CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8548 |
0.8686 |
0.0138 |
1.6% |
0.8556 |
| High |
0.8701 |
0.8712 |
0.0011 |
0.1% |
0.8712 |
| Low |
0.8538 |
0.8554 |
0.0017 |
0.2% |
0.8454 |
| Close |
0.8673 |
0.8567 |
-0.0107 |
-1.2% |
0.8567 |
| Range |
0.0164 |
0.0158 |
-0.0006 |
-3.4% |
0.0258 |
| ATR |
0.0098 |
0.0102 |
0.0004 |
4.4% |
0.0000 |
| Volume |
266,589 |
196,578 |
-70,011 |
-26.3% |
754,203 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9085 |
0.8984 |
0.8653 |
|
| R3 |
0.8927 |
0.8826 |
0.8610 |
|
| R2 |
0.8769 |
0.8769 |
0.8595 |
|
| R1 |
0.8668 |
0.8668 |
0.8581 |
0.8639 |
| PP |
0.8611 |
0.8611 |
0.8611 |
0.8597 |
| S1 |
0.8510 |
0.8510 |
0.8552 |
0.8481 |
| S2 |
0.8453 |
0.8453 |
0.8538 |
|
| S3 |
0.8295 |
0.8352 |
0.8523 |
|
| S4 |
0.8137 |
0.8194 |
0.8480 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9352 |
0.9217 |
0.8708 |
|
| R3 |
0.9094 |
0.8959 |
0.8637 |
|
| R2 |
0.8836 |
0.8836 |
0.8614 |
|
| R1 |
0.8701 |
0.8701 |
0.8590 |
0.8768 |
| PP |
0.8578 |
0.8578 |
0.8578 |
0.8611 |
| S1 |
0.8443 |
0.8443 |
0.8543 |
0.8510 |
| S2 |
0.8320 |
0.8320 |
0.8519 |
|
| S3 |
0.8062 |
0.8185 |
0.8496 |
|
| S4 |
0.7804 |
0.7927 |
0.8425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8712 |
0.8454 |
0.0258 |
3.0% |
0.0120 |
1.4% |
44% |
True |
False |
169,706 |
| 10 |
0.8712 |
0.8454 |
0.0258 |
3.0% |
0.0084 |
1.0% |
44% |
True |
False |
118,601 |
| 20 |
0.8882 |
0.8454 |
0.0428 |
5.0% |
0.0092 |
1.1% |
26% |
False |
False |
103,913 |
| 40 |
0.9937 |
0.8454 |
0.1483 |
17.3% |
0.0111 |
1.3% |
8% |
False |
False |
53,191 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.3% |
0.0100 |
1.2% |
8% |
False |
False |
35,611 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.8% |
0.0096 |
1.1% |
7% |
False |
False |
26,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9384 |
|
2.618 |
0.9126 |
|
1.618 |
0.8968 |
|
1.000 |
0.8870 |
|
0.618 |
0.8810 |
|
HIGH |
0.8712 |
|
0.618 |
0.8652 |
|
0.500 |
0.8633 |
|
0.382 |
0.8614 |
|
LOW |
0.8554 |
|
0.618 |
0.8456 |
|
1.000 |
0.8396 |
|
1.618 |
0.8298 |
|
2.618 |
0.8140 |
|
4.250 |
0.7883 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8633 |
0.8598 |
| PP |
0.8611 |
0.8588 |
| S1 |
0.8589 |
0.8577 |
|