CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8733 |
0.8757 |
0.0024 |
0.3% |
0.8558 |
| High |
0.8777 |
0.8898 |
0.0122 |
1.4% |
0.8809 |
| Low |
0.8679 |
0.8753 |
0.0074 |
0.9% |
0.8529 |
| Close |
0.8752 |
0.8892 |
0.0140 |
1.6% |
0.8752 |
| Range |
0.0098 |
0.0146 |
0.0048 |
48.5% |
0.0280 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.4% |
0.0000 |
| Volume |
184,150 |
290,813 |
106,663 |
57.9% |
1,011,671 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9233 |
0.8972 |
|
| R3 |
0.9138 |
0.9088 |
0.8932 |
|
| R2 |
0.8993 |
0.8993 |
0.8918 |
|
| R1 |
0.8942 |
0.8942 |
0.8905 |
0.8968 |
| PP |
0.8847 |
0.8847 |
0.8847 |
0.8860 |
| S1 |
0.8797 |
0.8797 |
0.8878 |
0.8822 |
| S2 |
0.8702 |
0.8702 |
0.8865 |
|
| S3 |
0.8556 |
0.8651 |
0.8851 |
|
| S4 |
0.8411 |
0.8506 |
0.8811 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9424 |
0.8906 |
|
| R3 |
0.9256 |
0.9144 |
0.8829 |
|
| R2 |
0.8976 |
0.8976 |
0.8803 |
|
| R1 |
0.8864 |
0.8864 |
0.8778 |
0.8920 |
| PP |
0.8696 |
0.8696 |
0.8696 |
0.8724 |
| S1 |
0.8584 |
0.8584 |
0.8726 |
0.8640 |
| S2 |
0.8416 |
0.8416 |
0.8701 |
|
| S3 |
0.8136 |
0.8304 |
0.8675 |
|
| S4 |
0.7856 |
0.8024 |
0.8598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8898 |
0.8574 |
0.0325 |
3.6% |
0.0131 |
1.5% |
98% |
True |
False |
232,172 |
| 10 |
0.8898 |
0.8454 |
0.0444 |
5.0% |
0.0129 |
1.4% |
99% |
True |
False |
205,668 |
| 20 |
0.8898 |
0.8454 |
0.0444 |
5.0% |
0.0097 |
1.1% |
99% |
True |
False |
150,184 |
| 40 |
0.9260 |
0.8454 |
0.0806 |
9.1% |
0.0104 |
1.2% |
54% |
False |
False |
85,624 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0105 |
1.2% |
30% |
False |
False |
57,285 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.1% |
0.0099 |
1.1% |
27% |
False |
False |
43,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9516 |
|
2.618 |
0.9279 |
|
1.618 |
0.9133 |
|
1.000 |
0.9044 |
|
0.618 |
0.8988 |
|
HIGH |
0.8898 |
|
0.618 |
0.8842 |
|
0.500 |
0.8825 |
|
0.382 |
0.8808 |
|
LOW |
0.8753 |
|
0.618 |
0.8663 |
|
1.000 |
0.8607 |
|
1.618 |
0.8517 |
|
2.618 |
0.8372 |
|
4.250 |
0.8134 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8869 |
0.8857 |
| PP |
0.8847 |
0.8823 |
| S1 |
0.8825 |
0.8788 |
|