CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8545 |
0.8569 |
0.0024 |
0.3% |
0.8515 |
| High |
0.8577 |
0.8632 |
0.0055 |
0.6% |
0.8614 |
| Low |
0.8520 |
0.8561 |
0.0041 |
0.5% |
0.8490 |
| Close |
0.8567 |
0.8601 |
0.0034 |
0.4% |
0.8564 |
| Range |
0.0057 |
0.0071 |
0.0014 |
24.8% |
0.0124 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
71,612 |
113,078 |
41,466 |
57.9% |
484,547 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8809 |
0.8775 |
0.8639 |
|
| R3 |
0.8739 |
0.8705 |
0.8620 |
|
| R2 |
0.8668 |
0.8668 |
0.8613 |
|
| R1 |
0.8634 |
0.8634 |
0.8607 |
0.8651 |
| PP |
0.8598 |
0.8598 |
0.8598 |
0.8606 |
| S1 |
0.8564 |
0.8564 |
0.8594 |
0.8581 |
| S2 |
0.8527 |
0.8527 |
0.8588 |
|
| S3 |
0.8457 |
0.8493 |
0.8581 |
|
| S4 |
0.8386 |
0.8423 |
0.8562 |
|
|
| 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 |
0.8632 |
0.8513 |
0.0118 |
1.4% |
0.0048 |
0.6% |
74% |
True |
False |
67,495 |
| 10 |
0.8632 |
0.8462 |
0.0170 |
2.0% |
0.0068 |
0.8% |
82% |
True |
False |
96,742 |
| 20 |
0.8893 |
0.8462 |
0.0431 |
5.0% |
0.0082 |
1.0% |
32% |
False |
False |
62,791 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0106 |
1.2% |
9% |
False |
False |
32,082 |
| 60 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0097 |
1.1% |
9% |
False |
False |
21,497 |
| 80 |
1.0066 |
0.8462 |
0.1605 |
18.7% |
0.0094 |
1.1% |
9% |
False |
False |
16,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8931 |
|
2.618 |
0.8816 |
|
1.618 |
0.8746 |
|
1.000 |
0.8702 |
|
0.618 |
0.8675 |
|
HIGH |
0.8632 |
|
0.618 |
0.8605 |
|
0.500 |
0.8596 |
|
0.382 |
0.8588 |
|
LOW |
0.8561 |
|
0.618 |
0.8517 |
|
1.000 |
0.8491 |
|
1.618 |
0.8447 |
|
2.618 |
0.8376 |
|
4.250 |
0.8261 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8599 |
0.8592 |
| PP |
0.8598 |
0.8584 |
| S1 |
0.8596 |
0.8576 |
|