CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8570 |
0.8545 |
-0.0025 |
-0.3% |
0.8515 |
| High |
0.8570 |
0.8577 |
0.0007 |
0.1% |
0.8614 |
| Low |
0.8532 |
0.8520 |
-0.0012 |
-0.1% |
0.8490 |
| Close |
0.8547 |
0.8567 |
0.0020 |
0.2% |
0.8564 |
| Range |
0.0038 |
0.0057 |
0.0019 |
48.7% |
0.0124 |
| ATR |
0.0093 |
0.0091 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
43,949 |
71,612 |
27,663 |
62.9% |
484,547 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8724 |
0.8702 |
0.8598 |
|
| R3 |
0.8667 |
0.8645 |
0.8582 |
|
| R2 |
0.8611 |
0.8611 |
0.8577 |
|
| R1 |
0.8589 |
0.8589 |
0.8572 |
0.8600 |
| PP |
0.8554 |
0.8554 |
0.8554 |
0.8560 |
| S1 |
0.8532 |
0.8532 |
0.8561 |
0.8543 |
| S2 |
0.8498 |
0.8498 |
0.8556 |
|
| S3 |
0.8441 |
0.8476 |
0.8551 |
|
| S4 |
0.8385 |
0.8419 |
0.8535 |
|
|
| 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 |
0.8577 |
0.8501 |
0.0076 |
0.9% |
0.0048 |
0.6% |
87% |
True |
False |
68,857 |
| 10 |
0.8750 |
0.8462 |
0.0289 |
3.4% |
0.0081 |
0.9% |
36% |
False |
False |
96,843 |
| 20 |
0.8971 |
0.8462 |
0.0510 |
5.9% |
0.0088 |
1.0% |
21% |
False |
False |
57,488 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0107 |
1.2% |
7% |
False |
False |
29,273 |
| 60 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0098 |
1.1% |
7% |
False |
False |
19,615 |
| 80 |
1.0066 |
0.8462 |
0.1605 |
18.7% |
0.0096 |
1.1% |
7% |
False |
False |
14,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8817 |
|
2.618 |
0.8724 |
|
1.618 |
0.8668 |
|
1.000 |
0.8633 |
|
0.618 |
0.8611 |
|
HIGH |
0.8577 |
|
0.618 |
0.8555 |
|
0.500 |
0.8548 |
|
0.382 |
0.8542 |
|
LOW |
0.8520 |
|
0.618 |
0.8485 |
|
1.000 |
0.8464 |
|
1.618 |
0.8429 |
|
2.618 |
0.8372 |
|
4.250 |
0.8280 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8560 |
0.8560 |
| PP |
0.8554 |
0.8554 |
| S1 |
0.8548 |
0.8548 |
|