CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8653 |
0.8681 |
0.0028 |
0.3% |
0.8556 |
| High |
0.8772 |
0.8809 |
0.0037 |
0.4% |
0.8712 |
| Low |
0.8574 |
0.8681 |
0.0108 |
1.3% |
0.8454 |
| Close |
0.8683 |
0.8737 |
0.0055 |
0.6% |
0.8567 |
| Range |
0.0199 |
0.0128 |
-0.0071 |
-35.8% |
0.0258 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.2% |
0.0000 |
| Volume |
281,625 |
232,159 |
-49,466 |
-17.6% |
754,203 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9125 |
0.9058 |
0.8807 |
|
| R3 |
0.8997 |
0.8931 |
0.8772 |
|
| R2 |
0.8870 |
0.8870 |
0.8760 |
|
| R1 |
0.8803 |
0.8803 |
0.8749 |
0.8837 |
| PP |
0.8742 |
0.8742 |
0.8742 |
0.8759 |
| S1 |
0.8676 |
0.8676 |
0.8725 |
0.8709 |
| S2 |
0.8615 |
0.8615 |
0.8714 |
|
| S3 |
0.8487 |
0.8548 |
0.8702 |
|
| S4 |
0.8360 |
0.8421 |
0.8667 |
|
|
| 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 |
0.8809 |
0.8529 |
0.0280 |
3.2% |
0.0137 |
1.6% |
74% |
True |
False |
204,819 |
| 10 |
0.8809 |
0.8454 |
0.0355 |
4.1% |
0.0120 |
1.4% |
80% |
True |
False |
178,913 |
| 20 |
0.8809 |
0.8454 |
0.0355 |
4.1% |
0.0100 |
1.1% |
80% |
True |
False |
137,878 |
| 40 |
0.9329 |
0.8454 |
0.0875 |
10.0% |
0.0103 |
1.2% |
32% |
False |
False |
73,778 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0103 |
1.2% |
19% |
False |
False |
49,383 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.5% |
0.0100 |
1.1% |
18% |
False |
False |
37,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9350 |
|
2.618 |
0.9142 |
|
1.618 |
0.9015 |
|
1.000 |
0.8936 |
|
0.618 |
0.8887 |
|
HIGH |
0.8809 |
|
0.618 |
0.8760 |
|
0.500 |
0.8745 |
|
0.382 |
0.8730 |
|
LOW |
0.8681 |
|
0.618 |
0.8602 |
|
1.000 |
0.8554 |
|
1.618 |
0.8475 |
|
2.618 |
0.8347 |
|
4.250 |
0.8139 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8745 |
0.8722 |
| PP |
0.8742 |
0.8706 |
| S1 |
0.8740 |
0.8691 |
|