CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8520 |
0.8548 |
0.0029 |
0.3% |
0.8570 |
| High |
0.8567 |
0.8701 |
0.0135 |
1.6% |
0.8645 |
| Low |
0.8485 |
0.8538 |
0.0053 |
0.6% |
0.8520 |
| Close |
0.8527 |
0.8673 |
0.0147 |
1.7% |
0.8597 |
| Range |
0.0082 |
0.0164 |
0.0082 |
99.4% |
0.0125 |
| ATR |
0.0092 |
0.0098 |
0.0006 |
6.4% |
0.0000 |
| Volume |
136,756 |
266,589 |
129,833 |
94.9% |
322,967 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.9064 |
0.8763 |
|
| R3 |
0.8964 |
0.8900 |
0.8718 |
|
| R2 |
0.8801 |
0.8801 |
0.8703 |
|
| R1 |
0.8737 |
0.8737 |
0.8688 |
0.8769 |
| PP |
0.8637 |
0.8637 |
0.8637 |
0.8653 |
| S1 |
0.8573 |
0.8573 |
0.8658 |
0.8605 |
| S2 |
0.8474 |
0.8474 |
0.8643 |
|
| S3 |
0.8310 |
0.8410 |
0.8628 |
|
| S4 |
0.8147 |
0.8246 |
0.8583 |
|
|
| 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 |
0.8701 |
0.8454 |
0.0247 |
2.8% |
0.0103 |
1.2% |
89% |
True |
False |
153,006 |
| 10 |
0.8701 |
0.8454 |
0.0247 |
2.8% |
0.0075 |
0.9% |
89% |
True |
False |
110,931 |
| 20 |
0.8882 |
0.8454 |
0.0428 |
4.9% |
0.0087 |
1.0% |
51% |
False |
False |
94,316 |
| 40 |
0.9937 |
0.8454 |
0.1483 |
17.1% |
0.0109 |
1.3% |
15% |
False |
False |
48,283 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.1% |
0.0098 |
1.1% |
15% |
False |
False |
32,340 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.6% |
0.0096 |
1.1% |
14% |
False |
False |
24,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9129 |
|
1.618 |
0.8966 |
|
1.000 |
0.8865 |
|
0.618 |
0.8802 |
|
HIGH |
0.8701 |
|
0.618 |
0.8639 |
|
0.500 |
0.8619 |
|
0.382 |
0.8600 |
|
LOW |
0.8538 |
|
0.618 |
0.8436 |
|
1.000 |
0.8374 |
|
1.618 |
0.8273 |
|
2.618 |
0.8109 |
|
4.250 |
0.7843 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8655 |
0.8641 |
| PP |
0.8637 |
0.8609 |
| S1 |
0.8619 |
0.8578 |
|