CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8895 |
0.8794 |
-0.0101 |
-1.1% |
0.8757 |
| High |
0.8901 |
0.8859 |
-0.0042 |
-0.5% |
0.8898 |
| Low |
0.8793 |
0.8785 |
-0.0008 |
-0.1% |
0.8662 |
| Close |
0.8796 |
0.8816 |
0.0021 |
0.2% |
0.8765 |
| Range |
0.0109 |
0.0074 |
-0.0035 |
-31.8% |
0.0236 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
151,156 |
155,568 |
4,412 |
2.9% |
826,219 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9042 |
0.9003 |
0.8857 |
|
| R3 |
0.8968 |
0.8929 |
0.8836 |
|
| R2 |
0.8894 |
0.8894 |
0.8830 |
|
| R1 |
0.8855 |
0.8855 |
0.8823 |
0.8875 |
| PP |
0.8820 |
0.8820 |
0.8820 |
0.8830 |
| S1 |
0.8781 |
0.8781 |
0.8809 |
0.8801 |
| S2 |
0.8746 |
0.8746 |
0.8802 |
|
| S3 |
0.8672 |
0.8707 |
0.8796 |
|
| S4 |
0.8598 |
0.8633 |
0.8775 |
|
|
| 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% |
0.0100 |
1.1% |
64% |
False |
False |
181,763 |
| 10 |
0.8901 |
0.8574 |
0.0328 |
3.7% |
0.0123 |
1.4% |
74% |
False |
False |
204,606 |
| 20 |
0.8901 |
0.8454 |
0.0447 |
5.1% |
0.0110 |
1.2% |
81% |
False |
False |
171,848 |
| 40 |
0.9028 |
0.8454 |
0.0574 |
6.5% |
0.0103 |
1.2% |
63% |
False |
False |
111,915 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0109 |
1.2% |
24% |
False |
False |
74,885 |
| 80 |
0.9997 |
0.8454 |
0.1543 |
17.5% |
0.0102 |
1.2% |
23% |
False |
False |
56,232 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0100 |
1.1% |
22% |
False |
False |
44,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9053 |
|
1.618 |
0.8979 |
|
1.000 |
0.8933 |
|
0.618 |
0.8905 |
|
HIGH |
0.8859 |
|
0.618 |
0.8831 |
|
0.500 |
0.8822 |
|
0.382 |
0.8813 |
|
LOW |
0.8785 |
|
0.618 |
0.8739 |
|
1.000 |
0.8711 |
|
1.618 |
0.8665 |
|
2.618 |
0.8591 |
|
4.250 |
0.8471 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8822 |
0.8828 |
| PP |
0.8820 |
0.8824 |
| S1 |
0.8818 |
0.8820 |
|