CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8708 |
0.8756 |
0.0048 |
0.6% |
0.8757 |
| High |
0.8770 |
0.8888 |
0.0119 |
1.4% |
0.8898 |
| Low |
0.8680 |
0.8754 |
0.0074 |
0.9% |
0.8662 |
| Close |
0.8765 |
0.8864 |
0.0099 |
1.1% |
0.8765 |
| Range |
0.0090 |
0.0134 |
0.0045 |
49.7% |
0.0236 |
| ATR |
0.0116 |
0.0118 |
0.0001 |
1.1% |
0.0000 |
| Volume |
196,123 |
215,189 |
19,066 |
9.7% |
826,219 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9237 |
0.9184 |
0.8937 |
|
| R3 |
0.9103 |
0.9050 |
0.8900 |
|
| R2 |
0.8969 |
0.8969 |
0.8888 |
|
| R1 |
0.8916 |
0.8916 |
0.8876 |
0.8943 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8848 |
| S1 |
0.8782 |
0.8782 |
0.8851 |
0.8809 |
| S2 |
0.8701 |
0.8701 |
0.8839 |
|
| S3 |
0.8567 |
0.8648 |
0.8827 |
|
| S4 |
0.8433 |
0.8514 |
0.8790 |
|
|
| 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% |
0.0126 |
1.4% |
85% |
False |
False |
208,281 |
| 10 |
0.8898 |
0.8529 |
0.0370 |
4.2% |
0.0125 |
1.4% |
91% |
False |
False |
205,307 |
| 20 |
0.8898 |
0.8454 |
0.0444 |
5.0% |
0.0105 |
1.2% |
92% |
False |
False |
161,954 |
| 40 |
0.9068 |
0.8454 |
0.0614 |
6.9% |
0.0106 |
1.2% |
67% |
False |
False |
104,314 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0108 |
1.2% |
28% |
False |
False |
69,776 |
| 80 |
1.0049 |
0.8454 |
0.1595 |
18.0% |
0.0102 |
1.1% |
26% |
False |
False |
52,402 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.2% |
0.0100 |
1.1% |
25% |
False |
False |
41,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9458 |
|
2.618 |
0.9239 |
|
1.618 |
0.9105 |
|
1.000 |
0.9022 |
|
0.618 |
0.8971 |
|
HIGH |
0.8888 |
|
0.618 |
0.8837 |
|
0.500 |
0.8821 |
|
0.382 |
0.8805 |
|
LOW |
0.8754 |
|
0.618 |
0.8671 |
|
1.000 |
0.8620 |
|
1.618 |
0.8537 |
|
2.618 |
0.8403 |
|
4.250 |
0.8185 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8849 |
0.8834 |
| PP |
0.8835 |
0.8805 |
| S1 |
0.8821 |
0.8775 |
|