CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8493 |
0.8515 |
0.0022 |
0.3% |
0.8701 |
| High |
0.8546 |
0.8614 |
0.0068 |
0.8% |
0.8752 |
| Low |
0.8478 |
0.8515 |
0.0037 |
0.4% |
0.8462 |
| Close |
0.8506 |
0.8561 |
0.0056 |
0.7% |
0.8506 |
| Range |
0.0068 |
0.0099 |
0.0031 |
44.9% |
0.0290 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
139,498 |
133,075 |
-6,423 |
-4.6% |
475,363 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8859 |
0.8808 |
0.8615 |
|
| R3 |
0.8760 |
0.8710 |
0.8588 |
|
| R2 |
0.8662 |
0.8662 |
0.8579 |
|
| R1 |
0.8611 |
0.8611 |
0.8570 |
0.8637 |
| PP |
0.8563 |
0.8563 |
0.8563 |
0.8576 |
| S1 |
0.8513 |
0.8513 |
0.8552 |
0.8538 |
| S2 |
0.8465 |
0.8465 |
0.8543 |
|
| S3 |
0.8366 |
0.8414 |
0.8534 |
|
| S4 |
0.8268 |
0.8316 |
0.8507 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9443 |
0.9264 |
0.8665 |
|
| R3 |
0.9153 |
0.8974 |
0.8585 |
|
| R2 |
0.8863 |
0.8863 |
0.8559 |
|
| R1 |
0.8684 |
0.8684 |
0.8532 |
0.8629 |
| PP |
0.8573 |
0.8573 |
0.8573 |
0.8545 |
| S1 |
0.8394 |
0.8394 |
0.8479 |
0.8339 |
| S2 |
0.8283 |
0.8283 |
0.8452 |
|
| S3 |
0.7993 |
0.8104 |
0.8426 |
|
| S4 |
0.7703 |
0.7814 |
0.8346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8752 |
0.8462 |
0.0290 |
3.4% |
0.0105 |
1.2% |
34% |
False |
False |
110,207 |
| 10 |
0.8882 |
0.8462 |
0.0420 |
4.9% |
0.0096 |
1.1% |
24% |
False |
False |
65,801 |
| 20 |
0.9116 |
0.8462 |
0.0654 |
7.6% |
0.0107 |
1.2% |
15% |
False |
False |
34,613 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0109 |
1.3% |
7% |
False |
False |
17,634 |
| 60 |
1.0066 |
0.8462 |
0.1605 |
18.7% |
0.0101 |
1.2% |
6% |
False |
False |
11,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9032 |
|
2.618 |
0.8871 |
|
1.618 |
0.8773 |
|
1.000 |
0.8712 |
|
0.618 |
0.8674 |
|
HIGH |
0.8614 |
|
0.618 |
0.8576 |
|
0.500 |
0.8564 |
|
0.382 |
0.8553 |
|
LOW |
0.8515 |
|
0.618 |
0.8454 |
|
1.000 |
0.8417 |
|
1.618 |
0.8356 |
|
2.618 |
0.8257 |
|
4.250 |
0.8096 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8564 |
0.8553 |
| PP |
0.8563 |
0.8545 |
| S1 |
0.8562 |
0.8538 |
|