CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8756 |
0.8895 |
0.0139 |
1.6% |
0.8757 |
| High |
0.8888 |
0.8901 |
0.0013 |
0.1% |
0.8898 |
| Low |
0.8754 |
0.8793 |
0.0039 |
0.4% |
0.8662 |
| Close |
0.8864 |
0.8796 |
-0.0068 |
-0.8% |
0.8765 |
| Range |
0.0134 |
0.0109 |
-0.0026 |
-19.0% |
0.0236 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
215,189 |
151,156 |
-64,033 |
-29.8% |
826,219 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9155 |
0.9084 |
0.8855 |
|
| R3 |
0.9047 |
0.8975 |
0.8825 |
|
| R2 |
0.8938 |
0.8938 |
0.8815 |
|
| R1 |
0.8867 |
0.8867 |
0.8805 |
0.8848 |
| PP |
0.8830 |
0.8830 |
0.8830 |
0.8820 |
| S1 |
0.8758 |
0.8758 |
0.8786 |
0.8740 |
| S2 |
0.8721 |
0.8721 |
0.8776 |
|
| S3 |
0.8613 |
0.8650 |
0.8766 |
|
| S4 |
0.8504 |
0.8541 |
0.8736 |
|
|
| 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 |
0.8901 |
0.8662 |
0.0239 |
2.7% |
0.0118 |
1.3% |
56% |
True |
False |
180,350 |
| 10 |
0.8901 |
0.8574 |
0.0328 |
3.7% |
0.0125 |
1.4% |
68% |
True |
False |
206,261 |
| 20 |
0.8901 |
0.8454 |
0.0447 |
5.1% |
0.0108 |
1.2% |
76% |
True |
False |
166,066 |
| 40 |
0.9028 |
0.8454 |
0.0574 |
6.5% |
0.0104 |
1.2% |
60% |
False |
False |
108,065 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0109 |
1.2% |
23% |
False |
False |
72,294 |
| 80 |
1.0002 |
0.8454 |
0.1548 |
17.6% |
0.0102 |
1.2% |
22% |
False |
False |
54,290 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0100 |
1.1% |
21% |
False |
False |
43,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9362 |
|
2.618 |
0.9185 |
|
1.618 |
0.9077 |
|
1.000 |
0.9010 |
|
0.618 |
0.8968 |
|
HIGH |
0.8901 |
|
0.618 |
0.8860 |
|
0.500 |
0.8847 |
|
0.382 |
0.8834 |
|
LOW |
0.8793 |
|
0.618 |
0.8725 |
|
1.000 |
0.8684 |
|
1.618 |
0.8617 |
|
2.618 |
0.8508 |
|
4.250 |
0.8331 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8847 |
0.8794 |
| PP |
0.8830 |
0.8792 |
| S1 |
0.8813 |
0.8791 |
|