CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8743 |
0.8708 |
-0.0035 |
-0.4% |
0.8757 |
| High |
0.8756 |
0.8770 |
0.0014 |
0.2% |
0.8898 |
| Low |
0.8662 |
0.8680 |
0.0018 |
0.2% |
0.8662 |
| Close |
0.8726 |
0.8765 |
0.0039 |
0.4% |
0.8765 |
| Range |
0.0094 |
0.0090 |
-0.0004 |
-4.3% |
0.0236 |
| ATR |
0.0119 |
0.0116 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
190,782 |
196,123 |
5,341 |
2.8% |
826,219 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9007 |
0.8975 |
0.8814 |
|
| R3 |
0.8917 |
0.8886 |
0.8790 |
|
| R2 |
0.8828 |
0.8828 |
0.8781 |
|
| R1 |
0.8796 |
0.8796 |
0.8773 |
0.8812 |
| PP |
0.8738 |
0.8738 |
0.8738 |
0.8746 |
| S1 |
0.8707 |
0.8707 |
0.8757 |
0.8723 |
| S2 |
0.8649 |
0.8649 |
0.8749 |
|
| S3 |
0.8559 |
0.8617 |
0.8740 |
|
| S4 |
0.8470 |
0.8528 |
0.8716 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9483 |
0.9360 |
0.8895 |
|
| R3 |
0.9247 |
0.9124 |
0.8830 |
|
| R2 |
0.9011 |
0.9011 |
0.8808 |
|
| R1 |
0.8888 |
0.8888 |
0.8787 |
0.8950 |
| PP |
0.8775 |
0.8775 |
0.8775 |
0.8806 |
| S1 |
0.8652 |
0.8652 |
0.8743 |
0.8714 |
| S2 |
0.8539 |
0.8539 |
0.8722 |
|
| S3 |
0.8303 |
0.8416 |
0.8700 |
|
| S4 |
0.8067 |
0.8180 |
0.8635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8898 |
0.8662 |
0.0236 |
2.7% |
0.0118 |
1.3% |
44% |
False |
False |
202,073 |
| 10 |
0.8898 |
0.8529 |
0.0370 |
4.2% |
0.0128 |
1.5% |
64% |
False |
False |
203,446 |
| 20 |
0.8898 |
0.8454 |
0.0444 |
5.1% |
0.0102 |
1.2% |
70% |
False |
False |
157,189 |
| 40 |
0.9116 |
0.8454 |
0.0662 |
7.5% |
0.0105 |
1.2% |
47% |
False |
False |
98,950 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0107 |
1.2% |
21% |
False |
False |
66,195 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0101 |
1.2% |
19% |
False |
False |
49,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9150 |
|
2.618 |
0.9004 |
|
1.618 |
0.8914 |
|
1.000 |
0.8859 |
|
0.618 |
0.8825 |
|
HIGH |
0.8770 |
|
0.618 |
0.8735 |
|
0.500 |
0.8725 |
|
0.382 |
0.8714 |
|
LOW |
0.8680 |
|
0.618 |
0.8625 |
|
1.000 |
0.8591 |
|
1.618 |
0.8535 |
|
2.618 |
0.8446 |
|
4.250 |
0.8300 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8752 |
0.8778 |
| PP |
0.8738 |
0.8774 |
| S1 |
0.8725 |
0.8769 |
|