CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8569 |
0.8607 |
0.0038 |
0.4% |
0.8570 |
| High |
0.8632 |
0.8645 |
0.0013 |
0.2% |
0.8645 |
| Low |
0.8561 |
0.8560 |
-0.0002 |
0.0% |
0.8520 |
| Close |
0.8601 |
0.8597 |
-0.0004 |
0.0% |
0.8597 |
| Range |
0.0071 |
0.0085 |
0.0015 |
20.6% |
0.0125 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
113,078 |
94,328 |
-18,750 |
-16.6% |
322,967 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8811 |
0.8644 |
|
| R3 |
0.8770 |
0.8726 |
0.8620 |
|
| R2 |
0.8685 |
0.8685 |
0.8613 |
|
| R1 |
0.8641 |
0.8641 |
0.8605 |
0.8621 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8590 |
| S1 |
0.8556 |
0.8556 |
0.8589 |
0.8536 |
| S2 |
0.8515 |
0.8515 |
0.8581 |
|
| S3 |
0.8430 |
0.8471 |
0.8574 |
|
| S4 |
0.8345 |
0.8386 |
0.8550 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8961 |
0.8903 |
0.8665 |
|
| R3 |
0.8836 |
0.8779 |
0.8631 |
|
| R2 |
0.8712 |
0.8712 |
0.8620 |
|
| R1 |
0.8654 |
0.8654 |
0.8608 |
0.8683 |
| PP |
0.8587 |
0.8587 |
0.8587 |
0.8602 |
| S1 |
0.8530 |
0.8530 |
0.8586 |
0.8559 |
| S2 |
0.8463 |
0.8463 |
0.8574 |
|
| S3 |
0.8338 |
0.8405 |
0.8563 |
|
| S4 |
0.8214 |
0.8281 |
0.8529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8645 |
0.8520 |
0.0125 |
1.4% |
0.0057 |
0.7% |
62% |
True |
False |
72,578 |
| 10 |
0.8645 |
0.8478 |
0.0167 |
1.9% |
0.0065 |
0.8% |
71% |
True |
False |
94,701 |
| 20 |
0.8893 |
0.8462 |
0.0431 |
5.0% |
0.0082 |
1.0% |
31% |
False |
False |
67,242 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0105 |
1.2% |
9% |
False |
False |
34,421 |
| 60 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0097 |
1.1% |
9% |
False |
False |
23,061 |
| 80 |
1.0066 |
0.8462 |
0.1605 |
18.7% |
0.0095 |
1.1% |
8% |
False |
False |
17,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9006 |
|
2.618 |
0.8867 |
|
1.618 |
0.8782 |
|
1.000 |
0.8730 |
|
0.618 |
0.8697 |
|
HIGH |
0.8645 |
|
0.618 |
0.8612 |
|
0.500 |
0.8602 |
|
0.382 |
0.8592 |
|
LOW |
0.8560 |
|
0.618 |
0.8507 |
|
1.000 |
0.8475 |
|
1.618 |
0.8422 |
|
2.618 |
0.8337 |
|
4.250 |
0.8198 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8602 |
0.8592 |
| PP |
0.8600 |
0.8587 |
| S1 |
0.8599 |
0.8582 |
|