CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8536 |
0.8570 |
0.0034 |
0.4% |
0.8515 |
| High |
0.8566 |
0.8570 |
0.0004 |
0.0% |
0.8614 |
| Low |
0.8533 |
0.8532 |
-0.0001 |
0.0% |
0.8490 |
| Close |
0.8564 |
0.8547 |
-0.0017 |
-0.2% |
0.8564 |
| Range |
0.0033 |
0.0038 |
0.0005 |
15.2% |
0.0124 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
39,923 |
43,949 |
4,026 |
10.1% |
484,547 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8664 |
0.8643 |
0.8567 |
|
| R3 |
0.8626 |
0.8605 |
0.8557 |
|
| R2 |
0.8588 |
0.8588 |
0.8553 |
|
| R1 |
0.8567 |
0.8567 |
0.8550 |
0.8558 |
| PP |
0.8550 |
0.8550 |
0.8550 |
0.8545 |
| S1 |
0.8529 |
0.8529 |
0.8543 |
0.8520 |
| S2 |
0.8512 |
0.8512 |
0.8540 |
|
| S3 |
0.8474 |
0.8491 |
0.8536 |
|
| S4 |
0.8436 |
0.8453 |
0.8526 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8926 |
0.8868 |
0.8631 |
|
| R3 |
0.8803 |
0.8745 |
0.8597 |
|
| R2 |
0.8679 |
0.8679 |
0.8586 |
|
| R1 |
0.8621 |
0.8621 |
0.8575 |
0.8650 |
| PP |
0.8556 |
0.8556 |
0.8556 |
0.8570 |
| S1 |
0.8498 |
0.8498 |
0.8552 |
0.8527 |
| S2 |
0.8432 |
0.8432 |
0.8541 |
|
| S3 |
0.8309 |
0.8374 |
0.8530 |
|
| S4 |
0.8185 |
0.8251 |
0.8496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8581 |
0.8490 |
0.0091 |
1.1% |
0.0055 |
0.6% |
62% |
False |
False |
79,084 |
| 10 |
0.8752 |
0.8462 |
0.0290 |
3.4% |
0.0080 |
0.9% |
29% |
False |
False |
94,645 |
| 20 |
0.9005 |
0.8462 |
0.0544 |
6.4% |
0.0092 |
1.1% |
16% |
False |
False |
54,083 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.3% |
0.0107 |
1.3% |
6% |
False |
False |
27,487 |
| 60 |
0.9950 |
0.8462 |
0.1488 |
17.4% |
0.0098 |
1.1% |
6% |
False |
False |
18,423 |
| 80 |
1.0066 |
0.8462 |
0.1605 |
18.8% |
0.0097 |
1.1% |
5% |
False |
False |
13,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8732 |
|
2.618 |
0.8669 |
|
1.618 |
0.8631 |
|
1.000 |
0.8608 |
|
0.618 |
0.8593 |
|
HIGH |
0.8570 |
|
0.618 |
0.8555 |
|
0.500 |
0.8551 |
|
0.382 |
0.8547 |
|
LOW |
0.8532 |
|
0.618 |
0.8509 |
|
1.000 |
0.8494 |
|
1.618 |
0.8471 |
|
2.618 |
0.8433 |
|
4.250 |
0.8371 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8551 |
0.8545 |
| PP |
0.8550 |
0.8543 |
| S1 |
0.8548 |
0.8542 |
|