CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8686 |
0.8558 |
-0.0129 |
-1.5% |
0.8556 |
| High |
0.8712 |
0.8645 |
-0.0068 |
-0.8% |
0.8712 |
| Low |
0.8554 |
0.8529 |
-0.0026 |
-0.3% |
0.8454 |
| Close |
0.8567 |
0.8638 |
0.0071 |
0.8% |
0.8567 |
| Range |
0.0158 |
0.0116 |
-0.0042 |
-26.6% |
0.0258 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0000 |
| Volume |
196,578 |
141,624 |
-54,954 |
-28.0% |
754,203 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8911 |
0.8701 |
|
| R3 |
0.8836 |
0.8795 |
0.8669 |
|
| R2 |
0.8720 |
0.8720 |
0.8659 |
|
| R1 |
0.8679 |
0.8679 |
0.8648 |
0.8699 |
| PP |
0.8604 |
0.8604 |
0.8604 |
0.8614 |
| S1 |
0.8563 |
0.8563 |
0.8627 |
0.8583 |
| S2 |
0.8488 |
0.8488 |
0.8616 |
|
| S3 |
0.8372 |
0.8447 |
0.8606 |
|
| S4 |
0.8256 |
0.8331 |
0.8574 |
|
|
| 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% |
0.0126 |
1.5% |
71% |
False |
False |
179,165 |
| 10 |
0.8712 |
0.8454 |
0.0258 |
3.0% |
0.0092 |
1.1% |
71% |
False |
False |
125,871 |
| 20 |
0.8810 |
0.8454 |
0.0356 |
4.1% |
0.0092 |
1.1% |
52% |
False |
False |
110,145 |
| 40 |
0.9576 |
0.8454 |
0.1122 |
13.0% |
0.0103 |
1.2% |
16% |
False |
False |
56,682 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.2% |
0.0100 |
1.2% |
12% |
False |
False |
37,966 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.7% |
0.0097 |
1.1% |
11% |
False |
False |
28,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9138 |
|
2.618 |
0.8948 |
|
1.618 |
0.8832 |
|
1.000 |
0.8761 |
|
0.618 |
0.8716 |
|
HIGH |
0.8645 |
|
0.618 |
0.8600 |
|
0.500 |
0.8587 |
|
0.382 |
0.8573 |
|
LOW |
0.8529 |
|
0.618 |
0.8457 |
|
1.000 |
0.8413 |
|
1.618 |
0.8341 |
|
2.618 |
0.8225 |
|
4.250 |
0.8036 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8621 |
0.8632 |
| PP |
0.8604 |
0.8626 |
| S1 |
0.8587 |
0.8620 |
|