CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8515 |
0.8575 |
0.0060 |
0.7% |
0.8701 |
| High |
0.8614 |
0.8581 |
-0.0033 |
-0.4% |
0.8752 |
| Low |
0.8515 |
0.8490 |
-0.0025 |
-0.3% |
0.8462 |
| Close |
0.8561 |
0.8521 |
-0.0040 |
-0.5% |
0.8506 |
| Range |
0.0099 |
0.0091 |
-0.0008 |
-8.1% |
0.0290 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
133,075 |
122,745 |
-10,330 |
-7.8% |
475,363 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8802 |
0.8752 |
0.8571 |
|
| R3 |
0.8712 |
0.8662 |
0.8546 |
|
| R2 |
0.8621 |
0.8621 |
0.8538 |
|
| R1 |
0.8571 |
0.8571 |
0.8529 |
0.8551 |
| PP |
0.8531 |
0.8531 |
0.8531 |
0.8520 |
| S1 |
0.8481 |
0.8481 |
0.8513 |
0.8460 |
| S2 |
0.8440 |
0.8440 |
0.8504 |
|
| S3 |
0.8350 |
0.8390 |
0.8496 |
|
| S4 |
0.8259 |
0.8300 |
0.8471 |
|
|
| 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 |
0.8750 |
0.8462 |
0.0289 |
3.4% |
0.0113 |
1.3% |
21% |
False |
False |
124,828 |
| 10 |
0.8882 |
0.8462 |
0.0420 |
4.9% |
0.0099 |
1.2% |
14% |
False |
False |
77,700 |
| 20 |
0.9116 |
0.8462 |
0.0654 |
7.7% |
0.0108 |
1.3% |
9% |
False |
False |
40,712 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.3% |
0.0110 |
1.3% |
4% |
False |
False |
20,699 |
| 60 |
1.0066 |
0.8462 |
0.1605 |
18.8% |
0.0101 |
1.2% |
4% |
False |
False |
13,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8965 |
|
2.618 |
0.8817 |
|
1.618 |
0.8727 |
|
1.000 |
0.8671 |
|
0.618 |
0.8636 |
|
HIGH |
0.8581 |
|
0.618 |
0.8546 |
|
0.500 |
0.8535 |
|
0.382 |
0.8525 |
|
LOW |
0.8490 |
|
0.618 |
0.8434 |
|
1.000 |
0.8400 |
|
1.618 |
0.8344 |
|
2.618 |
0.8253 |
|
4.250 |
0.8105 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8535 |
0.8546 |
| PP |
0.8531 |
0.8538 |
| S1 |
0.8526 |
0.8529 |
|