090 |
-1.0% |
0.8718 |
| Range |
0.0101 |
0.0106 |
0.0005 |
5.0% |
0.0189 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
16,994 |
24,203 |
7,209 |
42.4% |
55,597 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9062 |
0.8996 |
0.8776 |
|
| R3 |
0.8956 |
0.8890 |
0.8747 |
|
| R2 |
0.8850 |
0.8850 |
0.8737 |
|
| R1 |
0.8784 |
0.8784 |
0.8728 |
0.8764 |
| PP |
0.8744 |
0.8744 |
0.8744 |
0.8734 |
| S1 |
0.8678 |
0.8678 |
0.8708 |
0.8658 |
| S2 |
0.8638 |
0.8638 |
0.8699 |
|
| S3 |
0.8532 |
0.8572 |
0.8689 |
|
| S4 |
0.8426 |
0.8466 |
0.8660 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9216 |
0.8822 |
|
| R3 |
0.9149 |
0.9028 |
0.8770 |
|
| R2 |
0.8960 |
0.8960 |
0.8753 |
|
| R1 |
0.8839 |
0.8839 |
0.8735 |
0.8805 |
| PP |
0.8772 |
0.8772 |
0.8772 |
0.8755 |
| S1 |
0.8651 |
0.8651 |
0.8701 |
0.8617 |
| S2 |
0.8583 |
0.8583 |
0.8683 |
|
| S3 |
0.8395 |
0.8462 |
0.8666 |
|
| S4 |
0.8206 |
0.8274 |
0.8614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8893 |
0.8704 |
0.0189 |
2.2% |
0.0094 |
1.1% |
7% |
False |
True |
11,119 |
| 10 |
0.9028 |
0.8704 |
0.0324 |
3.7% |
0.0107 |
1.2% |
4% |
False |
True |
7,974 |
| 20 |
0.9481 |
0.8704 |
0.0777 |
8.9% |
0.0109 |
1.3% |
2% |
False |
True |
4,390 |
| 40 |
0.9937 |
0.8704 |
0.1233 |
14.1% |
0.0103 |
1.2% |
1% |
False |
True |
2,473 |
| 60 |
1.0066 |
0.8704 |
0.1362 |
15.6% |
0.0099 |
1.1% |
1% |
False |
True |
1,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9261 |
|
2.618 |
0.9088 |
|
1.618 |
0.8982 |
|
1.000 |
0.8916 |
|
0.618 |
0.8876 |
|
HIGH |
0.8810 |
|
0.618 |
0.8770 |
|
0.500 |
0.8757 |
|
0.382 |
0.8744 |
|
LOW |
0.8704 |
|
0.618 |
0.8638 |
|
1.000 |
0.8598 |
|
1.618 |
0.8532 |
|
2.618 |
0.8426 |
|
4.250 |
0.8254 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8793 |
| PP |
0.8744 |
0.8768 |
| S1 |
0.8731 |
0.8743 |
|