CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8607 |
0.8556 |
-0.0051 |
-0.6% |
0.8570 |
| High |
0.8645 |
0.8567 |
-0.0078 |
-0.9% |
0.8645 |
| Low |
0.8560 |
0.8454 |
-0.0106 |
-1.2% |
0.8520 |
| Close |
0.8597 |
0.8525 |
-0.0073 |
-0.8% |
0.8597 |
| Range |
0.0085 |
0.0113 |
0.0028 |
32.4% |
0.0125 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.4% |
0.0000 |
| Volume |
94,328 |
154,280 |
59,952 |
63.6% |
322,967 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8853 |
0.8801 |
0.8586 |
|
| R3 |
0.8740 |
0.8689 |
0.8555 |
|
| R2 |
0.8628 |
0.8628 |
0.8545 |
|
| R1 |
0.8576 |
0.8576 |
0.8535 |
0.8546 |
| PP |
0.8515 |
0.8515 |
0.8515 |
0.8500 |
| S1 |
0.8464 |
0.8464 |
0.8514 |
0.8433 |
| S2 |
0.8403 |
0.8403 |
0.8504 |
|
| S3 |
0.8290 |
0.8351 |
0.8494 |
|
| S4 |
0.8178 |
0.8239 |
0.8463 |
|
|
| 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 |
0.8454 |
0.0191 |
2.2% |
0.0073 |
0.9% |
37% |
False |
True |
95,449 |
| 10 |
0.8645 |
0.8454 |
0.0191 |
2.2% |
0.0070 |
0.8% |
37% |
False |
True |
96,179 |
| 20 |
0.8893 |
0.8454 |
0.0439 |
5.1% |
0.0085 |
1.0% |
16% |
False |
True |
74,637 |
| 40 |
0.9937 |
0.8454 |
0.1483 |
17.4% |
0.0106 |
1.2% |
5% |
False |
True |
38,260 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.4% |
0.0098 |
1.1% |
5% |
False |
True |
25,630 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.9% |
0.0095 |
1.1% |
4% |
False |
True |
19,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9045 |
|
2.618 |
0.8861 |
|
1.618 |
0.8749 |
|
1.000 |
0.8679 |
|
0.618 |
0.8636 |
|
HIGH |
0.8567 |
|
0.618 |
0.8524 |
|
0.500 |
0.8510 |
|
0.382 |
0.8497 |
|
LOW |
0.8454 |
|
0.618 |
0.8384 |
|
1.000 |
0.8342 |
|
1.618 |
0.8272 |
|
2.618 |
0.8159 |
|
4.250 |
0.7976 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8520 |
0.8549 |
| PP |
0.8515 |
0.8541 |
| S1 |
0.8510 |
0.8533 |
|